This article applies the Window Malmquist Index (WMI) approach to measure changes in agricultural Total Factor Productivity (TFP) for the United States and a sample of nine European countries for the period 1973 to 1993. The dataset used in this article is obtained from Ball et al. (2001). The...

This article investigates the behavior of agricultural input prices, agricultural output prices, and retail food prices using the cointegration|error-correction methodology. The findings support “cost push” and “demand pull” theories, because disequilibrium at the input level is...

This paper estimates Okun's coefficient for certain regional areas in Greece over the period 1960-1997. Through the Hodrick-Prescott filtering and the band-pass filtering the empirical analysis shows that that the coefficients do not exhibit substantial interregional differences, except for the...

This paper investigates volatility spillover effects across agricultural input prices, agricultural output prices and retail food prices using the technique of Generalised Autoregressive Conditional Heteroscedastic (GARCH) models. The empirical findings show that the volatility of both...

This paper applies time series techniques to test for convergence in agricultural total factor productivity among the USA and a sample of nine European countries for the period 1973-1993. The data set used in this paper obtained from Ball et al. (2001). The wide spectrum of unit root test...

This paper investigates volatility spillover effects between relative food prices and explicit macroeconomic fundamentals, i.e. exchange rates, money balances, inflation, and the deficit to income ratio, through the methodology of GARCH models. The findings showed that significant and positive...

This study investigates causality, price transmission and volatility spillover effects between producer and consumer prices in lamb, beef, pork and poultry markets in Greece, using the methodology of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. The empirical...

This paper investigates the international quarterly prices of wheat and rice from 1983(1) to 2012(4). The empirical analysis takes place with the structural time series methodology which decomposes the price series into their trend, cycle, seasonal and irregular components. The empirical results...

Purpose: This paper attempts to model the transmission of volatility between producer and consumer prices in the fresh potato, tomato, and cucumber markets in Greece. Design/methodology/approach: The transmission mechanism of the price volatility is modeled using the most popular multivariate...