This study examines the long-run relationship between crude oil prices, US dollar exchange rates and the prices of thirty selected international agricultural prices and five international fertilizer prices using panel econometric methods with and without unobserved heterogeneous effects on data...

This study investigates the price transmission mechanisms between the producer and the consumer for three major Greek agricultural products: fresh potatoes, tomatoes and cucumbers. The empirical analysis uses a Markov Switching Vector Error Correction model which accounts for asymmetric...

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...

This study investigates the dynamic relationship between energy consumption and economic growth in nine South and Southeast Asian countries (i.e., Bangladesh, Brunei Darussalam, India, Indonesia, Malaysia, Pakistan, the Philippines, Sri Lanka, and Thailand) using a panel data framework. The...

This paper has investigated the short- and long-term relationships as well as regime switching behaviour between the per-capita agricultural production of Bangladesh, India and Pakistan using vector error correction model (VECM) and Markov-switching VECM model (MS-VECM). These countries were...

This paper extends the Hall-Roeger methodology in order to investigate the market structure and to measure the degree of market power in the Greek manufacturing sector over the period 1984-2007 as a whole and by subsector at the two-digit SIC level. The present paper also estimates the net and...

This study examines the relationship between crude oil prices, US dollar exchange rates and thirty selected international agricultural prices and five international fertilizer prices in a panel framework. The study uses panel VAR methods and Granger causality tests on panel data sets of...

The present study investigates the price transmission mechanism between producer and consumer prices in the Greek fresh tomato market, using monthly price data from January 1995 to May 2011. The estimation is carried out by applying a Markov Switching Vector Error Correction model. The results...

This article analyses the dynamic effects of specific macroeconomic variables, for example housing loan rates, inflation, employment and money supply, on the price of new houses sold in Greece. An error correction vector autoregressive (ECVAR) model is used in modelling the impact of the above...

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...