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dc.contributor.authorApergis, Nicholas
dc.contributor.authorRezitis, Antonios
dc.date.accessioned2019-03-14T17:43:29Z
dc.date.available2019-03-14T17:43:29Z
dc.date.issued2010-10-06
dc.identifier.urihttp://hdl.handle.net/10545/623609
dc.description.abstractThis 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 macroeconomic volatility effects influence the volatility of relative food prices. Moreover, the volatility of relative food prices exerts a positive and statistically significant impact on its own volatility. The results imply that the participation of Greece in EMU will diminish the volatility of those macroeconomic factors, implying lower volatility in food prices and thus higher benefits for both producers and consumers.en
dc.description.sponsorshipN/Aen
dc.language.isoenen
dc.publisherTaylor & Francisen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectfood price volatilityen
dc.subjectmacroeconomic volatilityen
dc.titleFood price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?en
dc.typeArticleen
dc.contributor.departmentUniversity of Ioanninaen
dc.contributor.departmentUniversity of Ioanninaen
dc.identifier.journalApplied Economics Letteren


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