This article investigates the non-linear adjustment and price volatility between consumer and producer prices in the Greek broiler sector, using a threshold error correction autoregressive model and two multivariate GARCH models, i.e. DVEC(1,1) and BEKK(1,1). The results reject the null...

This paper examines the long-run price relationships and regime shifts that govern the price transmission mechanisms between the farm, domestic wholesale, imported, and retail levels of the Greek lamb market. The examination is carried out using the vector error correction model (VECM),...

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...

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...