Modelling the behaviour of the spot prices of various types of coffee

This paper investigates long-run relationships among the spot prices of four coffee types. We find two cointegrating vectors: one between the prices of Other Milds and Colombian coffee, and the other one between Unwashed Arabicas and Robustas. Following Pesaran and Shin (1996), persistence profile a...

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Autores:

Tipo de recurso:

Fecha de publicación:

1998

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/28139

Acceso en línea:

https://doi.org/10.22004/ag.econ.269244
https://repository.urosario.edu.co/handle/10336/28139

Palabra clave:

Crop Production/industries
Demand and price analysis
Institutional and behavioral economics

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