Modelling the spot prices of various coffee types

We investigate long-run relationships among the spot prices of four coffee types. Two cointegrating vectors emerge: one between the prices of Arabica coffee varieties, and the other one between Unwashed Arabicas and Robusta. A persistence profile analysis shows a more rapid adjustment to equilibrium...

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Autores:

Tipo de recurso:

Fecha de publicación:

2001

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/23886

Acceso en línea:

https://doi.org/10.1016/S0264-9993(00)00056-0
https://repository.urosario.edu.co/handle/10336/23886

Palabra clave:

C32
C51
C52
Coffee prices
Cointegration
Non-linear error correction model

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