Forecasting the spot spices of various coffee types using linear and non-linear error correction models

This paper estimates linear and non-linear error correction models for the spot prices of four different coffee types. In line with economic priors, we find some evidence that when prices are too high, they move back to equilibrium more slowly than when they are too low. This may reflect the fact th...

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Autores:
Tipo de recurso:
Fecha de publicación:
2004
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/24355
Acceso en línea:
https://doi.org/10.1002/ijfe.245
https://repository.urosario.edu.co/handle/10336/24355
Palabra clave:
Coffee
Commodity market
Estimation method
Forecasting method
Price dynamics
Asymmetric and polynomial error models
Coffee prices
Forecasting
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Abierto (Texto Completo)