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 equil...

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Detalles Bibliográficos
Autores Principales: Otero, Jesus, Milas C.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2001
Materias:
C32
C51
C52
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23886
https://doi.org/10.1016/S0264-9993(00)00056-0