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...
Autores Principales: | , |
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Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
2001
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Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23886 https://doi.org/10.1016/S0264-9993(00)00056-0 |