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...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
John Wiley and Sons Ltd
2004
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/24355 https://doi.org/10.1002/ijfe.245 |