Modelling the behaviour of the spot prices of various types of coffee
This paper investigates long-run relationships among the spot prices of four coffee types. We find two cointegrating vectors: one between the prices of Other Milds and Colombian coffee, and the other one between Unwashed Arabicas and Robustas. Following Pesaran and Shin (1996), persistence profile a...
Autores Principales: | , |
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Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
University of Warwick - Department of Economics
1998
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Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/28139 https://doi.org/10.22004/ag.econ.269244 |