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...

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Detalles Bibliográficos
Autores Principales: Otero, Jesus G., Milas, Costas
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: University of Warwick - Department of Economics 1998
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