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Modelling the spot prices of various coffee types

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dc.creatorOtero Cardona, Jesús Gilbertospa
dc.creatorMilas C.spa
dc.date.accessioned2020-05-26T00:06:23Z
dc.date.available2020-05-26T00:06:23Z
dc.date.created2001spa
dc.description.abstractWe 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 for the first compared to the second vector due to the fact that the former involves the Arabica coffees, which are more homogeneous. Adjustment is relatively fast, implying that economic forces act rapidly and discrepancies in the equilibrium relationships are short-lived. We also find evidence of non-linear adjustment back to equilibrium; when prices are too high, adjustment takes place at a slower rate than when they are too low. © 2001 Elsevier Science B.V.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/S0264-9993(00)00056-0
dc.identifier.issn2649993
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23886
dc.language.isoengspa
dc.relation.citationEndPage641
dc.relation.citationIssueNo. 4
dc.relation.citationStartPage625
dc.relation.citationTitleEconomic Modelling
dc.relation.citationVolumeVol. 18
dc.relation.ispartofEconomic Modelling, ISSN:2649993, Vol.18, No.4 (2001); pp. 625-641spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0042326241&doi=10.1016%2fS0264-9993%2800%2900056-0&partnerID=40&md5=d174683a9cbf7a703f575317996f648bspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordC32spa
dc.subject.keywordC51spa
dc.subject.keywordC52spa
dc.subject.keywordCoffee pricesspa
dc.subject.keywordCointegrationspa
dc.subject.keywordNon-linear error correction modelspa
dc.titleModelling the spot prices of various coffee typesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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