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Smooth transition vector error correction models for the spot prices of coffee
| dc.creator | Otero Cardona, Jesús Gilberto | |
| dc.creator | Costas K, Milas | spa |
| dc.date.accessioned | 2020-08-19T14:40:37Z | |
| dc.date.available | 2020-08-19T14:40:37Z | |
| dc.date.created | 2011 | spa |
| dc.description | Se examina el comportamiento no lineal de cuatro series de precios del café, es decir, Arábicas sin lavar (es decir, café de Brasil), Arábicas suaves colombianos (es decir, café de Colombia), otros Arábicas suaves (es decir, café de otros países latinoamericanos) y café Robusta ( es decir, café de África y el sudeste asiático). Primero se identifican las relaciones de cointegración y luego se muestra que estas ingresan a las ecuaciones de corrección de errores de forma no lineal. Las estimaciones sugieren un patrón bastante común de ajuste no lineal para la misma variedad de cafés Arábica. | spa |
| dc.description.abstract | The nonlinear behaviour of four coffee price series is examined, that is, unwashed Arabicas (i.e. coffee from Brazil), Colombian Mild Arabicas (i.e. coffee from Colombia), other Mild Arabicas (i.e. coffee from other Latin American countries), and Robusta coffee (i.e. coffee from Africa and Southeast Asia). First is identified the cointegrating relationships and then that these enter the error correction equations in a nonlinear way is shown. The estimates suggest a rather common pattern of nonlinear adjustment for the same variety Arabica coffees | spa |
| dc.format.mimetype | application/pdf | |
| dc.identifier.doi | https://doi.org/10.1080/13504850210138513 | |
| dc.identifier.issn | ISSN: 1350-4851 | |
| dc.identifier.issn | EISSN: 1466-4291 | |
| dc.identifier.uri | https://repository.urosario.edu.co/handle/10336/26959 | |
| dc.language.iso | eng | spa |
| dc.publisher | Informa UK Limited | spa |
| dc.relation.citationEndPage | 928 | |
| dc.relation.citationStartPage | 925 | |
| dc.relation.citationTitle | Applied Economics Letters | |
| dc.relation.ispartof | Applied Economics Letters, ISSN: 1350-4851; EISSN: 1466-4291 (2002); pp. 925-928 | spa |
| dc.relation.uri | https://www.tandfonline.com/doi/abs/10.1080/13504850210138513 | spa |
| dc.rights.accesRights | info:eu-repo/semantics/restrictedAccess | |
| dc.rights.acceso | Restringido (Acceso a grupos específicos) | spa |
| dc.source | Applied Economics Letters | spa |
| dc.source.instname | instname:Universidad del Rosario | |
| dc.source.reponame | reponame:Repositorio Institucional EdocUR | |
| dc.subject | Cafe | spa |
| dc.subject | Arabicas | spa |
| dc.subject | Colombia | spa |
| dc.subject | Brasil | spa |
| dc.subject.keyword | Cafe | spa |
| dc.subject.keyword | Arabicas | spa |
| dc.subject.keyword | Colombia | spa |
| dc.subject.keyword | Brasil | spa |
| dc.title | Smooth transition vector error correction models for the spot prices of coffee | spa |
| dc.title.TranslatedTitle | Modelos de corrección de errores vectoriales de transición suave para los precios spot del café | spa |
| dc.type | article | eng |
| dc.type.hasVersion | info:eu-repo/semantics/publishedVersion | |
| dc.type.spa | Artículo | spa |
