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A non-linear error correction mechanism based on the bilinear model

✍ Scribed by David Peel; James Davidson

Book ID
117333099
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
41 KB
Volume
58
Category
Article
ISSN
0165-1765

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Forecasting the spot prices of various c
Forecasting the spot prices of various coffee types using linear and non-linear error correction models
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## Abstract 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 reflec