## 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
✦ LIBER ✦
Smooth transition vector error correction models for the spot prices of coffee
✍ Scribed by Milas, Costas; Otero, Jesús
- Book ID
- 120590350
- Publisher
- Taylor and Francis Group
- Year
- 2002
- Tongue
- English
- Weight
- 162 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1350-4851
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