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

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 reflect the fact th...

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Bibliographic Details

Main Authors:	Costas Milas, Jesus Otero, Theodore Panagiotidis
Format:	Default Preprint
Published:	2003
Subjects:	Other economics not elsewhere classified coffee prices asymmetric and polynomial correction models forecasting Economics not elsewhere classified
Online Access:	https://hdl.handle.net/2134/355
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