Analyzing Stationarity in World Coffee Prices
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DOI: 10.1007/s10614-024-10630-4
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More about this item
Keywords
Coffee prices; Stationarity; Unit roots; Fractional integration;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- Q1 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture
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