ASSESSING THE RELATIONSHIP BETWEEN INTERNATIONAL MARKET AND AGRICULTURAL COMMODITY EXPORT PRICES: EVIDENCE FROM VIETNAMESE COFFEE

ASSESSING THE RELATIONSHIP BETWEEN INTERNATIONAL MARKET AND AGRICULTURAL COMMODITY EXPORT PRICES: EVIDENCE FROM VIETNAMESE COFFEE

The paper used a cointegration test, the Granger causality test, and a vector autoregression (VAR) model to determine the relationship between the international coffee price on the spot market and the Vietnamese coffee export price from January 2004 to December 2017. The study found international co...

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Bibliographic Details
Main Authors: Đặng Trung Tuyến, Zhang Caihong, Nguyễn Thị Hồng
Format: Article
Language:English
Published: Dalat University 2020-12-01
Series:Tạp chí Khoa học Đại học Đà Lạt
Subjects:
co-integration test
granger causality
var model
vietnamese coffee price.
Online Access:http://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/673

Internet

http://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/673

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