Nogueira, Fernando Tadeu Pongelupe; Aguiar, Danilo R. D.; … - In: Nova Economia 15 (2005) 2, pp. 91-112
This study analyzes spatial integration in the arabica coffee market of the two main producer states in Brazil. The results of the Dickey-Fuller Augmented (DFA) unit root test show that all price series are integrated of first order, I(1). The results of the Johansen co-integration test suggest...