Macroeconomic Determinants of the Coffee Price Volatility in Ethiopia. Application of the Garch-Midas Model

by Tekle Bobo

Master's Thesis from the year 2020 in the subject Economics - Statistics and Methods, grade: 24, Haramaya University, language: English, abstract: Application of GARCH type model is a key for modeling and forecasting volatility for high frequency data such as daily commodity price. Following the same framework, the objective of the present study is to apply the multiplicative GARCH-MIDAS model for daily exported coffee price as proxy of daily total...

• Format: Paperback
• Language: English
• ISBN: 3346277275
• ISBN13: 9783346277275
• Release Date: December 2020
• Publisher: Grin Verlag
• Length: 100 Pages
• Weight: 0.31 lbs.
• Dimensions: 0.2" x 5.8" x 8.3"