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Choques macroeconómicos y los precios de los activos. El caso de las propiedades urbanas en Argentina

Author

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  • Luis N. Lanteri

    (Universidad Nacional de Rosario, Argentina)

Abstract

La reciente crisis financiera internacional destacó el papel que desempeñan los precios de los activos en las fluctuaciones macroeconómicas. Este trabajo analiza los efectos de los choques externos y domésticos en el precio de las propiedades urbanas de la economía argentina. Se emplean modelos FAVAR y SVAR (con restricciones de corto plazo) y datos trimestrales que cubren el período 1993-2012. Los resultados del trabajo muestran que las mejoras en las condiciones externas y en los términos del intercambio tendrían un efecto estimulante en la economía y en particular en los precios de las propiedades. Se observa también el papel de otros choques macroeconómicos (crecimiento, deflactor del PIB, tasas de interés, y tipo de cambio real) para explicar la variabilidad en los precios de estos activos.

Suggested Citation

  • Luis N. Lanteri, 2014. "Choques macroeconómicos y los precios de los activos. El caso de las propiedades urbanas en Argentina," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 20(1), pages 41-74, June.
    • Handle: RePEc:blv:journl:v:20:y:2014:i:1:p:41-74
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    More about this item

    Keywords

    Crisis financiera internacional; precio de las propiedades urbanas; choques externos y domésticos; modelos FAVAR y SVAR con restricciones de corto plazo; Argentina;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
    • F00 - International Economics - - General - - - General
    • F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance

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