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Los costos de la desinflación en Colombia según el modelo Buiter-Miller

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Author Info
Jaime Sarmiento Espinel ()
Alejandro Ramírez Vigoya ()
Abstract

En este artículo analizamos los costos del proceso desinflacionario colombiano entre 1998 y 2003, utilizamos un modelo VAR estructural con restricciones de corto y largo plazo basado en el modelo Buiter-Miller (1982), el cual analiza los efectos de una desaceleración del crecimiento monetario sobre la tasa de interés real, la tasa de cambio real, la producción y los precios. Por medio de la contabilidad de innovaciones concluimos que los choques de la tasa de interés real y del crecimiento de la base monetaria fueron los principales causantes de la desinflación.

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File URL: http://www.fce.unal.edu.co/cuadernos/43/Docs/articulos/6%20Sarmiento%20y%20Ramirez.pdf
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Article provided by UNIVERSIDAD NACIONAL DE COLOMBIA - RCE in its journal Revista Cuadernos de Economía.

Volume (Year): (2005)
Issue (Month): ()
Pages:
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Handle: RePEc:col:000093:004434

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This page was last updated on 2009-10-20.


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