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Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005

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Author Info
Álvaro Chaves Castro. ()
Abstract

En este artículo se explora la relación de equilibrio de largo plazo entre producción industrial e importación de bienes de capital y de materias primas en Colombia entre enero de 1993 y abril de 2005. Esta relación se determina mediante un modelo de cointegración estacional; con el modelo resultante se hacen ejercicios de impulso respuesta para simular la trayectoria de las variables cuando son afectadas por choques exógenos.

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File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/43/v24n43_chaves_2005.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:000093:005830

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This page was last updated on 2009-12-15.

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