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Cuenta Corriente Yrestriccion Presupuestaria Intertemporal: Un Contraste De La Viabilidaddel Financieamientoexterno

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Author Info
JUAN CARLOS VARGASBERDUGO ()
Abstract

Este artículo propone una especificación econométrica para contrastar la viabilidad del financiamiento externo, derivada del enfoque intertemporal de la cuenta corriente y del análisis de series de tiempo no estacionarias. Específicamente, discute una estrategia que permite superar la eventual inconsistencia del análisis de cointegración entre procesos I(1) en presencia de multicointegración. La metodología propuesta supera trabajos precedentes (Leachman y Francis, 2000) en tanto relaja el supuesto de estacionariedad del balance comercial e incorpora la dinámica los activos externos netos a la discusión de la validez empírica de la restricción presupuestaria intertemporal.

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File URL: http://www.banrep.gov.co/docum/ensayos/pdf/espe_045-2.pdf
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Article provided by BANCO DE LA REPÚBLICA - ESPE in its journal ENSAYOS SOBRE POLÍTICA ECONÓMICA.

Volume (Year): (2004)
Issue (Month): ()
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Handle: RePEc:col:000107:002246

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This page was last updated on 2008-8-7.


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