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Relación entre el precio del petróleo y la gasolina para Colombia

Author

Listed:
  • Óscar Hernán Cerquera Losada
  • Stefany Alejandra Marín Muñoz
  • William Polania Gómez

Abstract

En este artículo se analiza la relación que existe entre el precio del petróleo (medido en dólares por barril) y el precio de la gasolina motor corriente (medida en pesos colombianos por galón) para Colombia entre 2012 y 2016, a partir de la estimación de un modelo vectorial autorregresivo (VAR) y la función impulso-respuesta que caracteriza a cada una de las variables. Se comprueba que para la gasolina y el petróleo en Colombia no hay una relación directa (prueba de causalidad) debido al efecto de las variables exógenas.

Suggested Citation

  • Óscar Hernán Cerquera Losada & Stefany Alejandra Marín Muñoz & William Polania Gómez, 2018. "Relación entre el precio del petróleo y la gasolina para Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(2), pages 373-387, November.
    • Handle: RePEc:col:000443:016930
    as

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    File URL: https://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/1760/2195
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    References listed on IDEAS

    as
    1. Julio César Alonso & Diego Alexánder Martínez Quintero, 2017. "Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(2), pages 249-264, November.
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      More about this item

      Keywords

      causalidad; modelo de vectores autorregresivos; preciode la gasolina; precio del petróleo; raíz unitaria;
      All these keywords.

      JEL classification:

      • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
      • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
      • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
      • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
      • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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