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Fuentes de variabilidad en las principales economías occidentales

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Author Info
Pedro José Pérez Vázquez () (Universitat de València)

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Abstract

En este trabajo se analiza la importancia relativa de los shocks de demanda y de oferta en los países del G7 más España y Suiza, mediante la técnica de los modelos VAR estructurales. Al encontrarse una relación de cointegración entre PIB e in.ación, se estima un modelo VECM para cada país, reduciéndose de esta forma el número de restricciones necesarias para identi.car las perturbaciones. Los resultados obtenidos señalan un importante papel de los shocks de oferta en la variabilidad del PIB, incluso en el corto plazo. Al ampliar el sistema con una magnitud monetaria los resultados son fundamentalmente similares. (Copyright: Fundación SEPI)

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File URL: ftp://ftp.funep.es/InvEcon/paperArchive/Sep2003/v27i3a5.pdf
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Publisher Info
Article provided by Fundación SEPI in its journal Investigaciones Economicas.

Volume (Year): 27 (2003)
Issue (Month): 3 (September)
Pages: 565-591
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Handle: RePEc:iec:inveco:v:27:y:2003:i:3:p:565-591

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Postal: Investigaciones Economicas Fundación SEPI Quintana, 2 (planta 3) 28008 Madrid Spain
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Related research
Keywords: VECM; perturbaciones de demanda versus perturbaciones de oferta.;

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

References listed on IDEAS
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