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Pruebas de cointegracion de paridad de poder de compra

Author

Listed:
  • Frederick H. Wallace

    (Universidad de Quintana Roo)

  • Rene Lozano Cortes

    (Universidad de Quintana Roo)

  • Luis Fernando Cabrera Castellanos

    (Universidad de Quintana Roo)

Abstract

Se utilizan tres pruebas de una ecuacion de cointegracion, bien conocidas, para probar la paridad del poder de compra (PPC) en los datos actualizados de Taylor (2002). Los resultados son un poco diferentes en los tres metodos. El procedimiento de dos pasos de Engle y Granger muestra fuerte apoyo en favor de PPC, mientras la evidencia favorable es mas debil en los modelos de correccion de errores y de rezagos distribuidos autorregresivos.

Suggested Citation

  • Frederick H. Wallace & Rene Lozano Cortes & Luis Fernando Cabrera Castellanos, 2008. "Pruebas de cointegracion de paridad de poder de compra," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 4(2), pages 7-25, Enero-Jun.
    • Handle: RePEc:qua:journl:v:4:y:2008:i:2:p:7-25
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    Citations

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    Cited by:

    1. Frederick Wallace, 2013. "Cointegration tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(4), pages 779-802, December.
    2. Pedro Isaac Chávez López, 2014. "Paridad de poder de compra, cambios estructurales y memoria larga: una aplicación para el caso de México," Graduate theses (Spanish) TESG001, CIDE, División de Economía.

    More about this item

    Keywords

    Cointegracion; paridad de poder de compra.;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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