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Pruebas de cointegracion de paridad de poder de compra

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Author Info

  • Frederick H. Wallace
  • Rene Lozano Cortes
  • 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.

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File URL: http://econoquantum.cucea.udg.mx/volumen_4_num_2/vol_4_no_2_art_1.pdf
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Bibliographic Info

Article provided by Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia. in its journal EconoQuantum, Revista de Economia y Negocios.

Volume (Year): 4 (2008)
Issue (Month): 2 (Enero-Junio)
Pages: 7-25

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Handle: RePEc:qua:journl:v:4:y:2008:i:2:p:7-25

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Related research

Keywords: Cointegracion; paridad de poder de compra;

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Cited by:
  1. Frederick Wallace, 2013. "Cointegration tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 149(4), pages 779-802, December.

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