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A long run consumption model for Venezuela

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Author Info

  • Josefa Ramoni Perazzi

    (Universidad de Los Andes, Facultad de Ciencias Económicas y Sociales, Departamento de Economía)

  • Giampaolo Orlandoni Merli

    (Universidad de Los Andes, Facultad de Ciencias Económicas y Sociales, Instituto de Estadística Aplicada y Computación)

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    Abstract

    A fin de probar la existencia, en el caso venezolano, de relaciones de equilibrio en el largo plazo entre el consumo y la renta, dando cabida a la riqueza, el índice de precios y la tasa de interés, como elemento distractor de recursos destinados al consumo, se lleva a cabo un análisis de cointegración a través de la aplicación de la metodología de Engle-Granger. Los resultados obtenidos permiten además corroborar la existencia de una diferencia entre la propensión marginal a consumir de corto y largo plazo, tal como lo sugiere la hipótesis del ingreso permanente. E21

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    Bibliographic Info

    Article provided by Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela in its journal Economia.

    Volume (Year): 24 (1999)
    Issue (Month): 15 (January-December)
    Pages: 127-138

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    Handle: RePEc:ula:econom:v:24:y:1999:i:15:p:127-138

    Contact details of provider:
    Postal: Facultad de Ciencias Económicas y Sociales. Instituto de Investigaciones Económicas y Sociales. Campus Universitario Liria, Edificio G, Tercer Nivel. Mérida 5101, Estado Mérida, Venezuela
    Phone: +58 74 401111 ext. 1081
    Fax: +58 74 401120
    Email:
    Web page: http://iies.faces.ula.ve/
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    Related research

    Keywords: Demanda de consumo; renta; ingreso.;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    2. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    3. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    4. Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-12, August.
    5. Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, vol. 55(5), pages 1035-56, September.
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