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Reglas de fijación de precios de los productores colombianos : evidencia a partir de los modelos de duración con microdatos del índice de precios del productor

In: Formación de precios y salarios en Colombia T.1

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  • Zárate-Solano, Hector Manuel

Abstract

Se estudia la habilidad de las reglas de precios dependientes del tiempo y del estado para explicar la probabilidad que las firmas Colombianas cambien los precios. Se utilizan los precios recolectados por el Banco de la República en el cálculo del Índice de Precios del Productor durante el período de junio de 1990 a diciembre de 2006. El análisis se basa en la metodología semiparamétrica de la función hazard constante por tramos, para verificar por la dependencia del tiempo, y en los modelos de duración de riesgos en competencia, que distingue entre incrementos y disminuciones de precios, para probar por la dependencia del estado.

Suggested Citation

  • Zárate-Solano, Hector Manuel, 2011. "Reglas de fijación de precios de los productores colombianos : evidencia a partir de los modelos de duración con microdatos del índice de precios del productor," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 6, pages 191-213, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:bdrcap:2011a-04-191-213
    DOI: 10.32468/Ebook.664-244-6
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    References listed on IDEAS

    as
    1. Juan Manuel Julio & Héctor Manuel Zárate, 2008. "The Price Setting Behavior in Colombia: Evidence from PPI Micro Data," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 12-44, June.
    2. Taylor, John B, 1980. "Aggregate Dynamics and Staggered Contracts," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 1-23, February.
    3. Daniel Dias, 2005. "Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data," Working Papers w200508, Banco de Portugal, Economics and Research Department.
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    More about this item

    Keywords

    Fijación de precios; Inflación acumulada; Metodología; Macroeconomía; Colombia; Price fixing; Cumulative inflation; Methodology; Macroeconomic; Colombia;
    All these keywords.

    JEL classification:

    • R32 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Other Spatial Production and Pricing Analysis
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • L16 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure

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