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Modelos de rezagos distribuidos para las series colombianas de precios

Author

Listed:
  • Ismael Rodríguez
  • Hugo Oliveros

Abstract

El presente trabajo ha sido motivado en parte por los resultados alcanzados por herrera en "Tipo de cambio, precios y salarios: la experiencia colombiana con las minidevaluaciones" (1984) y por los adelantos alcanzados en la construcción de modelos de rezagos distribuidos presentados en un reciente artículo por Schwert "Test of Causality: The message en the Innovations" (1983).La evidencia de independencia estadística entre las series de Indice de Precios al por Mayor según origen Industrial, IPMI, y un indicador de la Tasa de Cambio en términos nominales, TC, para el período comprendido entre 1970 y 1983, en caso de Herrera, parece contradecir algunos postulados de la teoría económica, los cuales son ampliamente discutidos en su documento y serán retomados parcialmente en éste.

Suggested Citation

  • Ismael Rodríguez & Hugo Oliveros, 1985. "Modelos de rezagos distribuidos para las series colombianas de precios," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 4(7), pages 91-101, June.
  • Handle: RePEc:col:000107:007642
    DOI: 10.32468/Espe.704
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    Keywords

    TASAS DE CAMBIO; PRECIOS;

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