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Estudio del fenómeno de inflación importada vía precios del petróleo y su aplicación al caso colombiano mediante el uso de modelos VAR para el periodo 2000-2009

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  • Heivar Yesid Rodríguez Pinzón

Abstract

El objetivo de este trabajo es estudiar si la variable precios del petróleo está alimentando el fenómeno de inflación importada en Colombia para el periodo comprendido entre enero del 2000 y julio del 2009. La estrategia de estimación es el modelo VAR (vectores autorregresivos), teniendo en cuenta los precios del petróleo WTI y el IPC (Índice de Precios al consumidor). Con este modelo se encontró evidencia sobre que Colombia puede estar en un escenario de inflación importada, evidenciando que el proceso inflacionario no es un proceso endógeno sino que está siendo influenciado por variables externas.

Suggested Citation

  • Heivar Yesid Rodríguez Pinzón, 2011. "Estudio del fenómeno de inflación importada vía precios del petróleo y su aplicación al caso colombiano mediante el uso de modelos VAR para el periodo 2000-2009," Estudios Gerenciales, Universidad Icesi, December.
    • Handle: RePEc:col:000129:011260
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    File URL: http://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/1120
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    More about this item

    Keywords

    Inflación; inflación importada; modelos VAR; precios del petróleo; Colombia.;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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