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Ciclo económico y efecto inflacionario de la depreciación de la moneda

Author

Listed:
  • Andrés González

    ()

  • Omar Mendoza

    ()

  • Hernán Rincón

    ()

  • Norberto Rodríguez

    ()

Abstract

Este documento evalúa el grado de transmisión de corto y largo plazo sobre la inflación de los bienes importados de un choque a la depreciación del peso colombiano cuando se controla por el ciclo económico. Encontramos que la transmisión es mayor cuando la perturbación ocurre en un período de auge que de recesión económica.

Suggested Citation

  • Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010. "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia 611, Banco de la Republica de Colombia.
  • Handle: RePEc:bdr:borrec:611
    as

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    File URL: http://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5628/be_611.pdf?sequence=1&isAllowed=y
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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," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 12-44, Junio.
    2. Peter Rowland, 2003. "Exchange Rate Pass-Through To Domestic Prices: The Case Of Colombia," BORRADORES DE ECONOMIA 002683, BANCO DE LA REPÚBLICA.
    3. Dornbusch, Rudiger, 1987. "Exchange Rates and Prices," American Economic Review, American Economic Association, vol. 77(1), pages 93-106, March.
    4. Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange Rate Pass-Through Effects:A Disaggregate Analysis Of Colombianimports Of Manufactured Goods," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 25(54), pages 90-121, June.
    5. Ilan Goldfajn & Sérgio Ribeiro da Costa Werlang, 2000. "The Pass-through from Depreciation to Inflation: A Panel Study," Working Papers Series 5, Central Bank of Brazil, Research Department.
    6. Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange Rate Pass-Through Effects:A Disaggregate Analysis Of Colombianimports Of Manufactured Goods," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 25(54), pages 90-121, June.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Ciclo económico; transmisión de devaluación sobre la inflación; modelo lineal VAR (VAR-lineal); modelo VAR-no lineal de transición suave logística (LSTVAR) Classification JEL:E31; E32; F31; C51; C52;

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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