Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Potter, Simon M., 2000.
"Nonlinear impulse response functions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(10), pages 1425-1446, September.
- Simon M. Potter, 1999. "Nonlinear impulse response functions," Staff Reports 65, Federal Reserve Bank of New York.
- Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002.
"Smooth Transition Autoregressive Models — A Survey Of Recent Developments,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
- van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
- Dijk, Dick van & Franses, Philip Hans, 1999.
"Modeling Multiple Regimes in the Business Cycle,"
Macroeconomic Dynamics, Cambridge University Press, vol. 3(3), pages 311-340, September.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ubilava, David & holt, Matt, 2013.
"El Ni~no southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 1-25.
- David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
- Ubilava, David & Holt, Matthew T., 2009. "Nonlinearities in the World Vegetable Oil Price System: El Nino Effects," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49360, Agricultural and Applied Economics Association.
- Chimeli, Ariaster B. & De Souza Filho, Francisco De Assis & Holanda, Marcos Costa & Petterini, Francis Carlo, 2008. "Forecasting the impacts of climate variability: lessons from the rainfed corn market in Ceará, Brazil," Environment and Development Economics, Cambridge University Press, vol. 13(2), pages 201-227, April.
- Berry, Brian J.L. & Okulicz-Kozaryn, Adam, 2008. "Are there ENSO signals in the macroeconomy," Ecological Economics, Elsevier, vol. 64(3), pages 625-633, January.
- Eitrheim, Oyvind & Terasvirta, Timo, 1996.
"Testing the adequacy of smooth transition autoregressive models,"
Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September.
- Eitrheim, Øyvind & Teräsvirta, Timo, 1995. "Testing the Adequacy of Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 56, Stockholm School of Economics.
- Munir A. Jalil B. & Luis Fernando Melo Velandia, 2000. "Una Relación No Lineal Entre Inflación Y Medios De Pago," Borradores de Economia 3725, Banco de la Republica.
- Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
- Hall, Anthony D. & Skalin, Joakim & Teräsvirta, Timo, 1998. "A nonlinear time series model of El Niño," SSE/EFI Working Paper Series in Economics and Finance 263, Stockholm School of Economics.
- Thanarak Laosuthi & David D. Selover, 2007. "Does El Nino Affect Business Cycles," Eastern Economic Journal, Eastern Economic Association, vol. 33(1), pages 21-42, Winter.
- Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Estefanía Mourelle & Juan Carlos Cuestas, 2022. "Investment dynamics in Central and Eastern Europe: Why doesn’t the sun always rise from the east?," Working Papers 2022/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Davinson Stev Abril‐Salcedo & Luis Fernando Melo‐Velandia & Daniel Parra‐Amado, 2020.
"Nonlinear relationship between the weather phenomenon El niño and Colombian food prices,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(4), pages 1059-1086, October.
- Melo-Velandia, Luis Fernando & Parra-Amado, Daniel & Abril-Salcedo, Davinson Stev, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Working papers 23, Red Investigadores de Economía.
- Davinson Stev Abril Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Borradores de Economia 1085, Banco de la Republica de Colombia.
- Darío F. Jiménez & Sergio A. Orrego & Daniel M. Cossio & Felipe A. Vásquez & Roberto D. Ponce, 2017. "Efecto de la variabilidad climática sobre la demanda de agua para uso residencial urbano: el caso de la ciudad de Manizales, Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 79(3), August.
- Luis Fernando Melo‐Velandia & Camilo Andrés Orozco‐Vanegas & Daniel Parra‐Amado, 2022.
"Extreme weather events and high Colombian food prices: A non‐stationary extreme value approach,"
Agricultural Economics, International Association of Agricultural Economists, vol. 53(S1), pages 21-40, November.
- Luis Fernando Melo-Velandia & Camilo Andrés Orozco-Vanegas & Daniel Parra-Amado, 2022. "Extreme weather events and high Colombian food prices: A non-stationary extreme value approach," Borradores de Economia 1189, Banco de la Republica de Colombia.
- Valeria Bejarano-Salcedo & Juan Manuel Julio-Román & Edgar Caicedo-García & Julián Alonso Cárdenas-Cárdenas, 2020. "Entendiendo, Modelando y Pronosticando el Efecto de “El Niño” Sobre los Precios de los Alimentos: El Caso Colombiano," Borradores de Economia 1102, Banco de la Republica de Colombia.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia, 2016.
"Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(80), pages 146-158, June.
- Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia, 2016. "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(80), pages 146-158, June.
- Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015. "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Borradores de Economia 902, Banco de la Republica de Colombia.
- Davinson Stev Abril‐Salcedo & Luis Fernando Melo‐Velandia & Daniel Parra‐Amado, 2020.
"Nonlinear relationship between the weather phenomenon El niño and Colombian food prices,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(4), pages 1059-1086, October.
- Melo-Velandia, Luis Fernando & Parra-Amado, Daniel & Abril-Salcedo, Davinson Stev, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Working papers 23, Red Investigadores de Economía.
- Davinson Stev Abril Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Borradores de Economia 1085, Banco de la Republica de Colombia.
- Ubilava, David, 2017.
"The ENSO Effect and Asymmetries in Wheat Price Dynamics,"
World Development, Elsevier, vol. 96(C), pages 490-502.
- Ubilava, David, 2014. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," Working Papers 2014-06, University of Sydney, School of Economics, revised Apr 2017.
- David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
- David Ubilava, 2018.
"The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
- Ubilava, David, 2016. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," Working Papers 2016-10, University of Sydney, School of Economics.
- Joseph V. Balagtas & Matthew T. Holt, 2009.
"The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
- Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper 9684, University Library of Munich, Germany.
- David Ubilava & Matt Holt, 2013.
"El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
- Ubilava, David & Holt, Matthew T., 2009. "Nonlinearities in the World Vegetable Oil Price System: El Nino Effects," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49360, Agricultural and Applied Economics Association.
- David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
- Hasanov, Mübariz & Araç, Aysen & Telatar, Funda, 2010.
"Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey,"
Economic Modelling, Elsevier, vol. 27(5), pages 1103-1115, September.
- Mubariz Hasanov & Aysen Arac & Funda Telatar, 2012. "Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey," Hacettepe University Department of Economics Working Papers 20123, Hacettepe University, Department of Economics.
- David Ubilava & Matt Holt, 2013.
"El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
- Ubilava, David & holt, Matt, 2013. "El Ni~no southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 1-25.
- Balagtas, Joseph Valdes & Holt, Matthew T., 2006. "Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis," 2006 Annual meeting, July 23-26, Long Beach, CA 21405, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2005.
"Non-linear inflationary dynamics: evidence from the UK,"
Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 51-69, January.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Public Policy Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006.
"Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration,"
Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 203-229.
- G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Post-Print halshs-00256876, HAL.
- Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance 0309003, University Library of Munich, Germany.
- Pablo Mejia-Reyes & Denise Osborn & Marianne Sensier, 2010.
"Modelling real exchange rate effects on output performance in Latin America,"
Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2491-2503.
- P Mejía-Reyes & D R Osborn & M Sensier, 2004. "Modelling Real Exchange Rate Effects on Output Performance in Latin America," Centre for Growth and Business Cycle Research Discussion Paper Series 35, Economics, The University of Manchester.
- Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002.
"Smooth Transition Autoregressive Models — A Survey Of Recent Developments,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
- van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
- van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Smith, Sarah C. & Ubilava, David, 2017. "The El Niño Southern Oscillation and Economic Growth in the Developing World," Working Papers 2017-11, University of Sydney, School of Economics, revised May 2017.
- Zhang, Lingxiang, 2013. "Modeling China's inflation dynamics: An MRSTAR approach," Economic Modelling, Elsevier, vol. 31(C), pages 440-446.
- Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January.
- Andreas Röthig & Carl Chiarella, 2007.
"Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
- Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
- Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
More about this item
Keywords
Fenómenos climáticos; modelos no lineales de transición suave; precios de alimentos.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-10-10 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000094:013648. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Clorith Angelica Bahos Olivera (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.