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La demanda de importaciones españolas. Un enfoque VECM desagregado

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  • Martínez, J. Manuel

Abstract

En este trabajo se desarrolla un enfoque de modelización desagregado para las importaciones españolas a partir de modelos VECM. La utilización de datos trimestrales permite entrar en mayor detalle en la dinámica de corto plazo. Se distinguen cuatro tipos de importaciones no energéticas: bienes de equipo, intermedios, de consumo alimenticios y no alimenticios respectivamente. Para cada una de estas categorías así como para el agregado se han construido modelos VAR independientes. Los resultados obtenidos muestran respuestas significativamente distintas a corto y largo plazo ante variaciones de los precios y de las variables de nivel para cada uno de los componentes considerados. El ingreso de España en la CE tuvo también consecuencias distintas en cada caso. La desagregación propuesta permite un análisis más completo de la evolución de las importaciones y una mejora en la predicción del agregado.

Suggested Citation

  • Martínez, J. Manuel, 1998. "La demanda de importaciones españolas. Un enfoque VECM desagregado," DES - Documentos de Trabajo. Estadística y Econometría. DS 3662, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:dsrepe:3662
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