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Verificación empírica del modelo de precios rígidos en la economía colombiana, 1995:I-2006:I

Author

Listed:
  • Humberto Franco González
  • Alfonso de Jesús Gómez Cifuentes
  • Andrés Ramírez Hassan

Abstract

ResumenEn este artículo se contrasta empíricamente la validez del enfoque monetario de precios rígidos para la determinación de la tasa de cambio en la economía colombiana para el período 1995-2006 a través de la técnica econométrica de cointegración. Se encuentra que las variables relevantes en el modelo forman una relación estable de largo plazo, y que los signos de las elasticidades estimadas son conformes a lo planteado por la teoría.

Suggested Citation

  • Humberto Franco González & Alfonso de Jesús Gómez Cifuentes & Andrés Ramírez Hassan, 2007. "Verificación empírica del modelo de precios rígidos en la economía colombiana, 1995:I-2006:I," Revista Ecos de Economía, Universidad EAFIT, March.
  • Handle: RePEc:col:000442:010539
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    File URL: http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/723/643
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    More about this item

    Keywords

    Tasa de Cambio Nominal; Modelo de Precios Rígidos; Cointegración.;
    All these keywords.

    JEL classification:

    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • 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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