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Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005

Author

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  • Álvaro Chaves Castro.

Abstract

En este artículo se explora la relación de equilibrio de largo plazo entre producción industrial e importación de bienes de capital y de materias primas en Colombia entre enero de 1993 y abril de 2005. Esta relación se determina mediante un modelo de cointegración estacional; con el modelo resultante se hacen ejercicios de impulso respuesta para simular la trayectoria de las variables cuando son afectadas por choques exógenos.

Suggested Citation

  • Álvaro Chaves Castro., 2005. "Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    • Handle: RePEc:col:000093:005830
    as

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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/43/v24n43_chaves_2005.pdf
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    References listed on IDEAS

    as
    1. Luis Armando Galvis & Maria Modesta Aguilera, 1999. "Determinantes de la demanda por turismo hacia Cartagena, 1987-1998," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 51, pages 47-87, Julio Dic.
    2. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    3. Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler, 2010. "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," The Review of Economics and Statistics, MIT Press, vol. 92(2), pages 378-391, May.
    4. Martha Misas & Enrique López, 2000. "La Utilización De La Capacidad Instalada De La Industria En Colombia: Un Nuevo Enfoque," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 18(38), pages 5-44, December.
    5. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    6. Joseph Beaulieu, J. & Miron, Jeffrey A., 1993. "Seasonal unit roots in aggregate U.S. data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 305-328.
    7. Martha Misas & Rodrigo Suescún, 1993. "Funciones de demanda de dinero y el comportamiento estacional del mercado monetario," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 12(23), pages 55-79, June.
    8. Jesus Otero & Jeremy Smith, 2002. "Seasonal adjustment and cointegration," Borradores de Investigación 3483, Universidad del Rosario.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    cointegración estacional; raíz estacional; industria.;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • 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
    • L60 - Industrial Organization - - Industry Studies: Manufacturing - - - General

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