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Determinantes del precio del Bitcoin. Un análisis econométrico utilizando modelos VAR

Author

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  • Donato, Santiago Andrés

Abstract

Esta investigación tiene como objetivo analizar los determinantes del comportamiento del precio del Bitcoin mediante la aplicación de un modelo VAR que incluye variables macroeconómicas y del mercado del Bitcoin. A través de este análisis, se busca identificar y evaluar la importancia relativa de cada uno de estos factores en la evolución del precio del Bitcoin, y examinar cómo se interrelacionan estos componentes en el contexto del mercado de las criptomonedas. Los resultados obtenidos sugieren que existen relaciones causales significativas entre el precio del Bitcoin y algunas variables macroeconómicas y del mercado del Bitcoin. Además, las relaciones encontradas apoyan parcialmente algunas de las hipótesis planteadas, lo que sugiere que el precio del Bitcoin está influenciado por factores tanto internos como externos al mercado de las criptomonedas.

Suggested Citation

  • Donato, Santiago Andrés, 2023. "Determinantes del precio del Bitcoin. Un análisis econométrico utilizando modelos VAR," Nülan. Deposited Documents 4262, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    • Handle: RePEc:nmp:nuland:4262
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