Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia
| dc.contributor.author | Talero Sarmiento, Leonardo Hernán | |
| dc.contributor.author | Lamos Díaz, Henry | |
| dc.contributor.author | Garavito Hernández, Edwin Alberto | |
| dc.date.accessioned | 2019-05-10T20:05:41Z | |
| dc.date.available | 2019-05-10T20:05:41Z | |
| dc.date.issued | 2019-02-07 | |
| dc.identifier.citation | Talero Sarmiento, L. H., Lamos Díaz, H. & Garavito Hernández, E. A. (2019). Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia. Apuntes del CENES, 38(67), 35-62. DOI: https://doi.org/10.19053/01203053.v38.n67.2019.8040. http://repositorio.uptc.edu.co/handle/001/2576 | spa |
| dc.identifier.issn | Electrónico 2256-5779 | |
| dc.identifier.issn | 0120-3053 | spa |
| dc.identifier.uri | http://repositorio.uptc.edu.co/handle/001/2576 | |
| dc.description | 1 recurso en línea (páginas 35-62). | spa |
| dc.description.abstract | Na Colômbia, existem centros de coleta tradicionais, onde os produtos agrícolas são comercializados e distribuídos, o preço de venda desses produtos é publicado por instituições governamentais em relatórios semanais. Para determinar se as séries de preços seguem um passeio aleatório e se existem relações entre os centros, são aplicados seis testes que avaliam a hipótese de eficiência fraca e o teste de causalidade de Granger. Para tanto, é analizado o preço semanal histórico de vinte e oito produtos agrícolas comercializados em seis mercados, durante a primeira semana de 2013 até a última semana de 2017. Os principais resultados indicam que os mercados tendem para a eficiência, embora não tenham o mesmo nível porquanto a eficiência varia de acordo com o produto que é comercializado. Além disso, os centros de Manizales, Barranquilla e Villavicencio influenciam os preços dos mercados de Bogotá, Bucaramanga e Medellín. | por |
| dc.description.abstract | In Colombia, there are traditional food supply centers to trade agricultural products. Government institutions publish sale prices of these products in weekly reports. In order to determine the random characteristics of these price series and if there are relationships between the centers, we use a battery of six different tests to examine the weak form of efficient market hypothesis and the Granger causality test. For this, this work collected the historical weekly price of 28 agricultural products, taking into account six markets, during the first week of 2013 to the last week of 2017. The main results indicate that markets tend towards efficiency, however, the efficiency depends on the product traded. In addition, the centers in Manizales, Barranquilla and Villavicencio influence the prices of the Bogotá, Bucaramanga and Medellín markets. | eng |
| dc.description.abstract | En Colombia existen centros tradicionales de acopio donde se comercializan y distribuyen productos agrícolas. El precio de venta de estos productos es publicado por instituciones del Gobierno en informes semanales. Con el objetivo de determinar si las series de precios siguen una caminata aleatoria y si existen relaciones entre los centros, se aplican seis pruebas que evalúan la hipótesis de eficiencia débil y la prueba de causalidad de Granger. Para ello se analiza el precio histórico semanal de 28 productos agrícolas comercializados en seis mercados, durante la primera semana de 2013 a la última de 2017. Los principales resultados indican que los mercados tienden a la eficiencia, aunque no tienen el mismo nivel, ya que esta varía según el producto que se comercialice. Además, los centros en Manizales, Barranquilla y Villavicencio influyen sobre los precios de los mercados de Bogotá, Bucaramanga y Medellín. | spa |
| dc.format.mimetype | application/pdf | spa |
| dc.language.iso | spa | spa |
| dc.publisher | Universidad Pedagógica y Tecnológica de Colombia | spa |
| dc.rights | Copyright (c) 2019 Universidad Pedagógica y Tecnológica de Colombia | spa |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | spa |
| dc.source | https://revistas.uptc.edu.co/index.php/cenes/article/view/8040/7610 | spa |
| dc.title | Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia | spa |
| dc.title.alternative | Testing the weak form of efficient market hypothesis and causality analysis in Colombian food supply centers | eng |
| dc.title.alternative | Avaliação da hipótese da eficiência fraca do mercado e análise de causalidade em centros de abastecimento de comida da Colômbia | eng |
| dc.type | Artículo de revista | spa |
| dc.description.notes | Bibliografía y webgrafía: páginas 59-62. | spa |
| dc.description.notes | Código de Clasificación de Journal of Economic Literature (JEL) :C12, D4, D40, G14, Q13. | spa |
| dc.rights.accessrights | info:eu-repo/semantics/openAccess | spa |
| dc.type.coar | http://purl.org/coar/resource_type/c_6501 | spa |
| dc.type.driver | info:eu-repo/semantics/article | spa |
| dc.type.version | info:eu-repo/semantics/publishedVersion | spa |
| dc.identifier.doi | 10.19053/01203053.v38.n67.2019.8040 | |
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| dc.rights.creativecommons | Atribución-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0) | spa |
| dc.subject.armarc | Centros de acopio - Investigaciones | |
| dc.subject.armarc | Mercadeo de productos agrícolas | |
| dc.subject.armarc | Producción agropecuaria - Aspectos económicos - Colombia | |
| dc.subject.armarc | Indicadores económicos | |
| dc.subject.armarc | Precios agrícolas | |
| dc.subject.armarc | Agricultura - Aspectos económicos | |
| dc.subject.proposal | Prueba de hipótesis | spa |
| dc.subject.proposal | Causalidad de Granger | spa |
| dc.subject.proposal | Microeconomía | spa |
| dc.subject.proposal | Precios agrícolas | spa |
| dc.relation.ispartofjournal | Apuntes del CENES;Volumen 38, número 67 (Enero-Junio 2019) | spa |
| dc.type.content | Text | spa |
| dc.type.redcol | https://purl.org/redcol/resource_type/ART | spa |
| dc.type.coarversion | http://purl.org/coar/version/c_970fb48d4fbd8a85 | spa |
| dc.rights.coar | http://purl.org/coar/access_right/c_abf2 | spa |
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