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dc.contributor.authorCerquera Losada, Oscar Hernán-
dc.contributor.authorMurcia Arias, Juan Pablo-
dc.contributor.authorConde Guzmán, Jonás-
dc.date.accessioned2019-01-31T15:43:10Z-
dc.date.available2019-01-31T15:43:10Z-
dc.date.issued2018-07-01-
dc.identifier.citationCerquera Losada, O. H., Murcia Arias, J. P. & Conde Guzmán, J. (2018). Relationship between the consumer price index and the producer price index for six south american countries. Apuntes del CENES, 37(66), 39-74. DOI: https://doi.org/10.19053/01203053.v37.n66.2019.6601. http://repositorio.uptc.edu.co/handle/001/2359spa
dc.identifier.issn2256-5779-
dc.identifier.urihttp://repositorio.uptc.edu.co/handle/001/2359-
dc.description1 recurso en línea (páginas 39-74).spa
dc.description.abstractEste trabajo analiza la relación entre el índice de precios al consumidor y el índice de precios al productor para seis países de Suramérica: Brasil, Colombia, Ecuador, Perú, Paraguay y Uruguay. Para determinar esta relación se estimaron modelos de vectores autorregresivos y modelos de vectores de corrección de error. Además se hizo el análisis de impulso respuesta, y se desarrolló la prueba de causalidad de Toda y Yamamoto. La periodicidad de los datos es anual, y el periodo de tiempo varía para cada país, debido a la disponibilidad de la información. De acuerdo con las características de las variables, se estimaron tres modelos VAR y tres modelos VEC. A pesar de esto, se observa que ambos indicadores muestran sensibilidad a los shocks repentinos, tanto en sí mismos como en la otra variable, efecto que varía según las características de cada país. En Brasil, Colombia, Ecuador y Uruguay no se presenta causalidad entre las dos variables, caso contrario al de Perú y Paraguay.spa
dc.format.mimetypeapplication/pdfspa
dc.language.isoengspa
dc.publisherUniversidad Pedagógica y Tecnológica de Colombiaspa
dc.relation.ispartofseriesApuntes del CENES;Volumen 37, número 66 (Julio-Diciembre 2018)-
dc.rightsCopyright (c) 2018 Universidad Pedagógica y Tecnológica de Colombiaspa
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/spa
dc.sourcehttps://revistas.uptc.edu.co/index.php/cenes/article/view/6601/7252spa
dc.titleRelationship between the consumer price index and the producer price index for six south american countriesspa
dc.title.alternativeRelação entre o índice de preços ao consumidor e índice de preços ao produtor por seis países sul-americanosspa
dc.typeArtículo de revistaspa
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dc.description.notesBibliografía y webgrafía: páginas 67-68.spa
dc.description.notesArtículo de investigaciónspa
dc.description.notesCódigo de clasificación de Journal of Economic Literature (JEL): B23, C01, C3, C52, E31.spa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.type.dcmi-type-vocabularyTextspa
dc.type.driverinfo:eu-repo/semantics/articlespa
dc.type.versioninfo:eu-repo/semantics/publishedVersionspa
dc.description.abstractenglishThis paper analyzes the relationship between the consumer price index and the producer price index for six countries in South America: Brazil, Colombia, Ecuador, Peru, Paraguay and Uruguay. To determine this relationship autoregressive vector models and error correction vector models were estimated. In addition, the impulse response analysis was performed, and the Toda and Yamamoto causality test was applied. The data’s periodicity is annual, and the period of time varies for each country, due to the availability of information. According to the characteristics of the variables, three VAR models and three VEC models were estimated. Despite this, it is observed that both indicators show sensitivity to sudden shocks both in themselves as in the other variable, effect that varies according to the characteristics of each country. In Brazil, Colombia, Ecuador and Uruguay, there is no causality between the two variables, contrary to Peru and Paraguay.spa
dc.description.abstractportuguesEste artigo analisa a relação entre o índice de preços índice de preços ao consumidor e produtor por seis países da América do Sul, Brasil, Colômbia, Equador, Peru, Paraguai e Uruguai. Para determinar esse vetor relacionamento modelos Autorregressivos e modelos vetores de correção de erros foram estimados. Além disso, a análise de resposta de impulso foi realizado, e teste de causalidade Toda e Yamamoto desenvolvido. A periodicidade dos dados é anual, e o período de tempo varia para cada país, devido à disponibilidade das informações. De acordo com as características das variáveis, foram estimados três modelos VAR e três modelos VEC. Apesar disso, observa-se que ambos os indicadores apresentam sensibilidade a choques repentinos tanto em si quanto na outra variável, efeito que varia de acordo com as características de cada país. No Brasil, Colômbia, Equador e Uruguai não há causalidade entre as duas variáveis, ao contrário do Peru e do Paraguai.spa
dc.identifier.doihttps://doi.org/10.19053/01203053.v37.n66.2019.6601-
dc.rights.creativecommonsAtribución-NoComercialspa
dc.subject.armarcIndice de precios-
dc.subject.armarcNúmeros índices (Economía)-
dc.subject.armarcAnálisis de regresión-
dc.subject.armarcAnálisis de covarianza-
dc.subject.proposalModelo de vectores autorregresivosspa
dc.subject.proposalModelo de vectores de corrección de errorspa
dc.subject.proposalRaíz unitariaspa
dc.subject.proposalCointegraciónspa
dc.subject.proposalCausalidadspa
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