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dc.contributor.authorTalero Sarmiento, Leonardo Hernán-
dc.contributor.authorLamos Díaz, Henry-
dc.contributor.authorGaravito Hernández, Edwin Alberto-
dc.date.accessioned2019-05-10T20:05:41Z-
dc.date.available2019-05-10T20:05:41Z-
dc.date.issued2019-
dc.identifier.citationTalero 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/001/2576spa
dc.identifier.issn2256-5779-
dc.identifier.urihttp://repositorio.uptc.edu.co/handle/001/2576-
dc.description1 recurso en línea (páginas 35-62).spa
dc.description.abstractEn 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
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dc.language.isospaspa
dc.publisherUniversidad Pedagógica y Tecnológica de Colombiaspa
dc.relation.ispartofseriesApuntes del CENES;Volumen 38, número 67 (Enero-Junio 2019)-
dc.rightsCopyright (c) 2019 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/8040/7610spa
dc.titleEvaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombiaspa
dc.title.alternativeTesting the weak form of efficient market hypothesis and causality analysis in Colombian food supply centersspa
dc.title.alternativeAvaliação da hipótese da eficiência fraca do mercado e análise de causalidade em centros de abastecimento de comida da Colômbiaspa
dc.typeArtículo de revistaspa
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dc.description.notesBibliografía y webgrafía: páginas 59-62.spa
dc.description.notesCódigo de Clasificación de Journal of Economic Literature (JEL) :C12, D4, D40, G14, Q13.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.abstractenglishIn 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.spa
dc.description.abstractportuguesNa 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.spa
dc.identifier.doihttps://doi.org/10.19053/01203053.v38.n67.2019.8040-
dc.rights.creativecommonsAtribución-NoComercialspa
dc.subject.armarcCentros de acopio - Investigaciones-
dc.subject.armarcMercadeo de productos agrícolas-
dc.subject.armarcProducción agropecuaria - Aspectos económicos - Colombia-
dc.subject.armarcIndicadores económicos-
dc.subject.armarcPrecios agrícolas-
dc.subject.armarcAgricultura - Aspectos económicos-
dc.subject.proposalPrueba de hipótesisspa
dc.subject.proposalCausalidad de Grangerspa
dc.subject.proposalMercados agrícolasspa
dc.subject.proposalMicroeconomíaspa
dc.subject.proposalPrecios agrícolasspa
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