Examinando por Materia "Cointegración"
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Ítem Cointegración y Paridad Descubierta de Intereses en la Economía Colombiana 2000 - 2005(Universidad EAFIT, 2007) Ramírez Hassan, Andrés; Universidad EAFIT, Escuela de Economía y Finanzas, Departamento de Economía, Medellín, Colombia.; Escuela de Economía y Finanzas; Economía; Estudios en Economía y EmpresaÍtem Cointegración y Paridad Descubierta de Intereses en la Economía Colombiana 2000 - 2005(Universidad EAFIT, 2007) Ramírez Hassan, Andrés; Universidad EAFITÍtem La conexión entre la tasa de cambio y la inflación en América Latina : un análisis desde la perspectiva de la paridad de poder de compra(Universidad EAFIT, 2023) Arrieta Álvarez, Carolina; Torres García, AlejandroPublicación Correlación entre las tarifas de energía eléctrica en Colombia y factores económicos como el IPC, IPP y relación entre el consumo de electricidad y el crecimiento económico (2016 – 2023)(Universidad EAFIT, 2025) Rojas Valderrama, Robinson; García Rendón, John JairoThis paper analyzes the correlation between electricity tariffs in Colombia and key economic factors such as the Consumer Price Index (CPI), the Producer Price Index (PPI) and economic growth measured through the Gross Domestic Product (GDP) during the period 2016-2023. The research is based on a quantitative approach employing time series analysis techniques, including stationarity tests, cointegration and error correction (VEC) models, in order to identify patterns of relationship and causality between the variables. The results show that there is a significant relationship between the unit cost of electricity and the price indexes, evidencing a direct impact of inflation on electricity tariffs. It is observed that the behavior of tariffs is mainly influenced by the dynamics of the PPI and CPI, which generates a feedback effect in the Colombian economy, affecting both households and the productive sector. Likewise, a positive correlation between GDP growth and energy consumption was identified, highlighting that the increase in economic activity drives energy demand, which in turn impacts prices.Ítem Determinantes de la Tasa de Cambio Nominal: Verificación Empírica del Modelo de Precios Rígidos en la Economía Colombiana, 1995:I–2006:I(Universidad EAFIT, 2007-10-15) Franco González, Humberto; Gómez Cifuentes, Alfonso de Jesús; Ramírez Hassan, AndrésFirst at all, this paper shows the relevant characteristics of different models that are been created throughout the history in order to explain the nominal exchange rate’s behavior. Second, it is done an econometric exercise of the sticky–price nominal exchange rate model on the Colombian economic, through the cointegration technique. From the empirical exercise is found that the relevant variables implied in the sticky–price nominal exchange rate model form a stable long term relationship and the estimated elasticities’ sing confirm the model.Ítem Elasticidad de la demanda por medicamentos en el mercado farmacéutico privado en Colombia(Universidad EAFIT, 2012-11-15) Vásquez Velásquez, Johanna; Gómez Portilla, Karoll; Castaño Vélez, Elkin; Cadavid Herrera, José Vicente; Ramírez Hassan, AndrésThis investigation estimated the elasticity of the intramolecular demand between generics and brand name in pharmaceutical private market in Colombia for three pathologies: Essential Hypertension, Diabetes and hyperlipidemia, from dynamic specification of the AIDS model based on cointegration techniques. The intramolecular price elasticity estimated shows that both generic and brand name drug are inelastic and does not respond to price changes, they are luxury goods from expenditure elasticity results and seems to exist intramolecular substitutability because of the coefficient sign in cross-price elasticity.Ítem Inestabilidad institucional, evidencia para Colombia: la violencia y el crecimiento económico en el periodo 1950-2010.(2012-10-15) Hurtado Rendón, Álvaro Arturo; Alfredo Molina, LuisThe uncertainty in periods of institutional instability, reflected in violence, can destroy the endowments of physical and human capital in the economy and, discourage investment. The paper analyses the long-run impact of the violence on the Colombia’s economic growth, using annual time series data from 1950 to 2010. The negative relationship between violence, as measured by homicide rate, and economic growth is supported econometrically. The findings have a strong implication on educational and security policies in Colombia. The results suggest that it must make a concerted effort to improve institutional investment in education and safety in order to accelerate growth.Ítem Mexico’s Finance-Growth Nexus with Trade Openness, FDI and Portfolio Investment: Evidence from VECM Cointegration Analysis(Universidad EAFIT, 2020-02-28) Fukuda, Takashi; Independent researcher