Choques externos y fluctuaciones macroeconómicas, alguna evidencia para la economía argentina
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choques externos y domésticos, fluctuaciones macroeconómicas, propuestas de SVARResumen
Este trabajo investiga las fuentes de las fluctuaciones macroeconómicas empleando una propuesta de modelo de vectores autoregresivos estructural (SVAR) y datos trimestrales de la economía argentina que abarcan el periodo 1980:1-2008:2. A tal efecto, se imponen restricciones de largo plazo al modelo de SVAR y se identifican cuatro choques estructurales: precios externos, oferta agregada, demanda agregada y precios nominales. Los resultados muestran que los choques de precios externos tienen un efecto positivo sobre el PIB real manufacturero y que la principal fuente de las fluctuaciones en el producto obedece a los choques de oferta agregada. A su vez, los choques de demanda agregada serían menos importantes que otros para explicar las fluctuaciones en el tipo de cambio real multilateral.
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Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-SinDerivadas 4.0.
