VAR IPP-IPC Model Simulation

This work analyzed the relationship of the two main Price indicators in the Colombian economy, the IPP and the IPC. For this purpose, we identified the theory comprising both indexes to then develop a vector autoregressive model, which shows the reaction to shocks both in itself as in the other vari...

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Bibliographic Details
Main Authors: Juan P. Pérez Monsalve, Alfredo Trespalacios Carrasquilla
Format: Article
Language:English
Published: Universidad del Valle 2014-12-01
Series:Cuadernos de Administración
Subjects:
IPP
IPC
Online Access:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-46452014000200009&lng=en&tlng=en