Showing 1 - 6 of 6
RESUMEN: El objetivo de este trabajo es el estudio de la integración del mercado español del aceitede oliva y la contrastación de la Ley de Precio Único (LPU) en dicho mercado. El análisis se lleva acabo aplicando la técnica multivariante de cointegración a series mensuales (1987-2001) de...
Persistent link: https://www.econbiz.de/10009443331
In this study, cointegration analysis and vector error correction (VCE)model were applied to analyze the influence of the international milkmarket on the domestic milk prices paid to producers and milk receptionby plants. The VCE model allows the identification of the long termrelations among...
Persistent link: https://www.econbiz.de/10009455248
This study applied cointegration analysis and the vector errorcorrection model (VCE) to analyze the magnitude and duration of theimpact of the import price of dairy products on the domestic milk pricepaid to producers in Chile. The variables included in the analysis weredomestic price, CIF...
Persistent link: https://www.econbiz.de/10009455262
We estimate the long-run relationship between real housing prices of new dwellings and their fundamentals in a panel of the 50 Spanish provinces between 1985 and 2018. We fi nd acointegrating relationship between real house prices and per capita real income, unemployment rate and demographic...
Persistent link: https://www.econbiz.de/10012523680
En el trabajo se estudian los determinantes de la morosidad bancaria en Uruguay y se evalúa la existencia de relaciones de cointegración con un conjunto de variables macroeconómicas. Se obtiene evidencia de la existencia de una relación de equilibrio entre morosidad, variación de salarios...
Persistent link: https://www.econbiz.de/10012530178
Incluye bibliografía ; For reasons of empirical tractability, analysis of cointegrated economic time series is often developed in a partial setting, in which a subset of variables is explictly modeled conditional on the rest. This approach yields valid inference only if the conditioning...
Persistent link: https://www.econbiz.de/10012530415