Las hipótesis de Fisher en Latinoamérica : un análisis de cointegración.

dc.creatorRuiz-Porras, Antonio
dc.creatorCruz-Ruiz, Fidel Gustavo
dc.date.accessioned2016-07-01 00:00:00
dc.date.accessioned2023-01-23T16:14:40Z
dc.date.accessioned2023-06-05T16:12:59Z
dc.date.available2016-07-01 00:00:00
dc.date.available2023-01-23T16:14:40Z
dc.date.available2023-06-05T16:12:59Z
dc.date.created2016-07-01 00:00:00
dc.date.created2023-01-23T16:14:40Z
dc.date.issued2016-07-01
dc.identifier10.14718/revfinanzpolitecon.2016.8.2.5
dc.identifier2011-7663
dc.identifier2248-6046
dc.identifierhttps://hdl.handle.net/10983/29359
dc.identifierhttps://doi.org/10.14718/revfinanzpolitecon.2016.8.2.5
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/6647068
dc.description.abstractEn este artículo se evalúan las hipótesis de Fisher y de integración de los mercados latinoamericanos mediante pruebas de cointegración y de cambio estructural endógeno. Los hallazgos sugieren varias conclusiones: a) el efecto Fisher se valida principalmente en Costa Rica; b) el efecto internacional deFisher se valida débilmente entre Chile y Costa Rica y entre Colombia y México; c) la integración de los países y mercados es heterogénea, y d) únicamente Chile no tuvo cambios estructurales. En el estudio se usan series mensuales de Brasil, Chile, Colombia, Costa Rica, México y Perú durante el periodo comprendidoentre enero de 1997 y diciembre de 2014.
dc.description.abstractThis article evaluates the Fisher hypothesis and the hypothesis of the integration of Latin American markets through co-integration and endogenous structural change tests. The findings suggest a number of conclusions: a) the Fisher effect is validated mainly in Costa Rica; b) the international Fisher effect is validated weakly between Chile and Costa Rica and between Colombia and Mexico; c) the integration of counties and markets is heterogeneous, and d) only Chile did not present structural changes. The study uses monthly series for Brazil, Chile, Colombia, Costa Rica, Mexico and Peru during the January 1997 to December 2014 period.
dc.languagespa
dc.publisherUniversidad Católica de Colombia
dc.relationhttps://revfinypolecon.ucatolica.edu.co/article/download/1159/1155
dc.relationhttps://revfinypolecon.ucatolica.edu.co/article/download/1159/2138
dc.relationhttps://revfinypolecon.ucatolica.edu.co/article/download/1159/2251
dc.relationNúm. 2 , Año 2016 : Revista Finanzas y Política Económica
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dc.relation301
dc.relation8
dc.relationRevista Finanzas y Política Económica
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dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.rightsAntonio Ruiz Porras, Fidel Gustavo Cruz Ruiz - 2016
dc.sourcehttps://revfinypolecon.ucatolica.edu.co/article/view/1159
dc.subjectFisher hypothesis
dc.subjectFinancial integration
dc.subjectLatin america
dc.subjectCointegration
dc.subjectEndogenous structural change
dc.subjectIntegración financiera
dc.subjectLatinoamérica
dc.subjectCointegración
dc.subjectCambio estructural endógeno.
dc.subjectHipótesis de fisher
dc.subjectIntegração financeira
dc.subjectAmérica latina
dc.subjectCointegração
dc.subjectMudança estrutural endógena
dc.subjectHipóteses de fisher
dc.titleLas hipótesis de Fisher en Latinoamérica : un análisis de cointegración.
dc.typeArtículo de revista


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