{"id":35867,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/desarrollos-recientes-en-la-teoria-de-la-cointegracion-contraste-de-la-hipotesis-ppa\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"desarrollos-recientes-en-la-teoria-de-la-cointegracion-contraste-de-la-hipotesis-ppa","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/desarrollos-recientes-en-la-teoria-de-la-cointegracion-contraste-de-la-hipotesis-ppa\/","title":{"rendered":"Desarrollos recientes en la teoria de la cointegracion: contraste de la hipotesis ppa."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Fuertes Santos Ana M. <\/strong><\/h2>\n<p>La contrastaci\u00f3n emp\u00edrica de la ppa no ha proporcionado hasta ahora una clara evidencia que justifique su amplia utilizaci\u00f3n. M\u00e1s a\u00fan, en el actual r\u00e9gimen de tipos de cambio los resultados han estado bastante polarizados. En este trabajo hacemos tres modestas pero renovadas contribuciones a la literatura sobre ppa. Primero, validamos una versi\u00f3n d\u00e9bil de la hip\u00f3tesis ppa, que tiene en cuenta errores de medici\u00f3n, costes de transacci\u00f3n y otras imperfecciones en los mercados.  segundo, analizamos la din\u00e1mica a corto plazo del sistema formado por tipos de cambio nominales y precios internos y externos, mediante t\u00e9cnicas que analizan el impacto de perturbaciones sobre dicho sistema. Los resultados indican que los efectos de las perturbaciones desaparecen lentamente, a un ritmo consistente con las vidas medias de unos 4 a 5 a\u00f1os, ampliamente consensuadas en la literatura. Por \u00faltimo, validamos la hip\u00f3tesis conjunta de ppa y paridad de intereses al descubierto, lo cual confirma la existencia de un alto grado de integraci\u00f3n en los mercados tanto de bienes como de capitales a nivel internacional. Nuestros resultados en conjunto rehabilitan el enfoque monetarista global de los tipos de cambio.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Desarrollos recientes en la teoria de la cointegracion: contraste de la hipotesis ppa.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Desarrollos recientes en la teoria de la cointegracion: contraste de la hipotesis ppa. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Fuertes Santos Ana M. <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1998<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Cesareo Hernandez Iglesias<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Hoyo Bernat Juan  Del <\/li>\n<li>Jos\u00e9 Garcia Solanes (vocal)<\/li>\n<li> Rodriguez Fernandez Jos\u00e9 Miguel (vocal)<\/li>\n<li>Jerry Coakley (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Fuertes Santos Ana M. La contrastaci\u00f3n emp\u00edrica de la ppa no ha proporcionado hasta ahora una clara [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[82,974,524,737,19778,12451],"tags":[12683,95390,40519,95391,11537,83179],"class_list":["post-35867","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-econometria","category-modelos-econometricos","category-teoria-economica","category-teoria-monetaria","category-valladolid","tag-cesareo-hernandez-iglesias","tag-fuertes-santos-ana-m","tag-hoyo-bernat-juan-del","tag-jerry-coakley","tag-jose-garcia-solanes","tag-rodriguez-fernandez-jose-miguel"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/35867","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=35867"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/35867\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=35867"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=35867"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=35867"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}