Impactos de la volatilidad cambial del comercio colombiano con sus principales socios comerciales

Autores/as

  • Mauricio Vaz Lobo Bittencourt Universidade Federal do Paraná (UFPR)
  • Paula Andrea Mosquera Agudelo MSc. en Desarrollo Económico, Universidad Federal de Paraná.

DOI:

https://doi.org/10.18381/eq.v18i2.7209

Palabras clave:

Volatilidad cambiaria, ecuación de gravedad, exportaciones, Colombia

Resumen

Objetivo: Investigar los principales impactos de la volatilidad cambiaria sobre las exportaciones colombianas de sus principales socios comerciales para el periodo 2001-2019, con el uso de variables de control además de la medida de volatilidad cambiaria, como el pib de los países, distancia y dummy variables de contigüidad y lenguaje común.   Metodología: mco agrupado, modelos de panel de efectos fijos y aleatorios y modelo de pseudo máxima verosimilitud de Poisson.   Resultados: Los resultados mostraron que la volatilidad cambiaria es perjudicial para la relación comercial entre Colombia y sus socios comerciales. Un aumento de 1% en la volatilidad cambiaria en el largo plazo puede reducir las exportaciones colombianas en 0.25-0.4%. Los resultados también sugieren que la información pasada es particularmente relevante para evaluar el impacto de la volatilidad en el comercio. Como se esperaba, los ingresos de los exportadores e importadores pueden aumentar el comercio y la distancia puede reducir el comercio.   Limitaciones: Los datos sectoriales utilizados se pueden explorar mejor.   Originalidad: Por primera vez se utiliza esta metodología y análisis de datos para investigar el impacto de la volatilidad cambiaria en el comercio colombiano. Conclusiones: Los resultados añaden otra evidencia empírica a la literatura sobre tipo de cambio y comercio, donde las políticas económicas que apuntan a estabilizar el tipo de cambio probablemente aumentarán el volumen de comercio para Colombia y sus socios comerciales.   Recepción: 25/05/2020 Aceptación: 10/03/2021

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Publicado

2021-06-25

Cómo citar

Vaz Lobo Bittencourt, M., & Agudelo, P. A. M. (2021). Impactos de la volatilidad cambial del comercio colombiano con sus principales socios comerciales. EconoQuantum, 18(2), 57-81. https://doi.org/10.18381/eq.v18i2.7209

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