¿Condiciona la población la dinámica de la actividad inmobiliaria? Un análisis de cointegración para el caso español

  1. Montserrat Díaz Fernández
  2. Mar Llorente Marrón
  3. Paz Méndez Rodríguez
Revista:
Investigación económica

ISSN: 0185-1667

Año de publicación: 2016

Volumen: 75

Número: 297

Páginas: 103-124

Tipo: Artículo

DOI: 10.1016/J.INVECO.2016.08.003 DIALNET GOOGLE SCHOLAR lock_openAcceso abierto editor

Otras publicaciones en: Investigación económica

Resumen

Se analiza un modelo de interrelación dinámica entre el ciclo inmobiliario y la población en España durante el periodo 1986-2015. Se evalúa la evidencia empírica siguiendo la metodología tradicional de los estudios de series temporales. Se especifica un modelo de corrección de error (MCE) que permite considerar la dinámica de ajuste de las variables a corto y largo plazo. Se evalúa el dominio del efecto de largo plazo sobre el corto plazo. El modelo obtenido detecta un equilibrio a largo plazo entre ambas series, ecuación de cointegración.

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