Thesis ¿CÓMO AFECTA LA VARIACIÓN DEL DÓLAR DE EEUU, EN CHILE SOBRE EL CONSUMO, DESDE EL COMIENZO DE LA CRISIS SANITARIA HASTA EL FINAL DEL TERCER TRIMESTRE 2020, RESPECTO A UN PERIOSO SIN CRISIS?
Date
2021
Authors
DUARTE FLORES, DANIEL ESTEBAN
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Abstract
En el Contexto de crisis sanitaria causada por el COVID-19, el consume de Chile se ha visto reducido, influenciado por diferentes variables. Esta memoria intenta establecer a través de herramientas estadísticas, si existe relación entre la variación del dólar y el consumo del país.
El Dólar, la Divisa más importante en la actualidad, ha experimentado un aumento en su valor, tanto nominal como real, mientras que el consumo ha tenido una reducción sostenida en desde el año 2018 hasta el tercer trimestre del 2020.
Da realizar una prueba de Pearson entre el consumo y el tipo de Cambio se puede observar que ambas variables si están relacionadas negativamente, y a través de la interpretación de los coeficientes en una regresión longitudinal, el dólar si es significativo para explicar el consumo.
Sin embargo, como el dólar y el consumo son variables auto regresivas, y en el caso de consumo estacional, se debe realizar una regresión modelada a través de series de tiempo, en este estudio realizada a través del Modelo ARIMA, en donde a diferencia de la regresión anterior el dólar ya no es significativo para explicar el consumo.
De lo anterior se puede concluir que el tipo de cambio posee un efecto indirecto en el consumo a través de otras variables que son significativas, como la balanza comercial, la inversión, o el estado de la economía en periodos anteriores.
On the context of health crisis, derivate from COVID-19, consume on Chile has been reduced, influenced for different variables. This work tries to understand through statistics tools, if exists a relationship between consume and the exchange rate. Dollar the main global badge, has experimented an increased value, meanwhile the consume, has been reduced since 2018 to the third quarter of 2020. Through Pearson coefficient test between consume and exchange rate, it can be observed that they are negative related to each other, and also for interpretation of coefficient on longitudinal lineal regression, Dollar value it is significate to explain the consume. However, because of the consume and exchange rate had autocorrelation and in the case of consume, seasonality, the regression must be corrected with time serial approach, in this case ARIMA model was use, where we find that Dollar actually it is not significate to explain consume. Because of this, it can be said, that the exchange rate has an indirect effect on the consume, affecting other important variables that are significate, such as investment, previous state of the economy, trade, among other.
On the context of health crisis, derivate from COVID-19, consume on Chile has been reduced, influenced for different variables. This work tries to understand through statistics tools, if exists a relationship between consume and the exchange rate. Dollar the main global badge, has experimented an increased value, meanwhile the consume, has been reduced since 2018 to the third quarter of 2020. Through Pearson coefficient test between consume and exchange rate, it can be observed that they are negative related to each other, and also for interpretation of coefficient on longitudinal lineal regression, Dollar value it is significate to explain the consume. However, because of the consume and exchange rate had autocorrelation and in the case of consume, seasonality, the regression must be corrected with time serial approach, in this case ARIMA model was use, where we find that Dollar actually it is not significate to explain consume. Because of this, it can be said, that the exchange rate has an indirect effect on the consume, affecting other important variables that are significate, such as investment, previous state of the economy, trade, among other.
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Keywords
CONSUMO (economía) , MACROECONOMÍA , CRISIS SANITARIA