El impacto del Coronavirus (COVID-19) y el cambio climático en el tipo de cambio

Un enfoque multivariante para Mozambique

Autores/as

DOI:

https://doi.org/10.34024/prometeica.2022.24.13430

Palabras clave:

Casos de Covid-19, Muertes por Covid-19, Tipo de cambio, Vector VAR autorregresivo

Resumen

Este estudio aplica el modelo Vector Autoregresivo (VAR), la prueba de descomposición de causalidad y varianza, para examinar la relación entre el tipo de cambio del metical (moneda mozambiqueña) frente al dólar estadounidense, casos de Covid-19, muertes por Covid-19 y temperatura en grados centígrados, centrándonos en Mozambique como ejemplo de país en vías de desarrollo, período comprendido entre el 1 de enero de 2021 y el 31 de diciembre de 2021. Los resultados indicaron que la variable temperatura es estacionaria en nivel, por lo que no existe cointegración entre la temperatura y la resto de las variables objeto de estudio. Los resultados del VAR indicaron que los coeficientes de las variables tipo de cambio, casos de Covid-19 y temperatura de cuarto rezago, sobre la variable muerte por Covid-19, son estadísticamente significativos. La serie de muertes por Covid-19 y la temperatura con retraso, en todos los casos de Covid-19, son estadísticamente significativas. Para el Modelo 1, solo la variable Muertes por Covid-19 con un quinto rezago es estadísticamente significativa sobre el tipo de cambio. Existe una relación causal bidireccional entre las muertes por Covid-19 y el tipo de cambio. La temperatura provoca, en el sentido de Granger, la variación de muertes por Covid-19. Existe una relación causal unidireccional de los casos de Covid-19 a las muertes por Covid-19, y de la temperatura a las muertes por Covid-19. Hay evidencia de que las muertes por Covid-19 son una variable relevante que influye en los tipos de cambio y, al mismo tiempo, la temperatura tiene una influencia importante en las muertes por Covid-19 en Mozambique.

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Publicado

2022-02-15

Cómo citar

Salvador Langa, E., Alberto Massuanganhe, J. ., & Alberto Nhanala, G. . (2022). El impacto del Coronavirus (COVID-19) y el cambio climático en el tipo de cambio: Un enfoque multivariante para Mozambique. Prometeica - Revista De Filosofía Y Ciencias, (24), 210–226. https://doi.org/10.34024/prometeica.2022.24.13430
Recibido 2022-01-24
Aceptado 2022-02-08
Publicado 2022-02-15

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