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Una revisión crítica de las técnicas de filtrado para la teoría de los ciclos económicos reales

Author

Listed:
  • Fredy Vásquez Bedoya
  • Sergio Iván Restrepo Ochoa
  • John Fernando Lopera Sierra

Abstract

Este artículo presenta una revisión de diferentes investigaciones con respecto a doselementos básicos de la teoría de los ciclos económicos reales: los factores quedeterminan los ciclos económicos y las técnicas de filtrado (estadísticas o económicas)que permiten estimarlos. El trabajo concluye, al igual que otros estudios, que cuando seutilizan diferentes técnicas de filtrado es posible encontrar distintos hechos estilizados, locual condiciona las interpretaciones sobre los factores que determinan los ciclos.

Suggested Citation

  • Fredy Vásquez Bedoya & Sergio Iván Restrepo Ochoa & John Fernando Lopera Sierra, 2010. "Una revisión crítica de las técnicas de filtrado para la teoría de los ciclos económicos reales," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    • Handle: RePEc:col:000093:007834
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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/53/v29n53_vasquez.pdf
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    More about this item

    Keywords

    ciclos económicos reales; técnicas de filtrado; series de tiempo.;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical

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