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Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela

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  • Andrés Salamanca Lugo

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    Abstract

    En este documento se investiga acerca de la existencia y la identificación de un ciclo económico común entre Colombia, Ecuador y Venezuela. Se busca una evidencia de la sincronización de los ciclos económicos de estos países, a través de diferentes medidas no paramétricas, en conformidad con los ciclos y mediante la construcción de un ciclo común de referencia. De acuerdo con esto, se ajusta un modelo de Markov-Switching autoregresivo multivariado (MS-VAR) que confirma la existencia de dicho ciclo. Finalmente, la cronología del ciclo común es reconstruida a partir de las probabilidades suavizadas del modelo y es contrastada con el ciclo común de referencia.

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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/57/artculos/v31n57a08-u.pdf
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    Bibliographic Info

    Article provided by UN - RCE - CID in its journal REVISTA CUADERNOS DE ECONOMÍA.

    Volume (Year): (2012)
    Issue (Month): ()
    Pages:

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    Handle: RePEc:col:000093:010247

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    Keywords: ciclos económicos; sincronización; Markov-switching;

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