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Análisis de la interdependencia de los ciclos económicos del Cauca y el suroccidente colombiano: una aproximación econométrica desde los filtros de Kalman y Hodrick-Prescott

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  • Andrés Mauricio Gómez Sánchez

Abstract

El propósito del artículo es indagar por la interdependencia cíclica del PIB caucano con sus vecinos más cercanos. Bajo la metodología del Filtro de Kalman y Hodrick-Prescott se hallan los ciclos económicos regionales y se implementan sistemas VAR con análisis impulso - respuesta para observar la influencia del ciclo caucano y choques exógenos sobre la región y viceversa. Los resultados muestran, para ambas metodologías, que el ciclo caucano guarda más relación con Narino que con el Huila, Valle o Tolima y los choques exógenos muestran impactos mucho más volátiles en el escenario Kalman que en el de Hodrick-Prescott.

Suggested Citation

  • Andrés Mauricio Gómez Sánchez, 2011. "Análisis de la interdependencia de los ciclos económicos del Cauca y el suroccidente colombiano: una aproximación econométrica desde los filtros de Kalman y Hodrick-Prescott," Estudios Gerenciales, Universidad Icesi, December.
    • Handle: RePEc:col:000129:011262
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    More about this item

    Keywords

    Ciclos económicos; interdependencia económica regional; filtro de Kalman yHodrick-Prescott; modelos VAR.;
    All these keywords.

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • R10 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - General

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