This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Un Modelo de Switching para el Crecimiento en Chile

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Christian Johnson

Additional information is available for the following registered author(s):

Abstract

This article presents a historical analysis of the Chilean monthly growth rate from 1987 to 2000, applying the Switching Regime methodology design by Hamilton (1989). Three scenarios were considered, which imply a number of parameters estimated using the expected maximization iterative procedure (EM) and considering endogenous probabilities of being in each state of nature. There is a characterization of the conditional density function for each state of the economy, defined by boom, sustainable growth, and finally, an economy in recession. The estimation procedure shows that the economy moved into a recession density function scenario when the Asian Flu was evident in 1998. Currently, we are in the sustainable rate of growth scenario, without inflationary risks. The analysis reveals that the actual monetary policy is correlated with the indications of the monetary policies proposed by the switching model. The mean growth in the three scenarios is 10%, 6%, and 0%, implying a potential non-accelerating inflationary rate of growth of around 5 to 6%. Based on the conditional probabilities generated from the model, an artificial monetary index is built, that will work as an early warning indicator to help avoid misalignments and signal potentially required future monetary movements.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.economia.puc.cl/index/download.asp?id_publicacion=695
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía.

Volume (Year): 38 (2001)
Issue (Month): 115 ()
Pages: 291-319
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:ioe:cuadec:v:38:y:2001:i:115:p:291-319

Contact details of provider:
Postal: Avda. Vicu� Mackenna 4860, Macul, Santiago
Phone: (562) 686-4303
Fax: (562) 553-1664
Email:
Web page: http://www.economia.puc.cl/
More information through EDIRC

Order Information:
Email:

For technical questions regarding this item, or to correct its listing, contact: (Verónica Gil).

Related research
Keywords: Growth Monetary Policy Algorithm EM Optimization

Other versions of this item:

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Potter, Simon M, 1999. " Nonlinear Time Series Modelling: An Introduction," Journal of Economic Surveys, Blackwell Publishing, vol. 13(5), pages 505-28, December. [Downloadable!] (restricted)
    Other versions:
  2. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March. [Downloadable!] (restricted)
  3. Hamilton, James D, 1991. "A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(1), pages 27-39, January.
  4. Bruce Mizrach, 2006. "Nonlinear Time Series Analysis," Departmental Working Papers 200604, Rutgers University, Department of Economics. [Downloadable!]
  5. John Simon, 1996. "A Markov-Switching Model of Inflation in Australia," RBA Research Discussion Papers rdp9611, Reserve Bank of Australia. [Downloadable!]
  6. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101. [Downloadable!]
Statistics
Access and download statistics

Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.

This page was last updated on 2008-7-12.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.