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El Balance Fisacl y el Balance en la Cuenta Corriente en Colombia: Canales de Transmisión y Causalidad

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Author Info
Jorge Ramos ()
Hernán Rincón ()

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Abstract

Este documento identifica y evalúa empíricamente los posibles canales de transmisión entre el balance fiscal y el balance en cuenta corriente y determina estadísticamente la posible causalidad ente ellos. Para el período analizado, no se encuentra una clara relación entre los dos balances, y entre ellos y los canales de transmisión identificados por la teoría. Cuando existen indicios estadísticos de un nexo entre los dos balances, el sentido de la relación es inverso al que comúnmente se espera, es decir, se encuentra que el balance en cuenta corriente causa el balance fiscal.

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Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 166.

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Handle: RePEc:bdr:borrec:166

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Related research
Keywords: Balance fiscal; balance en cuenta corriente; causalidad de Granger; VAR estándar; VAR estructural.;

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Find related papers by JEL classification:
H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
H87 - Public Economics - - Miscellaneous Issues - - - International Fiscal Issues; International Public Goods
E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements

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References listed on IDEAS
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  1. repec:cup:etheor:v:6:y:1990:i:2:p:171-261 is not listed on IDEAS
  2. Leonardo Villar & Hernán Rincón, . "The Colombian Economy in the nineties: Capital Flows and Foreign Exchange Regimes," Borradores de Economia 149, Banco de la Republica de Colombia. [Downloadable!]
    Other versions:
  3. Jose Antonio Ocampo Gaviria, 1988. "Una Nota Sobre La Relacion Entre El Financiamiento Externo, Ahorro E Inversion," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE. [Downloadable!]
  4. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January. [Downloadable!] (restricted)
  5. Barro, Robert J, 1974. "Are Government Bonds Net Wealth?," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1095-1117, Nov.-Dec.. [Downloadable!] (restricted)
  6. Willem H. Buiter, 1981. "Time Preference and International Lending and Borrowing in an Overlapping-Generations Model," NBER Working Papers 0352, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. William H. Branson & Willem H. Buiter, 1983. "Monetary and Fiscal Policy with Flexible Exchange Rates," NBER Working Papers 0901, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Bernanke, Ben S., 1986. "Alternative explanations of the money-income correlation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 49-99, January. [Downloadable!] (restricted)
    Other versions:
  9. Paul Hallwood & Ronald MacDonald, 2008. "International Money and Finance," Working papers 2008-02, University of Connecticut, Department of Economics. [Downloadable!]
  10. Maurice Obstfeld and Kenneth Rogoff., 1994. "The Intertemporal Approach to the Current Account," Center for International and Development Economics Research (CIDER) Working Papers C94-044, University of California at Berkeley.
    Other versions:
  11. Svensson, Lars E O & Razin, Assaf, 1983. "The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 97-125, February. [Downloadable!] (restricted)
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