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Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC

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Author Info
Enrique López Enciso ()
Martha Misas Arango ()

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Abstract

En este artículo se analizan las fuentes del desempleo en Colombia en el marco de un modelo estructural de corrección de errores (SVEC). Con este propósito se estima un modelo de corrección de errores. El análisis de cointegración muestra la existencia de una relación de largo plazo entre la productividad, el empleo, el desempleo, la tasa real de cambio y el salario real. Con base en la forma reducida del modelo de corrección de errores se identifican los shocks estructurales y se determina su importancia para el desempleo a partir del análisis de impulso respuesta y la descomposición de la varianza del error de pronóstico.

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Publisher Info
Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 411.

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Handle: RePEc:bdr:borrec:411

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Related research
Keywords: Desempleo; Cointegración; VEC estructural Classification JEL: C32; E24.;

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  1. Jorge Anfdrés Tamayo, 2008. "La tasa natural de desempleo en Colombia y sus determinantes," BORRADORES DE ECONOMIA 004545, BANCO DE LA REPÚBLICA. [Downloadable!]
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This page was last updated on 2009-11-20.


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