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Las entidades financieras a lo largo del ciclo de negocios: ¿Es el ciclo financiero sensible al ciclo de negocios?

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  • Fernando Arias Rodríguez

    ()

  • Celina Gaitán Maldonado

    ()

  • Johanna López Velandia

    ()

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    Abstract

    A partir de estados financieros de bancos y entidades asociadas se propone una cronología del ciclo financiero para Colombia, desde 1990 hasta mediados del año 2013, y se evalúa su interacción con el ciclo de negocios propuesto por Alfonso et al. (2012). Se usan dos acercamientos: el primero basado en reglas (Bry y Boschan, (1971) e Índices de Difusión) y el segundo fundamentado en la información contenida en los datos (Novelty Detection). Se encuentra evidencia que apoya la idea de una sincronización entre el ciclo financiero y el de negocios aunque las cronologías y demás características de cada uno dependen directamente de la definición y enfoque del ciclo que se adopte. Classification JEL: E32, G21, C38, C43

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    File URL: http://www.banrep.gov.co/sites/default/files/publicaciones/archivos/be_815.pdf
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    Bibliographic Info

    Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 815.

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    Length: 30
    Date of creation: Apr 2014
    Date of revision:
    Handle: RePEc:bdr:borrec:815

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