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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

    ()

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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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 003115.

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Length: 33
Date of creation: 01 Oct 2006
Date of revision:
Handle: RePEc:col:000094:003115

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Related research

Keywords: Desempleo; Cointegración; VEC estructural;

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Cited by:
  1. Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez, 2011. "Choques, instituciones laborales y desempleo en Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  2. Jorge Anfdrés Tamayo, 2008. "La tasa natural de desempleo en Colombia y sus determinantes," BORRADORES DE ECONOMIA 004545, BANCO DE LA REPÚBLICA.

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