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Análisis del Endeudamiento de los Hogares Colombianos

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  • Mario Alejandro Gónzalez

    ()

  • John Jairo León

    ()

Abstract

Este documento analiza los determinantes del endeudamiento de los hogares enColombia en los ´ultimos 14 a~nos. A partir de un modelo simple de elecci´on y con base enlos datos de las Cuentas Financieras del Banco de la Rep´ublica y de la muestra aleatoriacodificada de los renglones de las declaraciones correspondientes a los contribuyentespersonas naturales declarantes del impuesto sobre la renta para los per´ıodos gravables1993 a 2004, se determinan las principales variables que afectan la decisi´on de endeudamiento.Los resultados sugieren que el colateral, los niveles de deuda anterior y lacarga financiera son los determinantes del endeudamiento de los hogares en Colombiay, por lo tanto, las acciones de pol´ıtica deben enfocarse en vigilar el patrimonio de loshogares y la din´amica de la tasa de inter´es para evitar una crisis de repudio similar aaquella de 1999.

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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 004020.

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Length: 24
Date of creation: 17 Sep 2007
Date of revision:
Handle: RePEc:col:000094:004020

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Keywords: endeudamiento; balance de los hogares; racionamiento de cr´edito; modelosde datos panel din´amicos;

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  1. R Blundell & Steven Bond, . "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
  2. Sarah Brown & Gaia Garino & Karl Taylor & Stephen Wheatley Price, 2005. "Debt and Financial Expectations: An Individual- and Household-Level Analysis," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 43(1), pages 100-120, January.
  3. David Roodman, 2006. "How to Do xtabond2," North American Stata Users' Group Meetings 2006, Stata Users Group 8, Stata Users Group.
  4. Sarah Brown & Karl Taylor, 2005. "Household Debt and Financial Assets: Evidence from Great Britain, Germany and the United States," Discussion Papers in Economics, Department of Economics, University of Leicester 05/5, Department of Economics, University of Leicester.
  5. Sarah Brown & Karl Taylor, 2008. "Household debt and financial assets: evidence from Germany, Great Britain and the USA," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 615-643.
  6. Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, Elsevier, vol. 18(1), pages 47-82, January.
  7. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 58(2), pages 277-97, April.
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