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Cronología de los ciclos de crecimiento recientes en Colombia

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Author Info

  • Luis Eduardo Arango

    ()

  • Fernando Arias

    ()

  • Luz Adriana Flórez

    ()

Abstract

Este trabajo utiliza el concepto de ciclos de crecimiento y lo diferenciadel de ciclo de negocios. Se estiman las fechas de ocurrencia de losciclos de crecimiento en Colombia entre 1980 y 2007 utilizando losmétodos de Bry y Boschan (1971) y Boschan y Ebanks (1978) conocido,este último, como Phase Average Trend" (PAT) para estimar elcomponente permanente del Índice de Producción Industrial y delProducto Interno Bruto. Las características de los ciclos de crecimientose comparan con las que surgen al utilizar los filtros de Hodrick- Prescotty el "Local Linear Trend" para remover el componente permanente."

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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 004290.

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Date of creation: 06 Nov 2007
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Handle: RePEc:col:000094:004290

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Keywords: ciclos de crecimiento; Phase Average Trend (PAT); inclinación; profundidad.;

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Cited by:
  1. Miguel Urrutia & Mauricio Ruiz, 2010. "Ciento Setenta Años de Salarios Reales en Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  2. Pamela Góngora Salazar, 2010. "Determinantes de la volatilidad en el producto: evidencia empírica," VNIVERSITAS ECONÓMICA 008297, UNIVERSIDAD JAVERIANA - BOGOTÁ.

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