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El efecto riqueza de la vivienda en Colombia

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Author Info
Enrique López Enciso ()
Andrés Salamanca Lugo ()

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Abstract

Este documento analiza la riqueza en vivienda como un canal de trasmisión de la política monetaria en Colombia, a partir de la evidencia de un modelo de Equilibrio general dinámico y estocástico calibrado para la economía colombiana. La medición del efecto riqueza para Colombia arrojó como resultado una propensión marginal a consumir anual igual a 0,012. Con estos resultados, se encontró que el efecto riqueza estimado es poco significativo en relación a las medidas realizadas para otros países. El análisis de impulso-respuesta mostró que: i) el efecto riqueza posee una duración esperada corta y con efectos asimétricos sobre el consumo; ii) el canal de oferta de vivienda de la política monetaria es pequeño aunque sus efectos de jalonamiento sobre los demás sectores de la economía son importantes y; iii) los efectos del apalancamiento del crédito hipotecario son pequeños.

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Publisher Info
Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 005301.

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Length: 59
Date of creation: 24 Feb 2009
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Handle: RePEc:col:000094:005301

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This page was last updated on 2009-12-1.


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