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Choques internacionales reales y financieros y su impacto sobre la economía colombiana

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  • Juan José Echavarría

    ()

  • Andrés gonzález

    ()

  • Enrique López

    ()

  • Norberto Rodríguez

    ()

Abstract

En este documento se utiliza la metodología FAVAR (factor augmented VAR) para evaluar el impacto de variaciones no esperadas en cuatro variables internacionales: las tasas de interés de corto plazo, el riesgo, el precio real del petróleo, el café y el carbón, y la actividad económica mundial. Se utilizan funciones de impulso respuesta y descomposición histórica de choques para evaluar la importancia de los factores externos en la actividad económica colombiana, con énfasis en la crisis de fin de siglo.

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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 009884.

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Length: 46
Date of creation: 13 Aug 2012
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Handle: RePEc:col:000094:009884

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Keywords: Modelos FAVAR; transmisión internacional; economía abierta; identificación de choques; fluctuaciones y ciclos.;

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