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Vectores autoregresivos, cointegración y cambios estructurales: Un análisis formal para la demanda de trabajo en Colombia

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  • Jairo Guillermo Isaza Castro

    ()

  • Carlos Arturo Meza Carvajalino

    ()

Abstract

Este documento da a conocer la formalización de una función de demanda de trabajo en Colombia, para lo cual se emplean desarrollos econométricos recientes en materia de cointegración propuestos por Johansen [1988 y 1995], en lo relacionado con Vectores Autorregresivos -VAR- y con corrección de errores -VEC-. La exposición comienza con una síntesis de los pasos para la construcción de modelos VAR. Posteriormente se explican los procedimientos para determinar la cointegración de variables en series de tiempo para el caso específico de una función de demanda de trabajo. Finalmente se explican las pruebas de estabilidad estructural de los parámetros estimados a lo largo de la serie a través de los test de Cusum y Chow.

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File URL: http://www.lasalle.edu.co/~economia/investigacion/vectores.pdf
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Bibliographic Info

Paper provided by CENTRO DE INVESTIGACIONES EN VIOLENCIA, INSTITUCIONES Y DESARROLLO ECONÓMICO (VIDE) in its series SERIE DE DOCUMENTOS EN ECONOMÍA Y VIOLENCIA with number 003753.

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Length: 22
Date of creation: 10 Oct 2005
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Handle: RePEc:col:000137:003753

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Keywords: Cointegración;

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  1. Martha Misas & María Teresa Ramírez & Luisa Fernanda Silva, . "Exportaciones no tradicionales en Colombia y sus Determinantes," Borradores de Economia 178, Banco de la Republica de Colombia.
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