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Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela

Author

Listed:
  • Andrés Salamanca Lugo

Abstract

En este documento se investiga acerca de la existencia y la identificación de un ciclo económico común entre Colombia, Ecuador y Venezuela. Se busca una evidencia de la sincronización de los ciclos económicos de estos países, a través de diferentes medidas no paramétricas, en conformidad con los ciclos y mediante la construcción de un ciclo común de referencia. De acuerdo con esto, se ajusta un modelo de Markov-Switching autoregresivo multivariado (MS-VAR) que confirma la existencia de dicho ciclo. Finalmente, la cronología del ciclo común es reconstruida a partir de las probabilidades suavizadas del modelo y es contrastada con el ciclo común de referencia.

Suggested Citation

  • Andrés Salamanca Lugo, 2012. "Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
    • Handle: RePEc:col:000093:010247
    as

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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/57/artculos/v31n57a08-u.pdf
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    Citations

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    Cited by:

    1. Juliana Ávila Vélez & Álvaro José Pinzón Giraldo, 2015. "¿Están sincronizados los ciclos económicos en Latinoamérica?," Borradores de Economia 12438, Banco de la Republica.

    More about this item

    Keywords

    ciclos económicos; sincronización; Markov-switching;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
    • N16 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Latin America; Caribbean
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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