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La relación cíclica entre el PIB y los indicadores financieros de los establecimientos de crédito en Colombia 1996-2009

Author

Listed:
  • Álvaro Hurtado Rendón

    ()

  • Paola Andrea Pastás

    ()

  • Paola Andrea Suárez

    ()

Abstract

El presente trabajo busca establecer la existencia de una relación entre el componente cíclico del PIB y el comportamiento de algunos indicadores financieros de los establecimientos de crédito en Colombia, para el período comprendido entre 1996-2009. Se emplea el filtro de Hodrick-Prescott y la prueba de causalidad en el sentido de Granger para determinar la sincronización de las variables. El trabajo encuentra evidencia a favor de una relación cíclica entre la actividad económica y los indicadores financieros en estudio, dando indicios de la aplicabilidad del concepto del acelerador financiero para el caso colombiano entre 1996-2009.

Suggested Citation

  • Álvaro Hurtado Rendón & Paola Andrea Pastás & Paola Andrea Suárez, 2011. "La relación cíclica entre el PIB y los indicadores financieros de los establecimientos de crédito en Colombia 1996-2009," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, June.
  • Handle: RePEc:col:000442:009267
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    File URL: http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/322/327
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    Keywords

    Acelerador financiero; ciclo económico; indicadores financieros;

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

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