IDEAS home Printed from https://ideas.repec.org/a/lde/journl/y1999i50p23-56.html
   My bibliography  Save this article

Indicador de calidad de los estratos para el Area Metropolitana de Medellin

Author

Listed:
  • Elkin Castaño Vélez
  • Luz Ángela Valencia Cadavid

Abstract

Este documento discute la construccción de un indicador de la calidad de los estratos basados en la característica de la vivienda y su entorno tenidas en cuenta en la última estratificación desarrollada por el Departamento Nacional de Planeación. Debido a que las variables medidas en el formulario y usadas para discriminar entre estratos son de tipo categórico, los procedimientos estadísticos multivariadostradicionales, tales como el análisis de componentes principales, no pueden ser utilizados directamente en la construccción del indicador. Young 1981 sugiere una solución a partir de la cuantificación óptima, cuyo objetivo es transformar las variables cualitativas en numéricas generando un conjunto de variables en donde todas son de tipo cuantitativo. Sobre este nuevo tipo de varibales se sugiere la elaboración del indicador de calidad del estrato utilizando la técnica multivariada del análisis de componentes Principales. Adicionalmente se aplicó un análisis de Clúster sobre las variables y el indi cador generado para tratar de identificar las características que permitirán discriminar entre estratos.

Suggested Citation

  • Elkin Castaño Vélez & Luz Ángela Valencia Cadavid, 1999. "Indicador de calidad de los estratos para el Area Metropolitana de Medellin," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 50, pages 23-56, Enero Jun.
  • Handle: RePEc:lde:journl:y:1999:i:50:p:23-56
    as

    Download full text from publisher

    File URL: https://drive.google.com/open?id=0B4b2eQDlIUAJNnFoYmVfRXFyd2M
    Download Restriction: no

    References listed on IDEAS

    as
    1. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Chapters,in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.
    2. Clive W. Granger & Timo Terasvirta & Heather M. Anderson, 1993. "Modeling Nonlinearity over the Business Cycle," NBER Chapters,in: Business Cycles, Indicators and Forecasting, pages 311-326 National Bureau of Economic Research, Inc.
    3. Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 119-136, Suppl. De.
    4. Cuddington, John T. & Urzua, Carlos M., 1989. "Trends and cycles in Colombia's real GDP and fiscal deficit," Journal of Development Economics, Elsevier, vol. 30(2), pages 325-343, April.
    5. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
    6. Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 893-920, October.
    7. John Y. Campbell & N. Gregory Mankiw, 1987. "Are Output Fluctuations Transitory?," The Quarterly Journal of Economics, Oxford University Press, vol. 102(4), pages 857-880.
    8. Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
    9. Charles I. Plosser, 1989. "Money and business cycles: a real business cycle interpretation," Proceedings, Federal Reserve Bank of St. Louis.
    10. Pischke, Jorn-Steffen, 1991. "Measuring persistence in the presence of trend breaks : The case of US GNP," Economics Letters, Elsevier, vol. 36(4), pages 379-384, August.
    11. Campbell, John Y & Mankiw, N Gregory, 1987. "Permanent and Transitory Components in Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 77(2), pages 111-117, May.
    12. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    13. Clavijo, Sergio, 1992. "Permanent and transitory components of Colombia's real GDP : The over-consumption hypothesis revisited," Journal of Development Economics, Elsevier, vol. 38(2), pages 371-382, April.
    14. Michael, Panos & Nobay, A Robert & Peel, David A, 1997. "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 862-879, August.
    15. Perron, Pierre, 1997. "Further evidence on breaking trend functions in macroeconomic variables," Journal of Econometrics, Elsevier, pages 355-385.
    16. Wesley Clair Mitchell, 1927. "Business Cycles: The Problem and Its Setting," NBER Books, National Bureau of Economic Research, Inc, number mitc27-1, January.
    17. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
    18. William Easterly, 1991. "La Macroeconomía Del Déficit Del Sector Público El Caso De Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 10(20), pages 107-144, December.
    19. Krishnan, R. & Sen, Kunal, 1995. "Measuring persistence in industrial output: The Indian case," Journal of Development Economics, Elsevier, vol. 48(1), pages 25-41, October.
    20. Sheffrin, Steven M., 1988. "Have economic fluctuations been dampened? : A look at evidence outside the United States," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 73-83, January.
    21. Michael T. Belongia, 1989. "Monetary policy on the 75th anniversary of the Federal Reserve system : proceedings of the fourteenth annual Economic Policy Conference, held on October 19-20, 1989," Proceedings, Federal Reserve Bank of St. Louis.
    22. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
    23. Park, Gonyung, 1996. "The role of detrending methods in a model of real business cycles," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 479-501.
    24. Peel, D A & Speight, A E H, 1998. "Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence," Economica, London School of Economics and Political Science, vol. 65(258), pages 211-229, May.
    25. Wesley Clair Mitchell, 1927. "Introductory pages to "Business Cycles: The Problem and Its Setting"," NBER Chapters,in: Business Cycles: The Problem and Its Setting, pages -23 National Bureau of Economic Research, Inc.
    26. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lde:journl:y:1999:i:50:p:23-56. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Carlos Andrés Vasco Correa). General contact details of provider: http://edirc.repec.org/data/deantco.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.