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Relación entre el riesgo sistémico de los sectores financiero y real : un enfoque FAVAR

In: Política monetaria y estabilidad financiera en economías pequeñas y abiertas

Author

Listed:
  • Cabrera-Rodríguez, Wilmar Alexander
  • Melo-Velandia, Luis Fernando
  • Parra-Amado, Daniel

Abstract

Se estudia el riesgo de los sistemas financieros, utilizando el modelo Favar y el CoFaR, en Colombia sobre los diferentes sectores de la economía colombiana.

Suggested Citation

  • Cabrera-Rodríguez, Wilmar Alexander & Melo-Velandia, Luis Fernando & Parra-Amado, Daniel, 2015. "Relación entre el riesgo sistémico de los sectores financiero y real : un enfoque FAVAR," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 17, pages 525-558, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:bdrcap:2015-11-525-558
    DOI: 10.32468/Ebook.664-314-6
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    More about this item

    Keywords

    Riesgo; Precios; Acciones; Modelos; Colombia; Risk; Prices; Bank stocks; Models; Colombia;
    All these keywords.

    JEL classification:

    • F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • B22 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Macroeconomics

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