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Análisis Costo-Beneficio de Políticas Macroprudenciales en un Modelo DSGE para el Caso Colombiano

Author

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  • Martha Liliana González Román

Abstract

Este documento estima los parámetros de un modelo DSGE de política macroprudencial y monetaria para el caso colombiano, con el fin de realizar un análisis costo-beneficio de estas políticas. El modelo parametrizado replica el comportamiento de los agregados macro-financieros de la economía colombiana. Se concluye que las políticas macroprudenciales funcionan como un complemento a la política monetaria convencional, no obstante las primeras se utilizan en una menor proporción. En cuanto al análisis costo-beneficio de estas políticas, se concluye que estas pueden generar una reducción en el bienestar de los prestatarios, mientras generan un aumento en el bienestar de los ahorradores para la mayoría de los choques.

Suggested Citation

  • Martha Liliana González Román, 2017. "Análisis Costo-Beneficio de Políticas Macroprudenciales en un Modelo DSGE para el Caso Colombiano," Documentos CEDE 15289, Universidad de los Andes, Facultad de Economía, CEDE.
    • Handle: RePEc:col:000089:015289
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    File URL: https://repositorio.uniandes.edu.co/bitstream/handle/1992/8708/dcede2017-02.pdf
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    More about this item

    Keywords

    Economía Colombiana; Requerimientos de Capital; Fricciones Financieras.;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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