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Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC

Author

Listed:
  • Enrique López Enciso

    ()

  • Martha Misas Arango

    ()

Abstract

En este artículo se analizan las fuentes del desempleo en Colombia en el marco de un modelo estructural de corrección de errores (SVEC). Con este propósito se estima un modelo de corrección de errores. El análisis de cointegración muestra la existencia de una relación de largo plazo entre la productividad, el empleo, el desempleo, la tasa real de cambio y el salario real. Con base en la forma reducida del modelo de corrección de errores se identifican los shocks estructurales y se determina su importancia para el desempleo a partir del análisis de impulso respuesta y la descomposición de la varianza del error de pronóstico.

Suggested Citation

  • Enrique López Enciso & Martha Misas Arango, 2006. "Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC," BORRADORES DE ECONOMIA 003115, BANCO DE LA REPÚBLICA.
  • Handle: RePEc:col:000094:003115
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    Citations

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    Cited by:

    1. José Tomás Peláez S. & Lya Paola Sierra S., 2016. "Does Industrial Employment React to Movements in the Real Exchange Rate? An Empirical Analysis for Colombia, 2000-2010," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 53(1), pages 39-60, December.
    2. Jorge Anfdrés Tamayo, 2008. "La tasa natural de desempleo en Colombia y sus determinantes," BORRADORES DE ECONOMIA 004545, BANCO DE LA REPÚBLICA.
    3. Oscar Andrés Espinosa Acuña & Paola Andrea Vaca González, 2014. "Causas del desempleo en Colombia en el siglo XXI: Evidencia a partir de un modelo var-x cointegrado," REVISTA DE ECONOMÍA DEL CARIBE 014770, UNIVERSIDAD DEL NORTE.
    4. Juan José Echavarría & Enrique López & Sergio Ocampo, 2011. "Choques, instituciones laborales y desempleo en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 128-173, Diciembre.

    More about this item

    Keywords

    Desempleo; Cointegración; VEC estructural;

    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

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