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Hechos Estilizados de la Economía Colombiana:Fundamentos Empíricos para la Construcción y Evaluación de un Modelo DSGE

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  • Juan Carlos Parra Alvarez

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Abstract

En este documento se presentan los resultados obtenidos de un ejercicio empírico que pretendeextraer los principales hechos estilizados de la economía colombiana para el período 1994:I2007:I. El objetivo es servir de apoyo tanto para el diseño y especificación como para la evaluaciónde un modelo de equilibrio general dinámico y estocástico (DSGE) que actualmentedesarrolla el Departamento de Modelos Macroeconómicos del Banco de la República. Para ellose emplea una base de datos que permite descomponer algunos de los principales agregadosmacroeconómicos calculados por el DANE a través del sistema de cuentas nacionales anualesen sus componentes doméstico e importado, asi como construir una medida de los márgenesde comercialización adicionados a los bienes de consumo e inversión importados. Una vez sedispone de los datos, se analiza la estructura de la economía colombiana por componentes deoferta y demanda siguiendo de cerca la metodología empleada por Restrepo y Soto (2004) enChile y Restrepo y Reyes (2000) en Colombia.

Suggested Citation

  • Juan Carlos Parra Alvarez, 2008. "Hechos Estilizados de la Economía Colombiana:Fundamentos Empíricos para la Construcción y Evaluación de un Modelo DSGE," BORRADORES DE ECONOMIA 004602, BANCO DE LA REPÚBLICA.
  • Handle: RePEc:col:000094:004602
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    References listed on IDEAS

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    Cited by:

    1. Enrique López & Andrés Salamanca, 2009. "El efecto riqueza de la vivienda en Colombia," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
    2. Pietro Bonaldi & Juan D. Prada & Andrés González & Diego Rodríguez, 2011. "Método numérico para la calibración de un modelo dsge," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, December.
    3. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, December.
    4. Gonzalo Hernández, 2011. "Terms of Trade and Output Fluctuations in Colombia," UMASS Amherst Economics Working Papers 2011-04, University of Massachusetts Amherst, Department of Economics.
    5. Luis Alejandro Lee P & Angélica María Quiroga E., 2010. "Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE," VNIVERSITAS ECONÓMICA 008294, UNIVERSIDAD JAVERIANA - BOGOTÁ.
    6. Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 30(68), pages 218-272, June.
    7. Lotero Contreras, Jorge & Posada Duque, Héctor Mauricio & Valderrama, Daniel, 2009. "Competitiveness of Colombian Departments observed from an Economic geography Perspective," BORRADORES DEPARTAMENTO DE ECONOMÍA 005519, UNIVERSIDAD DE ANTIOQUIA - CIE.
    8. Gachet, Ivan & Maldonado, Diego & Oliva, Nicolas & Ramirez, Jose, 2011. "Hechos Estilizados de la Economía Ecuatoriana: El Ciclo Económico 1965-2008
      [Stylized Facts of the Ecuadorian Economy: The Economic Chicle 1965-2008]
      ," MPRA Paper 30280, University Library of Munich, Germany.
    9. Johana Maritsa Hernández Henao, 2013. "Demanda externa, términos de intercambio y el papel de la política monetaria durante la crisis de 2008," Documentos de Investigación - Research Papers 7, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

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    Keywords

    Hechos Estilizados; Ciclos Económicos; Filtro Hodrick y Prescott; Colombia;

    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
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

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