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Choques internacionales reales y financieros y su impacto sobre la econom�a colombiana

Author

Listed:
  • Juan Jos� Echavarr�a
  • Andr�s gonz�lez
  • Enrique L�pez
  • Norberto Rodr�guez

Abstract

En este documento se utiliza la metodolog�a FAVAR (factor augmented VAR) para evaluar el impacto de variaciones no esperadas en cuatro variables internacionales: las tasas de inter�s de corto plazo, el riesgo, el precio real del petr�leo, el caf� y el carb�n, y la actividad econ�mica mundial. Se utilizan funciones de impulso respuesta y descomposici�n hist�rica de choques para evaluar la importancia de los factores externos en la actividad econ�mica colombiana, con �nfasis en la crisis de fin de siglo.

Suggested Citation

  • Juan Jos� Echavarr�a & Andr�s gonz�lez & Enrique L�pez & Norberto Rodr�guez, 2012. "Choques internacionales reales y financieros y su impacto sobre la econom�a colombiana," Borradores de Economia 9884, Banco de la Republica.
    • Handle: RePEc:col:000094:009884
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    Cited by:

    1. Rincón, Hernán & Velasco, Andrés M. (ed.), 2013. "Flujos de capitales, choques externos y respuestas de política en países emergentes," Books, Banco de la Republica de Colombia, number 2013-09, November.

    More about this item

    Keywords

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    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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