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Heterogeneidad de los Índices de Producción Sectoriales de la Industria Colombiana

Author

Listed:
  • Davinson Stev Abril Salcedo
  • Luis Fernando Melo Velandia
  • Daniel Parra Amado

Abstract

En este documento se cuantifican medidas estadísticas sobre el comportamiento de los índices de producción industrial sectoriales en Colombia, las cuales permiten caracterizar su heterogeneidad para el período 1990 ? 2014. Dentro de los resultados más sobresalientes se destacan: i) existen cambios en las tasas de las expansión y en la volatilidad a nivel sectorial entre décadas, ii) todos los sectores estudiados tienen por lo menos un quiebre estructural, iii) la mayoría de industrias se ven afectadas por los efectos calendario de Semana Santa y días festivos, excepto por la refinación de petróleo, las sustancias químicas y vidrio, y iv) el ciclo económico de gran parte de las industrias se encuentra más vinculado al ciclo de la demanda externa que de la interna, aunque ambos son factores relevantes en la explicación del ciclo industrial sectorial. Los resultados obtenidos en el presente estudio apoyan la presencia de heterogeneidad sectorial dentro de la industria colombiana.

Suggested Citation

  • Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015. "Heterogeneidad de los Índices de Producción Sectoriales de la Industria Colombiana," Borradores de Economia 12973, Banco de la Republica.
    • Handle: RePEc:col:000094:012973
    as

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    References listed on IDEAS

    as
    1. Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 893-920, October.
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    More about this item

    Keywords

    Efectos calendario; descomposición de series; ciclos económicos.;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production

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