IDEAS home Printed from https://ideas.repec.org/p/col/000137/003753.html
   My bibliography  Save this paper

Vectores autoregresivos, cointegración y cambios estructurales: Un análisis formal para la demanda de trabajo en Colombia

Author

Listed:
  • Jairo Guillermo Isaza Castro

    ()

  • Carlos Arturo Meza Carvajalino

    ()

Abstract

Este documento da a conocer la formalización de una función de demanda de trabajo en Colombia, para lo cual se emplean desarrollos econométricos recientes en materia de cointegración propuestos por Johansen [1988 y 1995], en lo relacionado con Vectores Autorregresivos -VAR- y con corrección de errores -VEC-. La exposición comienza con una síntesis de los pasos para la construcción de modelos VAR. Posteriormente se explican los procedimientos para determinar la cointegración de variables en series de tiempo para el caso específico de una función de demanda de trabajo. Finalmente se explican las pruebas de estabilidad estructural de los parámetros estimados a lo largo de la serie a través de los test de Cusum y Chow.

Suggested Citation

  • Jairo Guillermo Isaza Castro & Carlos Arturo Meza Carvajalino, 2005. "Vectores autoregresivos, cointegración y cambios estructurales: Un análisis formal para la demanda de trabajo en Colombia," SERIE DE DOCUMENTOS EN ECONOMÍA Y VIOLENCIA 003753, CENTRO DE INVESTIGACIONES EN VIOLENCIA, INSTITUCIONES Y DESARROLLO ECONÓMICO (VIDE).
  • Handle: RePEc:col:000137:003753
    as

    Download full text from publisher

    File URL: http://www.lasalle.edu.co/~economia/investigacion/vectores.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Martha Misas & Maria Teresa Ramirez & Luisa Fernanda Silva, 2001. "Exportaciones No Tradicionales En Colombia Y Sus Determinantes," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 19(39), pages 73-114, June.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Cointegración;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000137:003753. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alexander Cotte Poveda). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.