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

Listed author(s):
  • Jairo Guillermo Isaza Castro


  • Carlos Arturo Meza Carvajalino


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.

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Length: 22
Date of creation: 10 Oct 2005
Handle: RePEc:col:000137:003753
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  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.
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