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Respuesta del producto a perturbaciones de oferta y demanda en Colombia: 1981-2015

Author

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  • Daniel Felipe Cuervo
  • Javier Mondragón

Abstract

Este documento tiene como objetivo estimar la respuesta del producto real en Colombia a perturbaciones de oferta y demanda durante el periodo 1981Q1-2015Q3. Para tal fin, a partir de un modelo SVAR con restricciones de largo plazo, se realizan pruebas de causalidad de Granger, análisis de impulso respuesta, descomposición de varianza y descomposición histórica. Por último, se realizan estimaciones del producto potencial, brecha del producto y se prueba la hipótesis del cumplimiento de la ley de Okun para Colombia en el periodo considerado.

Suggested Citation

  • Daniel Felipe Cuervo & Javier Mondragón, 2016. "Respuesta del producto a perturbaciones de oferta y demanda en Colombia: 1981-2015," Econógrafos, Escuela de Economía 14583, Universidad Nacional de Colombia, FCE, CID.
    • Handle: RePEc:col:000176:014583
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    File URL: http://fce.unal.edu.co/centro-editorial/docs/econografos-escuela-economia/94-respuesta-del-producto-a-perturbaciones-de-oferta-y-demanda-en-colombia-1981-2015
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    More about this item

    Keywords

    Modelos SVAR; Brecha del Producto; PIB potencial; Ley de Okun;
    All these keywords.

    JEL classification:

    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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