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Transmisión de choques en los flujos de capitales al crecimiento económico colombiano

Author

Listed:
  • Juan David Rojas
  • Sebastián Higuera

Abstract

En el presente trabajo se busca estudiar los efectos de los flujos de capitales internacionales sobre la economía colombiana para el periodo 2001 - 2015. Para ello se estimó un modelo de vectores autorregresivos estructural SVARX, con datos trimestrales sobre el Índice de Seguimiento a la Economía y los flujos brutos de capitales, utilizando un conjunto de variables exógenas que determinan parte de la dinámica de ambas variables. A partir de un análisis de impulso–respuesta y descomposición de varianza se encontró que existe una relación directa positiva entre los flujos de capitales y el crecimiento económico a corto y mediano plazo en Colombia. También se encontró una mayor persistencia en el efecto de los choques asociados al crecimiento de los flujos de capitales sobre el crecimiento económico, respecto a sus propios choques.

Suggested Citation

  • Juan David Rojas & Sebastián Higuera, 2016. "Transmisión de choques en los flujos de capitales al crecimiento económico colombiano," Econógrafos, Escuela de Economía 14636, Universidad Nacional de Colombia, FCE, CID.
    • Handle: RePEc:col:000176:014636
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    File URL: http://fce.unal.edu.co/centro-editorial/docs/econografos-escuela-economia/95-transmision-de-choques-en-los-flujos-de-capitales-al-crecimiento-economico-colombiano
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    More about this item

    Keywords

    Flujos de Capitales; Crecimiento Económico; Vectores Autorregresivos.;
    All these keywords.

    JEL classification:

    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
    • F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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