IDEAS home Printed from https://ideas.repec.org/p/col/000382/014770.html
   My bibliography  Save this paper

Causas del desempleo en Colombia en el siglo XXI: Evidencia a partir de un modelo var-x cointegrado

Author

Listed:
  • Oscar Andrés Espinosa Acuña

    ()

  • Paola Andrea Vaca González

    ()

Abstract

Este artículo presenta los resultados de una investigación acerca de los posibles determinantes del desempleo en Colombia en el siglo XXI, mediante un modelo VAR-X cointegrado. El análisis de cointegración evidencia estadísticamente una relación de largo plazo entre las variables términos de intercambio, ventas reales, productividad laboral, empleo, salarios reales y desempleo. Al estimar el modelo y desarrollar el análisis de impulso respuesta, se concluye que las ventas reales son un factor importante para el desempleo en el corto plazo, como la productividad lo es en gran medida para el mediano y largo plazo. Este análisis se confirma con los resultados arrojados por la descomposición de varianza.

Suggested Citation

  • Oscar Andrés Espinosa Acuña & Paola Andrea Vaca González, 2014. "Causas del desempleo en Colombia en el siglo XXI: Evidencia a partir de un modelo var-x cointegrado," REVISTA DE ECONOMÍA DEL CARIBE 014770, UNIVERSIDAD DEL NORTE.
  • Handle: RePEc:col:000382:014770
    as

    Download full text from publisher

    File URL: http://rcientificas.uninorte.edu.co/index.php/economia/article/view/5972/6568
    Download Restriction: no

    References listed on IDEAS

    as
    1. Stockhammer, Engelbert & Onaran, Ozlem, 2004. "Accumulation, distribution and employment: a structural VAR approach to a Kaleckian macro model," Structural Change and Economic Dynamics, Elsevier, vol. 15(4), pages 421-447, December.
    2. Dolado, Juan J. & Jimeno, Juan F., 1997. "The causes of Spanish unemployment: A structural VAR approach," European Economic Review, Elsevier, vol. 41(7), pages 1281-1307, July.
    3. Juan José Echavarría & Enrique López & Sergio Ocampo, 2011. "Choques, instituciones laborales y desempleo en Colombia," Revista Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 128-173, Diciembre.
    4. Anders Warne & Henrik Hansen, 2001. "The cause of Danish unemployment: Demand or supply shocks?," Empirical Economics, Springer, vol. 26(3), pages 461-486.
    5. Engelbert Stockhammer & Özlem Onaran, 2002. "Accumulation, distribution and employment: a structural VAR approach to a post-Keynesian macro model," Working Papers geewp20, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
    6. Enrique López Enciso & Martha Misas Arango, 2006. "Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC," BORRADORES DE ECONOMIA 003115, BANCO DE LA REPÚBLICA.
    7. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Desempleo; Colombia; VAR-X cointegrado; análisis de impulso respuesta; descomposición de varianza.;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity

    NEP fields

    This paper has been announced in the following NEP Reports:

    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:000382:014770. 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: (Marcela Villegas). 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.