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Análisis del ciclo económico boliviano con modelos Markov-Switching

Author

Listed:
  • Rolando Einar Paz Rodriguez

    (Banco Central de Bolivia)

Abstract

La clasificación de fases expansivas y recesivas del ciclo para cualquier economía, suele ser difícil de determinar con claridad. Sin embargo, investigaciones en el marco de los modelos Markov- Switching con cambios de régimen, permiten distinguir los puntos de inflexión con relativa facilidad. En este sentido, se estiman diferentes modelos Markov-Switching para la economía boliviana, con el objeto de caracterizar su ciclo económico a través de la determinación de sus puntos de inflexión y asimetrías.

Suggested Citation

  • Rolando Einar Paz Rodriguez, 2017. "Análisis del ciclo económico boliviano con modelos Markov-Switching," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 27(2), pages 63-90, July - De.
    • Handle: RePEc:blv:journl:v:27:y:2017:i:1:p:63-90
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    More about this item

    Keywords

    Ciclos económicos; modelos Markov-Switching;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence

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