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Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia

Author

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  • Jacobo Campo Robledo

Abstract

Este documento caracteriza los efectos dinámicos de los choques en el gasto y los ingresos del gobierno sobre la actividad económica en Colombia, durante el periodo 1980:1 - 2004:1. Esto mediante un VAR estructural mixto. El SVAR se estima utilizando el procedimiento de Blanchard y Perotti (2002), empleando datos trimestrales sobre gastos, ingresos y PIB. Se muestran los efectos sobre estas variables teniendo en cuenta dos hipótesis, la primera que los ingresos prevalecen y la segunda que los gastos prevalecen. Se concluye que algunos resultados son consistentes con lo que se esperaría según la teoría económica.

Suggested Citation

  • Jacobo Campo Robledo, 2007. "Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia," Borradores de Economia 475, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:borrec:475
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    File URL: http://www.banrep.gov.co/docum/ftp/borra475.pdf
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    Citations

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    Cited by:

    1. Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020. "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia 1114, Banco de la Republica de Colombia.
    2. Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022. "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).

    More about this item

    Keywords

    Structural VAR; Función Impulso Respuesta; Gastos e Ingresos del Gobierno.;
    All these keywords.

    JEL classification:

    • E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
    • 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
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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