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Las Entidades Financieras a lo Largo del Ciclo de Negocios: ¿Es el Ciclo Financiero sensible al Ciclo de Negocios?

Author

Listed:
  • Fernando Arias Rodríguez
  • Celina Gaitán Maldonado
  • Johanna López Velandia

Abstract

A partir de estados financieros de bancos y entidades asociadas se propone una cronología del ciclo financiero para Colombia, desde 1990 hasta mediados del año 2013, y se evalúa su interacción con el ciclo de negocios propuesto por Alfonso et al. (2012). Se usan dos acercamientos: el primero basado en reglas (Bry y Boschan, (1971) e Índices de Difusión) y el segundo fundamentado en la información contenida en los datos (Novelty Detection). Se encuentra evidencia que apoya la idea de una sincronización entre el ciclo financiero y el de negocios aunque las cronologías y demás características de cada uno dependen directamente de la definición y enfoque del ciclo que se adopte.

Suggested Citation

  • Fernando Arias Rodríguez & Celina Gaitán Maldonado & Johanna López Velandia, 2014. "Las Entidades Financieras a lo Largo del Ciclo de Negocios: ¿Es el Ciclo Financiero sensible al Ciclo de Negocios?," Borradores de Economia 11147, Banco de la Republica.
    • Handle: RePEc:col:000094:011147
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    Keywords

    Ciclo de Negocios; Ciclos Financieros; Bry Boschan; Novelty Detection; Indicadores Financieros.;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation

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