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Estimación de la brecha entre el PIB Potencial y el observado a través de Modelos VAR estructural para Colombia

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  • Juan Sebastián CAMPOS

Abstract

Este informe presenta el documento final sobre la estimación del PIB potencial para Colombia a través de la metodología VAR estructural. Dentro de la literatura internacional y colombiana esta es una metodología ampliamente utilizada pues tiene la ventaja de ser una herramienta estructural y no tan sólo estadística como lo son otros métodos de extracción de la tendencia como el filtro de Hodrick y Prescott.

Suggested Citation

  • Juan Sebastián CAMPOS, 2006. "Estimación de la brecha entre el PIB Potencial y el observado a través de Modelos VAR estructural para Colombia," Archivos de Economía 2596, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:002596
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    More about this item

    Keywords

    VAR estructural; PIB potencial; PIB pbservado; estacionariedad;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts

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