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Estimación del producto potencial en Colombia:

Author

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  • Jurany Beccie RAMÍREZ GALLEGO

Abstract

El objetivo de este documento es presentar un conjunto de alternativas metodológicas paraestimar el producto interno bruto potencial mediante la aplicación de cincos metodologías,entre las cuales podemos citar: un modelo VAR estructural con restricciones de largo plazotipo Blanchard y Quah, un filtro Hodrick-Prescott, un filtro Baxter-King, un modelo detendencia segmentada y un modelo de tendencia entre picos. Así mismo, se presentanestimaciones de las brechas resultantes y los pronósticos hasta el cuarto trimestre de 2013.

Suggested Citation

  • Jurany Beccie RAMÍREZ GALLEGO, 2013. "Estimación del producto potencial en Colombia:," Archivos de Economía 10704, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:010704
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    File URL: https://colaboracion.dnp.gov.co/CDT/Estudios%20Econmicos/393.pdf
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    More about this item

    Keywords

    Producto potencial; Brecha del producto; VAR-S; Hodrick-Prescott; tendencia; Baxter-King.;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production

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