Ciclos económicos de las teorías de manchas solares al filtro de hodrick presscott: el caso colombiano

Autores/as

  • JENNY ALEXANDRA SEGURA OSUN Escuela Colombiana de Ingeniería
  • FERNANDO CHAVARRO MIRANDA

DOI:

https://doi.org/10.18041/1900-0642/criteriolibre.2010v8n13.1243

Resumen

El documento realiza un estudio sobre la suavización de consumo, partiendo de los modelos de Ciclos Reales de Negocios, demostrando la bondad de esta metodología frente a los modelos de corte Keynesiano; pudiendo así llevar a cabo un modelo de tipo Data Panel que permite demostrar, que las familias de seis países de América Latina, escogen trayectorias de consumo estables, de esta forma se puede probar que los planes de asistencia social focalizados en productividad son eficientes.

Descargas

Los datos de descarga aún no están disponibles.

Referencias

Agénor, Pierre-Richard (1997). "Capital-Market Imperfections and the Macroeconomic Dynamics of Small Indebted Economies." Princeton Studies in International Finance 82. Princeton University, Princeton, N.J. Processed.
Agénor, McDermott, and Prasad 285
Kouparitsas, Michael A. (1996). "NorthSouth Business Cycles". Working Paper 96-9. Federal Reserve Bank of Chicago. Processed.
Agénor, Pierre-Richard; C. John McDermott, and Eswar S. Prasad (1998). "Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts." Economic Development.
Baxter, Marianne, and Robert G. King (1995). "Approximate Band-Pass Filters for Economic Time Series." NBER Working Paper 5022. National Bureau of Economic Research, Cambridge, Mass. Processed.
Friedman, Milton (1963). A Monetary History of the United States, 1867-1960. Princeton University Press.
Hodrick, Robert J., and Edward C. Prescott (1997). "Postwar U.S. Business Cycles: An Empirical Investigation". Journal of Money, Credit, and Banking 29 (February): pp. 1-16.
Institute, World Bank, Washington, D.C. Processed. Online at http://www. worldbank.org/html/edi/ediwp.htm
King, Robert G., and Charles I. Plosser (1984). "Money, Credit, and Prices in a Real Business Cycle." American Economic Review 74(June): pp. 363-80.
Keynes John Maynard (1936). "The General Theory of Employment, Interest and
Money"; First Published: Macmillan Cambridge University Press, for Royal Economic Society in 1936.
Kydland, Finn E., and Edward C. Prescott (1994). "Business Cycles: Real Facts and a Monetary Myth." In Preston J. Miller, ed., The Rational Expectations Revolution: Readings from the Front Line. Cambridge, Mass.: MIT Press.
Lucas, Robert (1976). "Econometric Policy
Evaluation: A Critique". CarnegieRochester Conference Series on Public Policy Monetary.
McDermott, C. John (1997). "An Automatic Method for Choosing the Smoothing Parameterin the HP Filter." International Fund, Washington, D.C. Processed.
Phelps, Edmund S. (1972). Inflation Policy and Unemployment Theory. W. W. Norton, New York.
Romer, David (2000). "Keynesian Macroeconomics without the LM Curve", NBER Working Papers 7461, National Bureau of Economic Research, Inc.
Rotemberg, Julio J., and Michael Woodford (1991). "Markups and the Business Cycle". In Olivier J. Blanchard and Stanley Fischer, eds., NBER Macroeconomics Annual:

1991. Cambridge, Mass.: MIT Press

Descargas

Publicado

2018-01-29

Cómo citar

Ciclos económicos de las teorías de manchas solares al filtro de hodrick presscott: el caso colombiano. (2018). Criterio Libre, 8(13), 21-68. https://doi.org/10.18041/1900-0642/criteriolibre.2010v8n13.1243