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dc.creatorMisas A., Martha
dc.creatorRamírez-Giraldo, María Teresa
dc.date.created2006-12-10
dc.date.issued2006-12-10
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5443
dc.description.abstractWe modelled the Colombian long run per capita economic growth (1925-2005) using a Markov switching regime model with both fixed (FTP) and time-varying transition probabilities (TVTP) to explain regime changes in the economic growth. We found evidence of n
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 425
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleColombian economic growth under Markov switching regimes with endogenous transition probabilities
dc.typeWorking Paper
dc.subject.jelN16 - Macroeconomics and Monetary Economics; Growth and Fluctuations: Latin America; Caribbean
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelE32 - Business Fluctuations; Cycles
dc.subject.jelO40 - Economic Growth and Aggregate Productivity: General
dc.subject.keywordMarkov endogenous switching regime model
dc.subject.keywordTime-varying transition probabilities
dc.subject.keywordEconomic growth
dc.subject.keywordColombia
dc.subject.lembCrecimiento económico -- Colombia
dc.subject.lembProcesos de Markov
dc.subject.lembAnálisis de series de tiempo
dc.subject.lembCiclos económicos -- Colombia
dc.subject.lembProducto interno bruto -- Colombia -- 1925-1997
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaN16 - Macroeconomía y economía monetaria; Crecimiento y fluctuación económica: América Latina; Caribe
dc.subject.jelspaO40 - Crecimiento económico y productividad agregada: Generalidades
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.425
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 425
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/425.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/002148.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5443
dc.creator.firmaMaría Teresa Ramírez-Giraldo
dc.source.handleRepecRePEc:bdr:borrec:425


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit