Temporary and permanent components of Colombia's output
Borradores de Economía; No. 96
Date published
1998-06-16Date of last update
1998-06-16Document language
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Las 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.
Abstract
Structural time series models, frequency domain analysis, the HP-filter, and the Blanchard-Quah decomposition, are used to observe, some peculiarities of the business cycle. Such properties are those related to the volatility of the temporary component an
JEL Codes
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processesE60 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: GeneralE32 - Business Fluctuations; CyclesE31 - Price Level; Inflation; DeflationC29 - Single Equation Models; Single Variables: Other
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5115https://hdl.handle.net/20.500.12134/5115
https://doi.org/10.32468/be.96
https://ideas.repec.org/p/bdr/borrec/096.html
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