dc.creator | Arango-Thomas, Luis Eduardo |
dc.creator | Melo-Velandia, Luis Fernando |
dc.date.created | 2003-09-16 |
dc.date.issued | 2003-09-16 |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5204 |
dc.description.abstract | The study of the asymmetric behavior of macroeconomic variables over the business cycles phases has had a long tradition in economics. In this work we find evidence in favor of the hypothesis of having a STAR-type nonlinear asymmetric behavior of the econ |
dc.format.mimetype | PDF |
dc.language.iso | spa |
dc.publisher | Banco de la República |
dc.relation.ispartof | Documentos de Trabajo |
dc.relation.ispartofseries | Borradores de Economía |
dc.relation.isversionof | Borradores de Economía; No. 186 |
dc.rights.accessRights | Open Access |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ |
dc.title | Expansions and contractions in Brazil, Colombia and Mexico: a view through non-linear models |
dc.type | Working Paper |
dc.subject.jel | C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes |
dc.subject.jel | C52 - Model Evaluation, Validation, and Selection |
dc.subject.keyword | Expansions |
dc.subject.keyword | Through non-linear models |
dc.subject.lemb | Ciclos económicos -- Brasil |
dc.subject.lemb | Ciclos económicos -- Colombia |
dc.subject.lemb | Ciclos económicos -- México |
dc.subject.lemb | Ciclos económicos -- Chile |
dc.subject.lemb | Ciclos económicos -- Venezuela |
dc.subject.lemb | Modelos no lineales |
dc.subject.lemb | Variables macroeconómicas -- Brasil |
dc.subject.lemb | Variables macroeconómicas -- Colombia |
dc.type.spa | Documentos de trabajo |
dc.rights.spa | Acceso abierto |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 |
dc.subject.jelspa | C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión |
dc.subject.jelspa | C52 - Evaluación, contraste y selección de modelos |
dc.type.hasversion | Published Version |
dc.coverage.sucursal | Bogotá |
dc.relation.doi | https://doi.org/10.32468/be.186 |
dc.rights.disclaimer | 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. |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/186.html |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5204 |
dc.creator.firma | Luis Fernando Melo-Velandia |
dc.creator.firma | Luis E. Arango |
dc.source.handleRepec | RePEc:bdr:borrec:186 |