dc.creator	Misas A., Martha
dc.creator	Ramírez-Giraldo, María Teresa
dc.date.created	2006-12-10
dc.date.issued	2006-12-10
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5443
dc.description.abstract	We 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.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. 425
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	Colombian economic growth under Markov switching regimes with endogenous transition probabilities
dc.type	Working Paper
dc.subject.jel	E32 - Business Fluctuations; Cycles
dc.subject.jel	C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jel	N16 - Macroeconomics and Monetary Economics; Growth and Fluctuations: Latin America; Caribbean
dc.subject.jel	O40 - Economic Growth and Aggregate Productivity: General
dc.subject.keyword	Markov endogenous switching regime model
dc.subject.keyword	Time-varying transition probabilities
dc.subject.keyword	Economic growth
dc.subject.keyword	Colombia
dc.subject.lemb	Crecimiento económico -- Colombia
dc.subject.lemb	Procesos de Markov
dc.subject.lemb	Análisis de series de tiempo
dc.subject.lemb	Ciclos económicos -- Colombia
dc.subject.lemb	Producto interno bruto -- Colombia -- 1925-1997
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	E32 - Fluctuaciones económicas; Ciclos
dc.subject.jelspa	N16 - Macroeconomía y economía monetaria; Crecimiento y fluctuación económica: América Latina; Caribe
dc.subject.jelspa	O40 - Crecimiento económico y productividad agregada: Generalidades
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.425
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/425.html
dc.relation.dotec	https://ideas.repec.org/p/col/000094/002148.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5443
dc.creator.firma	María Teresa Ramírez-Giraldo
dc.source.handleRepec	RePEc:bdr:borrec:425
dc.source.handleRepec	RePEc:col:000094:002148

Colombian economic growth under Markov switching regimes with endogenous transition probabilities

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