Colombian economic growth under Markov switching regimes with endogenous transition probabilities

dc.coverage.sucursalBogotáspa
dc.creatorMisas A., Marthaspa
dc.creatorRamírez-Giraldo, María Teresa
dc.creator.firmaMaría Teresa Ramírez-Giraldospa
dc.date.accessioned2006-12-10T08:30:10Zeng
dc.date.available2006-12-10T08:30:10Z
dc.date.created2006-12-10
dc.date.issued2006-12-10
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 neng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5443spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5443
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.425spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/002148.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 425
dc.relation.numberBorrador 425spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/425.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:425spa
dc.subject.jelE32 - Business Fluctuations; Cycleseng
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusiónspa
dc.subject.keywordMarkov endogenous switching regime modeleng
dc.subject.keywordTime-varying transition probabilitieseng
dc.subject.keywordEconomic growtheng
dc.subject.keywordColombiaeng
dc.subject.lembCrecimiento económico -- Colombiaspa
dc.subject.lembProcesos de Markovspa
dc.subject.lembAnálisis de series de tiempospa
dc.subject.lembCiclos económicos -- Colombiaspa
dc.subject.lembProducto interno bruto -- Colombia -- 1925-1997spa
dc.titleColombian economic growth under Markov switching regimes with endogenous transition probabilitiesspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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