Estimations of the natural rate of interest in Colombia

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dc.coverage.sucursalBogotáspa
dc.creatorGonzález-Molano, Eliana Rocío
dc.creatorMelo-Velandia, Luis Fernando
dc.creatorRojas, Luis Eduardo
dc.creatorRojas, Brayan
dc.creator.firmaLuis Fernando Melo-Velandia
dc.date.accessioned2010-11-13T08:30:10Zeng
dc.date.available2010-11-13T08:30:10Z
dc.date.created2010-11-13
dc.date.issued2010-11-13
dc.description.abstractThree methodologies to estimate the natural interest rate, NIR, are implemented for the Colombian economy. Two methods are statistical filters and the third involves some economic theory. The first method is based on unobserved components decomposition ofeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5643spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5643
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.626spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/007667.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 626
dc.relation.numberBorrador 626spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/626.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:626spa
dc.subject.jelE43 - Interest Rates: Determination, Term Structure, and Effectseng
dc.subject.jelspaC32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estadosspa
dc.subject.keywordNatural rate of interesteng
dc.subject.keywordUnobserved components modelseng
dc.subject.keywordHodrick-Prescott filtereng
dc.subject.keywordSemi-structural modelseng
dc.subject.lembTasas de interés -- Metodología -- Colombia -- 2000-2009spa
dc.subject.lembPolítica monetaria -- Colombia -- 2000-2009spa
dc.subject.lembFiltros de Hodrick -- Prescottspa
dc.titleEstimations of the natural rate of interest in Colombiaspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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