Análisis de los posibles determinantes del índice de cartera improductiva de la Vivienda Mayor a VIS en Colombia para el período 2013-2017
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Este estudio presenta los resultados de una investigación acerca de los posibles determinantes macroeconómicos en la morosidad de la cartera de vivienda mayor a VIS en Colombia, para el periodo comprendido entre 2013 y 2017. Aplicando la metodología estadística de vectores autorregresivos (VAR) -utilizada comúnmente en este tipo de análisis-, se infiere que variables como el desempleo, la inflación, el indicador de seguimiento de la economía, los precios de la vivienda nueva y la tasa de interés de intervención de la Banca Central, son relevantes al momento de predecir y analizar evolución temporal de la calidad de la cartera de vivienda mayor a VIS.
Abstract: This study presents the results of a research about the possible macroeconomics determinants in the delinquency of the mortgage loan portfolio greater than social interest housing in Colombia, for the period between 2013 and 2017. Applying the statistical methodology of vector autoregression (VAR) - most commonly used in this kind of analysis - it can be inferred that variables as unemployed rate, inflation, the economy tracking indicator, new house prices and Central Bank intervention interest rate, are relevant at the moment of making a prediction and analysis about the temporal evolution of the mortgage loan portfolio quality greater than social interest housing.
Abstract: This study presents the results of a research about the possible macroeconomics determinants in the delinquency of the mortgage loan portfolio greater than social interest housing in Colombia, for the period between 2013 and 2017. Applying the statistical methodology of vector autoregression (VAR) - most commonly used in this kind of analysis - it can be inferred that variables as unemployed rate, inflation, the economy tracking indicator, new house prices and Central Bank intervention interest rate, are relevant at the moment of making a prediction and analysis about the temporal evolution of the mortgage loan portfolio quality greater than social interest housing.