Estrés financiero y dinámica de la economía colombiana: Un enfoque TVAR

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dc.contributor.advisorHoyos Gómez, Nancy Milenaspa
dc.contributor.authorReinoso Moras, Mateo Enriquespa
dc.date.accessioned2020-07-06T22:04:33Zspa
dc.date.available2020-07-06T22:04:33Zspa
dc.date.issued2020-05-31spa
dc.description.abstractEste trabajo analiza las diferencias de la dinámica de la economía colombiana en tiempos de inestabilidad financiera. Se estimó un indicador de estrés financiero para Colombia (IEFC) el cual tiene la capacidad de identificar las turbulencias del sector financiero. Posteriormente se analizó su interacción con la inflación, la producción y el consumo usando un modelo Threshold VAR (TVAR). Se encontró que choques que deterioren las condiciones financieras afectan adversamente las variables macroeconómicas tanto en una situación de alto estrés en la economía como en tiempos de estabilidad económica. No obstante, el impacto es mayor cuando la economía se encuentra en alto estrés.spa
dc.description.abstractThis paper analyzes the differences in the dynamics of the Colombian economy in times of financial instability. A financial stress indicator for Colombia (IEFC) was estimated, which has the capacity to identify financial sector turbulences. Subsequently, their interaction with inflation, production and consumption was analyzed using a Threshold VAR (TVAR) model. It was found that shocks which deteriorate financial conditions adversely affect macroeconomic variables both in a situation of high stress in the economy and in times of economic stability. However, the impact is greater when the economy is in high stress.spa
dc.description.degreelevelMaestríaspa
dc.format.extent42spa
dc.format.mimetypeapplication/pdfspa
dc.identifier.citationReinoso, M. (2020). Estrés financiero y dinámica de la economía colombiana: Un enfoque TVAR. Universidad Nacional de Colombiaspa
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/77748
dc.language.isospaspa
dc.publisher.branchUniversidad Nacional de Colombia - Sede Bogotáspa
dc.publisher.departmentEscuela de Economíaspa
dc.publisher.programBogotá - Ciencias Económicas - Maestría en Ciencias Económicasspa
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dc.rightsDerechos reservados - Universidad Nacional de Colombiaspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.licenseAtribución-NoComercial 4.0 Internacionalspa
dc.rights.spaAcceso abiertospa
dc.rights.urihttp://creativecommons.org/licenses/by-nc/4.0/spa
dc.subject.ddc330 - Economíaspa
dc.subject.proposalEstabilidad Financieraspa
dc.subject.proposalFinancial Stabilityeng
dc.subject.proposalFinancial Crisiseng
dc.subject.proposalCrisis financieraspa
dc.subject.proposalMacroeconomic Dynamiceng
dc.subject.proposalDinámica Macroeconómica,spa
dc.subject.proposalThreshold VARspa
dc.subject.proposalThreshold VAReng
dc.titleEstrés financiero y dinámica de la economía colombiana: Un enfoque TVARspa
dc.typeTrabajo de grado - Maestríaspa
dc.type.coarhttp://purl.org/coar/resource_type/c_bdccspa
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aaspa
dc.type.contentTextspa
dc.type.driverinfo:eu-repo/semantics/masterThesisspa
dc.type.versioninfo:eu-repo/semantics/acceptedVersionspa
oaire.accessrightshttp://purl.org/coar/access_right/c_abf2spa

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