Volatilidad del consumo como efecto de las variables coyunturales colombianas

dc.contributorRodríguez Pinzón, Heivar Yesid
dc.contributorPineda Ríos, Wilmer Darío
dc.contributorhttps://scholar.google.es/citations?user=9gC738EAAAAJ&hl=es
dc.contributorhttps://scholar.google.es/citations?user=5KmOl5oAAAAJ&hl=es
dc.contributorhttp://scienti.colciencias.gov.co:8081/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0001256491
dc.contributorhttp://scienti.colciencias.gov.co:8081/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0001454199
dc.creatorBarrios Sarmiento, Santiago
dc.date.accessioned2018-07-30T15:44:12Z
dc.date.accessioned2023-06-12T15:20:58Z
dc.date.available2018-07-30T15:44:12Z
dc.date.available2023-06-12T15:20:58Z
dc.date.created2018-07-30T15:44:12Z
dc.date.issued2018
dc.identifierBarrios, S. (2018). Volatilidad del consumo como efecto de las variables coyunturales colombianas. (Trabajo de pregrado). Universidad Santo Tomás. Bogotá, Colombia
dc.identifierhttp://repository.usta.edu.co/handle/11634/12521
dc.identifierreponame:Repositorio Institucional Universidad Santo Tomás
dc.identifierinstname:Universidad Santo Tomás
dc.identifierrepourl:https://repository.usta.edu.co
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/6657940
dc.description.abstractColombia's economy, from its conjuncture, present a lot of di_erences associated to public tax politics, unemployment, ination, productivity, exchange rate and trade, which have a direct or indirect inuence over the colombian's households consumption throughout its 32 departments asymmetrically. This situation, constitutes socioeconomics gaps, which is explained by the volatilities of the departments consumption levels over the national territory in a di_erential way, creating, divergences in the structure of the politics economics instruments and its variables, feeding the base problem that try to analyze this article, in order to identify the effect of each conjuncture variables in the main cities of the country..
dc.languagespa
dc.publisherUniversidad Santo Tomás
dc.publisherPregrado Estadística
dc.publisherFacultad de Estadística
dc.relationAltonji , J. G., & Siow, A. (1987). 'Testing the Response of Consumption to Income Changes with (Noisy) Panel Data'. The Quarterly Journal of Economics, 293-328.
dc.relationApergis, N. (2004). 'In ation, output growth, volatility and causality: evidence from panel data and the G7 countries'. Economics Letters, 83(2), 185-191.
dc.relationAu ret, P. (2003). 'High Consumption Volatility: The Impact of Natural Disasters?' World Bank Policy Research Working, 1.
dc.relationBaltagi, B. (2008). 'Econometric Analysis of Panel Data'. Chichester: John Wiley & Sons.
dc.relationBillingsley, P. (1986). 'Probability and Measure. New York: Wiley'.
dc.relationBollerslev, T., Engle , R. F., & Wooldridge, J. (1988). 'A Capital Asset Pricing Model with Time- Varying Covariances'. Journal of Political Economy, 116-131
dc.relationBrooks, S., Gelman, G., Jones, G., & Meng, X. (2011). 'Handbook of Markov Chain Monte Carlo'. Chapman & Hall: CRC Press.
dc.relationDavies, A., & Lahiri, K. (1995). 'A New Framework for Testing Rationality and Measuring Aggregate Shocks Using Panel Data'. Journal of Econometrics, 68, 205-227.
dc.relationDavies, A., & Lahiri, K. (2000). 'Re-examining the Rational Expectations Hypothesis Using Panel Data on Multi-Period Forecasts'. Analysis of Panels and Limited Dependent Variable Models, 226-254.
dc.relationDiggle, P., Heagerty, P., Liang, K.-Y., & Zeger, S. (2002). 'Analysis of Longitudinal Data'. Oxford University Press.
dc.relationDuesenberry, J. S. (1949). 'Income, Saving and the Theory of Consumer Behaviour'.Cambridge: Harvard University Press.
dc.relationFitzmaurice, G., Laird, N., & Ware, J. (2004). 'Applied Longitudinal Analysis'. Hoboken: John Wiley & Sons, 2.
dc.relationFriedman, M. (1949). 'The Marshallian Demand Curve'. Journal of Political Economy, 463-495.
dc.relationFriedman, M. (1957). 'The Permanent Income Hypothesis. In M. Friedman, A Theory of the Consumption Function'. New Jersey: Princeton University Press, 30-37.
dc.relationGeman, S., & Geman, D. (1984). 'Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images'. IEEE Transactions on Pattern Analysis and Machine Intelligence, 721-741.
dc.relationGranger, C. (1983). 'Cointegrated Variables and Error Correction Models'. Discussion Paper, 83-130.
dc.relationBern e , C., & Martínez , N. (2007). 'Estudio del comportamiento variado del consumo de los hogares españoles con datos panel'. Estudios sobre Consumo, 49-62.
dc.relationBonilla, S. (2011). 'Estructura económica y desempleo en Colombia: un análisis VEC'. Sociedad y Economía, 20, 99-124.
dc.relationCermeño, R., & B. Grier, K. (2001). 'Modeling GARCH processes in Panel Data: Theory, Simulations and Examples'. Working Paper No. 2001-3.
dc.relationDe la Cruz, J., & Núñez, J. (2005). 'Determinantes externos del consumo privado en México. Redalyc, 283-296.
dc.relationEchevarría, J., Misa, M., & López, E. (2007). 'La tasa de cambio real de equilibrio en Colombia y su desalineamiento: estimación a través de un modelo SVEC'. Borradores de Economía, 472, 1-38.
dc.relationFernández-Corugedo, E. (2003). 'Exercise on unit roots (incluiding structural breaks), estimating a VECM and the implications of the VECM'. Curso publicado por Center for Central Banking Studies (CCBS), Bank of England, CEMLA y el Banco Central de la República de Argentina.
dc.relationGaliani, S., & Sánchez, M. (1995). 'El gasto de consumo en la Argentina: un análisis econométrico'. Económica, 41(1), 33-67.
dc.relationGuerrero, V. (2009). 'Análisis estadístico y pronóstico de series de tiempo económicas'. Jit Press.
dc.relationGujarati, D., & Porter, D. (2010). 'Econometría'. México D.F: The Mc Graw Hill.
dc.relationHall, R. E., & Mishkin, F. S. (1980). 'The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households'. National Bureau of economic research, 461-481.
dc.relationHernández, J. N. (2006, 12). 'Revisión de los determinantes macroeconómicos del consumo total de los hogares para el caso colombiano'. Ensayos Sobre Política Económica, 24(52), 80-109.
dc.relationJochmann, M., & Koop, G. (2014).'Regime-switching'. Studies in Nonlinear Dynamics and Econometrics, 35-48.
dc.relationJohanse, S. (1995). 'Likelihood-Based Inference in Cointegrated Vector Autoregressive Models'. New York: Oxford.
dc.relationJohansen, S. (1996). 'Likelihood Based Inference on Cointegration in the Vector Autoregressive Model'. Oxford: Oxford University Press.
dc.relationKeynes, J. M. (1936). 'General Theory of Employment, Interest and Money'. London: Royal Statistical Society.
dc.relationLee, J. (2010). 'The link between output growth and volatility: Evidence from a GARCH model with panel data'. Economics Letters, 106(2), 143-145.
dc.relationLusardi, A. (2012). 'Permanent Income, Current Income, and Consumption: Evidence From Two Panel Data Sets'. Journal of Business & Economic Statistics, 81-90.
dc.relationMetropolis, N., Rosenbluth, A., Rosenbluth, M., Teller, A., & Teller, E. (1953). 'Equation of State Calculations by Fast Computing Machines'. Journal of Chemical Physics, 1087-1092.
dc.relationModigliani, F., & Brumberg, R. (1954). 'Utility Analysis and the Consumption Function: An Interpretation of Cross Section Data'. Post Keynesian Economics, 388-436.
dc.relationN u~nez, J. (2005). 'No siempre pobres, no siempre ricos: vulnerabilidad en Colombia'. CEDE, 1-31.
dc.relationPajor, A., & Wr oblewska, J. (2017). 'VEC-MSF models in Bayesian analysis of short- and long-run relationships'. Studies in Nonlinear Dynamics & Econometrics, 1-22.
dc.relationPérez, E. (2016, Marzo 8). 'Cómo la inflación ha impactado el consumo en Colombia?, Colombia: P&M.
dc.relationRADDAR. (2018).'Por qué la economía no está tan mal como mi mamá cree?', Medellín: Colombiatex de las Américas
dc.relationRendón, H. (2003). 'Modelos de corrección de errores y co integración: A propósito del premio Nobel de economía'. Ensayos de Economía, 13(23), 141-148..
dc.relationSims, C. (1980). 'Macroeconomics and Reality'. Econometrica, 48(1), 1-48.
dc.relationWooldridge, J. (2010). 'Introducción a la econometría'. México D.F: Cengage Learning.
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/2.5/co/
dc.rightsAbierto (Texto Completo)
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.rightsAtribución-NoComercial-SinDerivadas 2.5 Colombia
dc.titleVolatilidad del consumo como efecto de las variables coyunturales colombianas


Este ítem pertenece a la siguiente institución