Número:
96
Publicado:
Clasificación JEL:
C22, C29, E31, E32, E60
Palabras clave:
Temporary, Permanent Components, Colombia

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Juan Sebastián Mariño-Montaña, Daniela Rodriguez-Novoa, Camilo Eduardo Sánchez-Quinto
Structural time series models, frequency domain analysis, the HP-filter, and the Blanchard-Quah decomposition, are used to observe, some peculiarities of the business cycle. Such properties are those related to the volatility of the temporary component an