Borradores de Economia
Número:
96
Publicado:
Clasificación JEL:
C22, C29, E31, E32, E60
Palabras clave:
Temporary, Permanent Components, Colombia
Lo más reciente
Hernán Rincón-Castro, Steven Zapata-Álvarez
Martha Rosalba López-Piñeros, Eduardo Sarmiento Gómez
Clark Granger-Castaño, Dairo Ayiber Estrada, Valeria Salas, Jhuliana Sofía Segura-Durán
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