Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR

Andrés Salamanca, Viviana Monroy Mejía

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Resumé

This document analyzes the relationship between national government external debt and private investment for Colombia during the period 1994 to 2007, by means of a nonlinear TAR model. In this work MCMC methods and the Bayesian approach were used to estimate the model. The results show evidence of a nonlinear relationship between the variables studied explained by TAR model. Moreover, the analysis indicates the existence of an inverse relationship between private investment growth and national government external debt growth.
OriginalsprogSpansk
TidsskriftCuadernos de Economia
Vol/bind28
Udgave nummer51
Sider (fra-til)205-243
ISSN0121-4772
StatusUdgivet - 2009

Fingeraftryk

Private investment
Government
Colombia
External debt
MCMC methods
Bayesian approach
Nonlinear relationships

Citer dette

Salamanca, Andrés ; Monroy Mejía, Viviana. / Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR. I: Cuadernos de Economia. 2009 ; Bind 28, Nr. 51. s. 205-243.
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title = "Deuda externa p{\'u}blica e inversi{\'o}n en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR",
abstract = "This document analyzes the relationship between national government external debt and private investment for Colombia during the period 1994 to 2007, by means of a nonlinear TAR model. In this work MCMC methods and the Bayesian approach were used to estimate the model. The results show evidence of a nonlinear relationship between the variables studied explained by TAR model. Moreover, the analysis indicates the existence of an inverse relationship between private investment growth and national government external debt growth.",
author = "Andr{\'e}s Salamanca and {Monroy Mej{\'i}a}, Viviana",
year = "2009",
language = "Spansk",
volume = "28",
pages = "205--243",
journal = "Cuadernos de Economia",
issn = "0121-4772",
publisher = "Universidad Nacional de Colombia * Facultad de Ciencias Economicas",
number = "51",

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Salamanca, A & Monroy Mejía, V 2009, 'Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR', Cuadernos de Economia, bind 28, nr. 51, s. 205-243.

Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR. / Salamanca, Andrés; Monroy Mejía, Viviana.

I: Cuadernos de Economia, Bind 28, Nr. 51, 2009, s. 205-243.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

TY - JOUR

T1 - Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR

AU - Salamanca, Andrés

AU - Monroy Mejía, Viviana

PY - 2009

Y1 - 2009

N2 - This document analyzes the relationship between national government external debt and private investment for Colombia during the period 1994 to 2007, by means of a nonlinear TAR model. In this work MCMC methods and the Bayesian approach were used to estimate the model. The results show evidence of a nonlinear relationship between the variables studied explained by TAR model. Moreover, the analysis indicates the existence of an inverse relationship between private investment growth and national government external debt growth.

AB - This document analyzes the relationship between national government external debt and private investment for Colombia during the period 1994 to 2007, by means of a nonlinear TAR model. In this work MCMC methods and the Bayesian approach were used to estimate the model. The results show evidence of a nonlinear relationship between the variables studied explained by TAR model. Moreover, the analysis indicates the existence of an inverse relationship between private investment growth and national government external debt growth.

M3 - Tidsskriftartikel

VL - 28

SP - 205

EP - 243

JO - Cuadernos de Economia

JF - Cuadernos de Economia

SN - 0121-4772

IS - 51

ER -

Salamanca A, Monroy Mejía V. Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un modelo no-lineal TAR. Cuadernos de Economia. 2009;28(51):205-243.

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