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Cuadernos de Economía
versão impressa ISSN 0121-4772versão On-line ISSN 2248-4337
Resumo
VASQUEZ BEDOYA, Fredy Alonso; RESTREPO OCHOA, Sergio Iván e LOPERA SIERRA, John Fernando. UNA REVISIÓN CRÍTICA DE LAS TÉCNICAS DE FILTRADO PARA LA TEORÍA DE LOS CICLOS ECONÓMICOS REALES. Cuad. Econ. [online]. 2010, vol.29, n.53, pp.119-153. ISSN 0121-4772.
This article reviews different academic research concerning two basic elements of the theory of real business cycles: the determinants of economic cycles, and the filtering techniques (statistical or economic) that allow their estimation. The paper concludes, as many other studies, that when using different filtering techniques it is possible to find different stylized facts, which condition the interpretations of the factors that determine the cycles.
Palavras-chave : real business cycles; filtering techniques; time series.