@bachelorthesis{10336/2890,
author = {Heredia Moreno, Dayana Alexandra},
year = {2012},
month = {1},
url = {http://repository.urosario.edu.co/handle/10336/2890},
abstract = {In this paper we analyzes the impact on the gross loan portfolio of the Colombian
 nancial sector to a shock on macroeconomic variables or otherwise. First, we estimated
a vector error correction (VECM) model. The results show that there is a causality and
long-term relationbetween real net portfolio  nancial sector, Gross Domestic Product, Real
DTF and Real Exchange Rate Index. Finally, we concluded that the impulse responses of
these variables are consistent with economic theory and stylized facts.},
keywords = {Riesgo sistémico},
keywords = {Modelo de corrección de errores vectorial (VECM)},
keywords = {Impulsos respuesta},
title = {Determinantes de la cartera del sector financiero en Colombia: un análisis basado en un modelo de corrección de errores vectorial},
publisher = {Universidad del Rosario},
keywords = {Systemic Risk},
keywords = {Model Vector Error Correction (VECM)},
keywords = {Impulse Response},
}