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Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia

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Author Info
Luis Eduardo Arango ()
Luz Adriana Flórez ()
Abstract

Se presenta evidencia clara a favor de la hipótesis de que la estructura a plazo real contiene información sobre las expectativas de la actividad económica en Colombia para los plazos entre 6 y 12, 6 y 24, y 12 y 24 meses adelante. Los signos de los coeficientes estimados son, en todos los casos, los que predice la teoría. La capacidad de pronóstico del modelo es mejor para el período entre 6 y 12 meses adelante que para períodos superiores.

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File URL: http://www.banrep.gov.co/docum/ensayos/pdf/espe_047-4.pdf
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Article provided by BANCO DE LA REPÚBLICA - ESPE in its journal ENSAYOS SOBRE POLÍTICA ECONÓMICA.

Volume (Year): (2004)
Issue (Month): ()
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Handle: RePEc:col:000107:002694

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This page was last updated on 2010-1-7.


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