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Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura

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  • Angélica Arosemena

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    Abstract

    Consideraciones de equilibrio general o, por lo menos, más que parcial han permitido distintas lecturas a la curva de rendimientos. En este trabajo se presentan algunas de dichas las cuales básicamente la asocian con su capacidad de predicción de expectativas de inflación, tasas de interés, actividad económica y déficit fiscal.Excepto para las tasas de interés, la curva de rendimientos parece ser un instrumento exitoso en materia de predicción. Clasificación JEL:E43,E31,E32,H60.

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    Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 223.

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    Handle: RePEc:bdr:borrec:223

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    Keywords: curva de rendimientos; ecuación de Fisher; hipótesis de expectativas; tasas de interés; expectativas de inflación. Classificatión-JEL: E43; E31; E32; H60.;

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    37. repec:nbr:nberwo:2341 is not listed on IDEAS
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