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

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Author Info

  • Luis Eduardo Arango

    ()

  • Angélica María Arosemena

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.

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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 003138.

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Length: 40
Date of creation: 30 Nov 2002
Date of revision:
Handle: RePEc:col:000094:003138

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Keywords: Curva de Rendimientos;

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Cited by:
  1. Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," BORRADORES DE ECONOMIA 002692, BANCO DE LA REPÚBLICA.
  2. Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, . "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Borradores de Economia 279, Banco de la Republica de Colombia.
  3. Luis Eduardo Arango & Angélica María Arosemena, 2003. "El tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," BORRADORES DE ECONOMIA 002558, BANCO DE LA REPÚBLICA.

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