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Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana
[An estimation of short and long term rates spread: a leading indicator]

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Author Info
Idrovo Aguirre, Byron

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Abstract

The relation between short and long term rates spread and economic growth has been widely argued on the international literature. Evidence from developed countries shows that the term structure of interest rates, frequently, contains relevant information concerning the economic growth dynamics. In many cases, the recession periods on the economy has been preceded by negative spreads, that means the short term interest rates exceed the long term ones (an interest rate reversion). Lately in Chile, it has been observed a greater convergence between short term interest rates (measured by the monetary policy real interest rate) and long term interest rates (measured by the 15 years mortgage rate). In fact, if we consider that the interest rate spread could be a leading indicator for future economic activity it would be interesting to know the spread evolution. The objective of this paper is to measure statistically the persistence of the present spread and estimate its long term evolution. The main finding is that the spread level is likely to stay on a low spread and volatility regime, but the statistic evidence does not show that the economy presents an interest rate reversion on the long run. Then, the most likely scenario is that on the long run the economy presents a growth rate similar to its potential.

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File URL: http://mpra.ub.uni-muenchen.de/11116/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11116.

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Date of creation: 04 Dec 2006
Date of revision: 12 Mar 2007
Handle: RePEc:pra:mprapa:11116

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Related research
Keywords: Spread de tasas; distribuciones mixtas; cadenas de Markov.;

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Find related papers by JEL classification:
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

References listed on IDEAS
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  1. Arturo Estrella & Frederic S. Mishkin, 1996. "The yield curve as a predictor of U.S. recessions," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jun. [Downloadable!]
  2. Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements. [Downloadable!]
    Other versions:
  3. 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. [Downloadable!]
  4. Estrella, Arturo & Hardouvelis, Gikas A, 1991. " The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-76, June. [Downloadable!] (restricted)
    Other versions:
  5. Christian Johnson, 2001. "Un Modelo de Switching para el Crecimiento en Chile," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(115), pages 291-319. [Downloadable!]
    Other versions:
  6. Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101. [Downloadable!]
  7. Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 93/19, International Monetary Fund.
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