Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas
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DOI: 10.32468/be.210
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Other versions of this item:
- Diego Mauricio Vásquez & Luis Fernando Melo, 2005. "Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas," Revista de Economía del Rosario, Universidad del Rosario, June.
- Diego Mauricio Vásquez E. & Luis Fernando Melo Velandia, 2002. "Estimación De La Estructura A Plazo De Las Tasas De Interés En Colombia Por Medio Del Método De Funciones B-Spline Cúbicas," Borradores de Economia 2595, Banco de la Republica.
References listed on IDEAS
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- Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 196, Banco de la Republica de Colombia.
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More about this item
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2003-04-02 (Financial Markets)
- NEP-MAC-2003-04-02 (Macroeconomics)
- NEP-RMG-2003-04-02 (Risk Management)
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