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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.

Suggested Citation

  • Angélica Arosemena, 2002. "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura," Borradores de Economia 223, Banco de la Republica de Colombia.
  • Handle: RePEc:bdr:borrec:223
    DOI: 10.32468/be.223
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    More about this item

    Keywords

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

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • H60 - Public Economics - - National Budget, Deficit, and Debt - - - General

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