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Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas

  • Héctor Zárate

    ()

  • Katherine Sánchez

    ()

  • Margarita Marín

    ()

En este artículo se cuantifican las respuestas cualitativas de la "Encuesta Mensual de Expectativas Económicas (EEME)" a través de métodos de conversión tradicionales como la estadística del balance de Bachellier (1986), el método probabilístico propuesto por Carlson-Parkin (1975) y la propuesta de Análisis Cuantitativo Regional (ACR-2003). Para las respuestas analizadas de esta encuesta se encontró que el método ACR registra el mejor desempeño teniendo en cuenta su mejor capacidad predictiva. Esta cuantificación es posteriormente utilizada en pruebas de racionalidad de expectativas que requieren la verificación de cuatro hipótesis fundamentales: insesgamiento, correlación serial, eficiencia y ortogonalidad.

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Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 649.

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Handle: RePEc:bdr:borrec:649
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