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Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?

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  • Gustavo Nicolás Páez

    ()

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    Este trabajo propone una metodología denominada “algoritmo de menú” para la generación automática de modelos de pronóstico de decisiones en política pública. A partir del algoritmo de Metrópolis-Hastings y un conjunto de posibles variables explicativas, se construye un modelo que elige los factores más influyentes y la forma cómo estos, a través de funciones matemáticas, afectan la decisión. Ilustrando su uso con el problema de la predicción de la tasa de interés que fija el Banco de la República de Colombia, se resalta que el algoritmo, evidenciando la forma funcional por medio del cual se pronostica la decisión, provee un insumo cuantitativo para analizar teorías existente sobre la forma en que la decisión es tomada así como amplia el campo de investigación hacia nuevas variables predictivas.

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    File URL: http://economia.uniandes.edu.co/publicaciones/dcede2015-05.pdf
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    Paper provided by UNIVERSIDAD DE LOS ANDES-CEDE in its series DOCUMENTOS CEDE with number 012567.

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    Length: 49
    Date of creation: 09 Feb 2015
    Handle: RePEc:col:000089:012567
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