IDEAS home Printed from https://ideas.repec.org/p/col/000094/002692.html
   My bibliography  Save this paper

Expectativas De Actividad Econ�Mica En Colombia Y Estructura A Plazo: Un Poco M�S De Evidencia

Author

Listed:
  • Luis Eduardo Arango
  • Luz Adriana Fl�rez

Abstract

Se presenta evidencia clara a favor de la hip�tesis de que la estructura a plazo real contiene informaci�n sobre las expectativas de la actividad econ�mica en Colombia para los plazos entre 6 y 12, 6 y 24, y 12 y 24 meses adelante. Los signos de los coeficientes estimados son, en todos los casos, los que predice la teor�a. La capacidad de pron�stico del modelo es mejor para el per�odo entre 6 y 12 meses adelante que para periodos superiores.

Suggested Citation

  • Luis Eduardo Arango & Luz Adriana Fl�rez, 2004. "Expectativas De Actividad Econ�Mica En Colombia Y Estructura A Plazo: Un Poco M�S De Evidencia," Borradores de Economia 2692, Banco de la Republica.
    • Handle: RePEc:col:000094:002692
    as

    Download full text from publisher

    File URL: http://www.banrep.gov.co/docum/ftp/borra302.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Arango, Luis Eduardo & Flórez, Luz Adriana, 2008. "Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(297), pages 183-210, enero-mar.
    2. Diego Agudelo Rueda & Mónica Arango Arango, 2008. "La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
    3. Diego Alonso Agudelo Rueda & Mónica Arango Arango, 2008. "La curva de rendimientos a plazo y las expectativas de tasas de interes en el mercado de renta fija en colombia 2002-2007," Documentos de Trabajo de Valor Público 10650, Universidad EAFIT.

    More about this item

    Keywords

    ;

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000094:002692. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Clorith Angelica Bahos Olivera (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.