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

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  • Héctor Zárate

    ()

  • Katherine Sánchez

    ()

  • Margarita Marín

    ()

Abstract

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. "

Suggested Citation

  • Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," BORRADORES DE ECONOMIA 008327, BANCO DE LA REPÚBLICA.
  • Handle: RePEc:col:000094:008327
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    References listed on IDEAS

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    Keywords

    Encuestas de expectativas; Métodos de cuantificación; Expectativas Racionales; Mínimos cuadrados generalizados.;

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods

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