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Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas

Author

Listed:
  • H�ctor Z�rate
  • Katherine S�nchez
  • Margarita Mar�n

Abstract

En este art�culo se cuantifican las respuestas cualitativas de la Encuesta Mensual de Expectativas Econ�micas (EEME)" a trav�s de m�todos de conversi�n tradicionales como la estad�stica del balance de Bachellier (1986), el m�todo probabil�stico propuesto por Carlson-Parkin (1975) y la propuesta de An�lisis Cuantitativo Regional (ACR-2003). Para las respuestas analizadas de esta encuesta se encontr� que el m�todo ACR registra el mejor desempe�o teniendo en cuenta su mejor capacidad predictiva. Esta cuantificaci�n es posteriormente utilizada en pruebas de racionalidad de expectativas que requieren la verificaci�n de cuatro hip�tesis fundamentales: insesgamiento, correlaci�n serial, eficiencia y ortogonalidad. "

Suggested Citation

  • H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011. "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia 8327, Banco de la Republica.
    • Handle: RePEc:col:000094:008327
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    More about this item

    Keywords

    Encuestas de expectativas; M�todos de cuantificaci�n; Expectativas Racionales; M�nimos cuadrados gen;
    All these keywords.

    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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