Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas
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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| Length: | 54 |
| Date of creation: | 10 Apr 2011 |
| Handle: | RePEc:col:000094:008327 |
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