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El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia

Luis Eduardo Arango Thomas (), Luz Adriana Flórez and Angélica M Arosemena

Latin American Journal of Economics-formerly Cuadernos de Economía, 2005, vol. 42, issue 125, pages 79-101

Abstract: This article tests the hypothesis that the term structure of interest rates contains information about future economic activity in Colombia. According to the multilogit approach used to verify the hypothesis that an increase in the spread of interest rate

Keywords: Estructura a Plazo; Spread de Tasas de Interés; Diferencial de Inflación; Expectativas de Actividad Económica; Logit Ordenados (search for similar items in EconPapers)
JEL-codes: E43 E32 (search for similar items in EconPapers)
Date: 2005
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http://www.economia.puc.cl/docs/125arana.pdf (application/pdf)

Related works:
Working Paper: El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia (2003) Downloads
Working Paper: El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia Downloads
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Latin American Journal of Economics-formerly Cuadernos de Economía is edited by Felipe Zurita and Raimundo Soto

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