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

Luis Arango Thomas, Luz Florez and Angélica M Arosemena

Latin American Journal of Economics-formerly Cuadernos de Economía, 2005, vol. 42, issue 125, 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: E32 E43 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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Related works:
Working Paper: El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia (2004)
Working Paper: El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:42:y:2005:i:125:p:79-101

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