Expectativas de inflación en Colombia 2003-2019: un enfoque a través del Filtro de Kalman

Herrera Santana, Juan Fernando; Hernández Ávila, Daniel Felipe

dc.contributor.advisor	Torres Guevara, Luz Elba
dc.contributor.author	Herrera Santana, Juan Fernando
dc.contributor.author	Hernández Ávila, Daniel Felipe
dc.date.accessioned	2020-03-10T15:02:32Z
dc.date.available	2020-03-10T15:02:32Z
dc.date.issued	2020-02-06
dc.identifier.uri	http://hdl.handle.net/10818/39797
dc.description	28 páginas	es_CO
dc.description.abstract	En este documento se lleva a cabo la estimación de las expectativas de inflación mensuales en Colombia, para el período comprendido entre 2013 y 2019, a partir de una representación Estado-Espacio derivada de un proceso de vectores autorregresivos de la tasa de interés real ex ante y la inflación esperada. Para ello, se hace uso del Filtro de Kalman dentro de un optimizador no lineal, lo cual permite obtener los parámetros del modelo que describen la evolución de la tasa de interés nominal, la inflación y las expectativas de inflación. Se encontró evidencia que sugiere un comportamiento adaptativo de las expectativas junto con la subestimación de estas por parte de los agentes.	es_CO
dc.language.iso	spa	es_CO
dc.publisher	Universidad de La Sabana	es_CO
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 International	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.source	Universidad de La Sabana
dc.source	Intellectum Repositorio Universidad de La Sabana
dc.subject	Filtración Kalman	es_CO
dc.subject	Inflación -- Colombia	es_CO
dc.subject	Tasas de interés	es_CO
dc.title	Expectativas de inflación en Colombia 2003-2019: un enfoque a través del Filtro de Kalman	es_CO
dc.type	bachelorThesis	es_CO
dc.publisher.program	Economía y Finanzas Internacionales
dc.publisher.department	Escuela Internacional de Ciencias Económicas y Administrativas
dc.identifier.local	276368
dc.identifier.local	TE10589
dc.rights.accessRights	openAccess
dc.creator.degree	Economista con Énfasis en Finanzas Internacionales
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