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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