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La Estructura Temporal de Tasas de Interés en México: ¿Puede ésta Predecir la Actividad Económica Futura?

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dc.contributor.author Castellanos, Sara G. es_CL
dc.contributor.author Camero, Eduardo es_CL
dc.date.accessioned 2014-07-31T22:05:50Z
dc.date.available 2014-07-31T22:05:50Z
dc.date.issued 2003 es_CL
dc.identifier.citation Revista de Análisis Económico 18(2): 2003, p. 33-66 es_CL
dc.identifier.issn 0716-5927 es_CL
dc.identifier.other eISSN 0718-8870 es_CL
dc.identifier.other es_CL
dc.identifier.uri http://repositorio.uahurtado.cl/handle/11242/1790
dc.description.abstract This article uses conventional models to evaluate whether the term structure of interest rates can predict economic activity in Mexico. A positive relationship between interest rate differentials and economic activity is detected, even after controlling for the monetary policy stance through short term interest rates or monetary aggregates. The differentials among longer term interest rates are found to contain more information about future economic activity than the shorter term ones en_US
dc.language.iso es es_CL
dc.publisher ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios es_CL
dc.rights Attribution 3.0 Unported
dc.rights.uri http://creativecommons.org/licenses/by/3.0/
dc.subject.lcsh Modelos económicos es_CL
dc.subject.lcsh tasas de interés es_CL
dc.title La Estructura Temporal de Tasas de Interés en México: ¿Puede ésta Predecir la Actividad Económica Futura? es_CL
dc.type Artículo es_CL


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