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

Economic Analysis Review

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

 
Creator Castellanos, Sara G.
Camero, Eduardo
 
Description 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

 
Publisher Universidad Alberto Hurtado - Facultad de Economía y Negocios
 
Contributor

 
Date 2010-03-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion


 
Format application/pdf
 
Identifier http://www.rae-ear.org/index.php/rae/article/view/29
 
Source Revista de Análisis Económico - Economic Analysis Review; Vol 18, No 2 (2003); 33-66
Revista de Análisis Económico – Economic Analysis Review; Vol 18, No 2 (2003); 33-66
0718-8870
0716-5927
 
Language spa
 
Relation http://www.rae-ear.org/index.php/rae/article/view/29/57