Examinando por Materia "Emerging Markets Bonds Index (EMBI)"

Mostrando 1 - 1 de 1
  • No hay miniatura disponible
    Ítem
    Efecto de algunas variables macroeconómicas en el comportamiento de la inflación en Colombia
    (2018) Velasco Kerguelen, Andrés Felipe; Anaya Narváez, Alfredo Rafael
    Inflation is a macroeconomic variable whose management in Colombia is the responsibility of the Colombian Central Bank under the mandate of the National Constitution and its purpose is to achieve price stability -- For this reason, many researchers carry out studies using different methodologies to predict their future behavior, as well as the Colombian Central Bank uses techniques designed to that end within the framework of its target inflation strategy -- This paper proposes the use of an econometric model of error correction (EQF) that allows, on the one hand, to establish the short and long term dynamics, and on the other hand, to make inflation predictions using information on the valuation of public debt securities (TES) and the EMBI (Emerging Markets Bonds Index) index, previously demonstrating that the three variables are co-integrated -- To estimate the model, the Eviews 7 programme will be used, with quarterly information for the period 2007-IV to 2017-III