| Title: | Efecto traspaso de tasas de interés: análisis econométrico de los efectos de las decisiones de política monetaria en República Dominicana |
| Authors: | Andújar Scheker, Julio Gabriel |
| Keywords: | EFECTO TRASPASO DE TASAS DE INTERÉS MECANISMOS DE TRANSMISIÓN POLÍTICA MONETARIA COINTEGRACIÓN MECANISMOS DE CORRECCIÓN DE ERRORES REGRESIÓN MÓVIL REPÚBLICA DOMINICANA |
| Issue Date: | Jul-2012 |
| Publisher: | Universidad Católica de Colombia. Facultad de Ciencias Económicas y Administrativas |
| Citation: | Andújar Scheker, J. (2012). Efecto traspaso de tasas de interés: análisis econométrico de los efectos de las decisiones de política monetaria en República Dominicana. Revista Finanzas y Política Económica, 4 (2) 83-102. Obtenido de https://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/463 |
| Abstract: | El estudio de los mecanismos de transmisión de las decisiones de tasas de interés de los bancos centrales es esencial para el diseño e implementación de una política monetaria efectiva y eficiente. La medición de cómo afectan los cambios en la tasa de política monetaria a las tasas de interés de largo plazo de la economía, se conoce en la literatura empírica como efecto traspaso de tasas de interés. Esta investigación desarrolla una estrategia econométrica, basada en técnicas de cointegración, mecanismos de corrección de errores y regresiones recursivas, para estimar la magnitud, completitud, rigidez y velocidad de convergencia del efecto traspaso de tasas de interés en República Dominicana. A su vez, evalúa la posible existencia de cambios estructurales en dicha transmisión. |
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| URI: | https://hdl.handle.net/10983/18515 |
| ISSN: | 2248-6046 |
| Is part of: | Revista Finanzas y Política Económica, Vol. 4, no. 2 (jul. – dic. 2012) p. 83-102. |
| Appears in Collections: | CAD. Finanzas y Política Económica |
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