Determinants of inflation expectations in Colombia (2004-2018)

This work uses an unrestricted VAR model with exogenous variables (VARX) to investigate the determinants of inflation expectations in Colombia for the period 2004 to 2018 based on information of survey-based inflation expectations. According to the literature review,specially the work of Ueda (2010)...

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Autores:
Osorio, Daniel
Tipo de recurso:
Masters Thesis
Fecha de publicación:
2019
Institución:
Pontificia Universidad Javeriana Cali
Repositorio:
Vitela
Idioma:
spa
OAI Identifier:
oai:vitela.javerianacali.edu.co:11522/591
Acceso en línea:
https://vitela.javerianacali.edu.co/handle/11522/591
Palabra clave:
Facultad de Ciencias Económicas y Administrativas
Maestría Ciencias Económicas y de Gestión
inflation expectations
VAR
monetary policy
Rights
openAccess
License
https://creativecommons.org/licenses/by-nc/4.0/