{"id":18319,"date":"2002-11-07T00:00:00","date_gmt":"2002-11-07T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/contenido-informativo-de-la-estructura-temporal-de-los-tipos-de-interes\/"},"modified":"2002-11-07T00:00:00","modified_gmt":"2002-11-07T00:00:00","slug":"contenido-informativo-de-la-estructura-temporal-de-los-tipos-de-interes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/contenido-informativo-de-la-estructura-temporal-de-los-tipos-de-interes\/","title":{"rendered":"Contenido informativo de la estructura temporal de los tipos de inter\u00e9s"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Mart\u00ednez Serna M. Isabel <\/strong><\/h2>\n<p>En este trabajo de investigaci\u00f3n se lleva a cabo un estudio te\u00f3rico y emp\u00edrico del contenido informativo de la estructura temporal de los tipos de inter\u00e9s en un doble sentido.  as\u00ed, en la primera parte de la tesis, se analiza la capacidad de predicci\u00f3n de su pendiente, esto es, el diferencial de tipos largo-corto plazo, sobre los movimientos futuros de los tipos de inter\u00e9s y el efecto que la pol\u00edtica monetaria produce a este respecto. Para ello, con datos espa\u00f1oles del per\u00edodo 1993-2001, se contrasta el modelo de mccallum (1994) que relaciona la teor\u00eda de las expectativas con una ecuaci\u00f3n de reacci\u00f3n de la pol\u00edtica monetaria al diferencial de tipos.  en cuanto a la segunda parte de la tesis, en ella se examina emp\u00edricamente la informaci\u00f3n contenida en la estructura te\u00f3rico que sustenta esta relaci\u00f3n, centr\u00e1ndonos b\u00e1sicamente en el modelo de harvey (1988). Este modelo relaciona el crecimiento esperado del consumo con la pendiente de la estructura temporal de los tipos de inter\u00e9s. En esta parte de la tesis se estima dicho modelo con datos del \u00edndice de producci\u00f3n industrial de bienes de consumo y con dos indicadores de las expectativas de los agentes econ\u00f3micos sobre el crecimiento econ\u00f3mico, esto es, el \u00edndice de confianza del consumidor y el \u00edndice de sentimiento econ\u00f3mico.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Contenido informativo de la estructura temporal de los tipos de inter\u00e9s<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Contenido informativo de la estructura temporal de los tipos de inter\u00e9s <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Mart\u00ednez Serna M. Isabel <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Murcia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 11\/07\/2002<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Eliseo Navarro Arribas<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: alfonso Novales cinca <\/li>\n<li>gonzalo Lozano arnica (vocal)<\/li>\n<li>dulce Contreras bayarri (vocal)<\/li>\n<li>prosper Lamothe fern\u00e1ndez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mart\u00ednez Serna M. Isabel En este trabajo de investigaci\u00f3n se lleva a cabo un estudio te\u00f3rico y [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[772,82,747,8619,1698,8235,1302],"tags":[23088,12312,39384,56896,56895,12681],"class_list":["post-18319","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-consumo-ahorro-e-inversion","category-dinero-y-banca","category-gestion-financiera","category-murcia","category-organizacion-y-gestion-de-empresas","tag-alfonso-novales-cinca","tag-dulce-contreras-bayarri","tag-eliseo-navarro-arribas","tag-gonzalo-lozano-arnica","tag-Martinez-serna-m-isabel","tag-prosper-lamothe-fernandez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/18319","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=18319"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/18319\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=18319"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=18319"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=18319"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}