{"id":5048,"date":"1995-01-01T00:00:00","date_gmt":"1995-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1995\/01\/01\/modelizacion-estocastica-de-la-estructura-temporal-de-los-tipos-de-interes-en-espana\/"},"modified":"1995-01-01T00:00:00","modified_gmt":"1995-01-01T00:00:00","slug":"modelizacion-estocastica-de-la-estructura-temporal-de-los-tipos-de-interes-en-espana","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelizacion-estocastica-de-la-estructura-temporal-de-los-tipos-de-interes-en-espana\/","title":{"rendered":"Modelizacion estocastica de la estructura temporal de los tipos de interes en espa\u00f1a."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jorge  Vicente P\u00e9rez Rodr\u00edguez <\/strong><\/h2>\n<p>La pretension de la tesis doctoral es doble, por un lado se pretende desarrollar una sintesis estructurada de los modelos que han investigado la estructura temporal de los tipos de interes en espa\u00f1a, realizando una taxonomia de modelos en diferentes grandes grupos. Por otro lado desarrollar un modelo de valoracion de precios de los activos a traves del consumo de bienes en la economia, que revisa y amplia el modelo hansen y singleton (1983), sargent (1987) y lee (1989) en base a una especificacion alternativa de las preferencias de los agentes que considera la no separabilidad entre el consumo privado y publico, y que nos permitira contrastar las teorias explicativas de la estructura temporal. Finalmente se elaboran las conclusiones mas significativas, en torno a la aplicacion empirica al caso espa\u00f1ol, donde se comparan los resultados del modelo de valoracion de precios propuesto y una version lineal del mismo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelizacion estocastica de la estructura temporal de los tipos de interes en espa\u00f1a.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelizacion estocastica de la estructura temporal de los tipos de interes en espa\u00f1a. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jorge  Vicente P\u00e9rez Rodr\u00edguez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1995<\/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>M\u00e1ximo Borrell Vidal<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Mar\u00eda  Teresa Costa Campi <\/li>\n<li>Angel Berges Lobera (vocal)<\/li>\n<li>Vicente Maneu Ferrer (vocal)<\/li>\n<li>Antonio Alegre Escolano (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jorge Vicente P\u00e9rez Rodr\u00edguez La pretension de la tesis doctoral es doble, por un lado se pretende [&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 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