{"id":89338,"date":"2018-03-10T00:14:28","date_gmt":"2018-03-10T00:14:28","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/la-estructura-temporal-de-las-tasas-de-interes-en-chile\/"},"modified":"2018-03-10T00:14:28","modified_gmt":"2018-03-10T00:14:28","slug":"la-estructura-temporal-de-las-tasas-de-interes-en-chile","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/la-estructura-temporal-de-las-tasas-de-interes-en-chile\/","title":{"rendered":"La estructura temporal de las tasas de interes en chile"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Sergio Z\u00fa\u00f1iga Jara <\/strong><\/h2>\n<p>La tesis esta dividida en dos partes:  &#8211; la primera consta de 3 cap\u00edtulos introductorios en los que se describe el mercado de renta fija en chile, se conceptualiza la estructura temporal de tasas de inter\u00e9s y se especifican los principios problemas en su estimaci\u00f3n emp\u00edrica.  &#8211; la segunda parte consta de 5 cap\u00edtulos en los que se efectuan estudios espec\u00edficos de la etti en chile. El primero de estos se refiere a la estimaci\u00f3n basada  en el modelo parsimonioso de nelson y siegel. El segundo estima una serie de modelos estoc\u00e1sticos de 1 factor incluyendo espec\u00edficamente con volaticidades no constantes. El tercero estima un modelo de 2 factores del tipo \u00abexperimental affine\u00bb en que los factores on la tasa corta y la tasa de largo plazo. El tercer trabajo esta referido a evaluar la capacidad de la etti como pres&#8211; de la capacidad economica en chile. El \u00faltimo trabajo estima la probabilidad de predecir una recisi\u00f3n en base al modelo de predicci\u00f3n del trabajo anterior.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>La estructura temporal de las tasas de interes en chile<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 La estructura temporal de las tasas de interes en chile <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Sergio Z\u00fa\u00f1iga Jara <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 16\/03\/2001<\/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>Hortensia Fontanals Albiol<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: d\u00eddac Ram\u00edrez  sarri\u00f3 <\/li>\n<li>paz Rico belda (vocal)<\/li>\n<li>eliseo Navarro arribas (vocal)<\/li>\n<li>josep Vivesq santa eulalia (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Sergio Z\u00fa\u00f1iga Jara La tesis esta dividida en dos partes: &#8211; la primera consta de 3 cap\u00edtulos [&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":[772,951,82,8619,963,4677],"tags":[20111,39384,42817,1479,185945,185944],"class_list":["post-89338","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-barcelona","category-ciencias-economicas","category-dinero-y-banca","category-economia-sectorial","category-sector-de-finanzas-y-seguros","tag-didac-ramirez-sarrio","tag-eliseo-navarro-arribas","tag-hortensia-fontanals-albiol","tag-josep-vivesq-santa-eulalia","tag-paz-rico-belda","tag-sergio-zuniga-jara"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/89338","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=89338"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/89338\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=89338"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=89338"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=89338"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}