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Efecto rebano: una aproximación para contrastar la hipótesis de expectativas racionales

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  • Juan Sebastián Vélez Velásquez

Abstract

La Hipótesis de Expectativas Racionales ha sido una herramienta crucial para el análisis económico y un supuesto ampliamente difundido al modelar el comportamiento de los agentes económicos. Sin embargo, ha sido también un fuerte supuesto acerca del alcance de la racionalidad de los agentes. Muchos trabajos alrededor del mundo han lidiado con probar la precisión de las predicciones de agentes pronosticadores. En Colombia la escasez de trabajo relacionado puede deberse, en parte, a la escasez de datos. Este documento aborda la prueba de la Hipótesis de Expectativas Racionales, usando técnicas econométricas sencillas en una base de datos construida para este propósito.

Suggested Citation

  • Juan Sebastián Vélez Velásquez, 2006. "Efecto rebano: una aproximación para contrastar la hipótesis de expectativas racionales," Documentos de Trabajo 3971, Universidad del Valle, CIDSE.
    • Handle: RePEc:col:000149:003971
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