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Efectos de la comunicación en el desacuerdo de expectativas: evidencia empírica para Colombia

dc.rights.licenseReconocimiento 4.0 Internacional
dc.contributor.advisorJunca Rodríguez, Gustavo Adolfo
dc.contributor.advisorGalvis Ciro, Juan Camilo
dc.contributor.authorAnzoategui Zapata, Juan Camilo
dc.date.accessioned2022-12-13T21:54:54Z
dc.date.available2022-12-13T21:54:54Z
dc.date.issued2022-12-15
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/82863
dc.descriptionilustraciones, diagramas
dc.description.abstractEsta tesis busca identificar los efectos de la comunicación de la política económica sobre las expectativas macroeconómicas. En particular, busca identificar los efectos de la comunicación de política monetaria y fiscal sobre los desacuerdos en las expectativas de inflación del consumidor, las expectativas del déficit fiscal del mercado financiero y las expectativas de la tasa de interés de política monetaria. Para ello son construidos indicadores de desacuerdos en las expectativas, indicadores de comunicación monetaria y fiscal, así como también indicadores de credibilidad y reputación de política monetaria y fiscal. La metodología empleada consiste en evaluar los efectos de la comunicación a través de estimaciones OLS-HAC, GMM-HAC, GMM-WINDMEIJER y VAR (impulso-respuesta y descomposición de varianza). Los resultados econométricos de la investigación indican que la comunicación monetaria y fiscal ejerce efectos importantes en la formación de expectativas macroeconómicas. Por lo tanto, la principal recomendación de política económica apunta a que las instituciones monetaria y fiscal deben realizar mayores para que la comunicación se convierte en una herramienta importante de política económica que permita la conducción de las expectativas macroeconómicas y como resultado facilite la conquista de los metas perseguidas por las autoridades económicas. (Texto tomado de la fuente)
dc.description.abstractThis thesis seeks to identify the effects of economic policy communication on macroeconomic expectations. In particular, it seeks to identify the effects of monetary and fiscal policy communication on disagreements in consumer inflation expectations, financial market fiscal deficit expectations, and monetary policy interest rate expectations. For this, indicators of disagreements in expectations, indicators of monetary and fiscal communication, as well as indicators of credibility and reputation of monetary and fiscal policy are constructed. The methodology used consists of evaluating the effects of communication through OLS-HAC, GMM-HAC, GMM-WINDMEIJER and VAR (impulse-response and variance decomposition) estimates. The econometric results of the research indicate that monetary and fiscal communication exerts important effects on the formation of macroeconomic expectations. Therefore, the main economic policy recommendation is that the monetary and fiscal institutions must do more so that communication becomes an important economic policy tool that allows the management of macroeconomic expectations and, as a result, facilitates the conquest of goals pursued by the economic authorities.
dc.format.extent128 páginas
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.publisherUniversidad Nacional de Colombia
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subject.ddc330 - Economía::339 - Macroeconomía y temas relacionados
dc.subject.ddc330 - Economía::332 - Economía financiera
dc.subject.ddc330 - Economía::336 - Finanzas públicas
dc.titleEfectos de la comunicación en el desacuerdo de expectativas: evidencia empírica para Colombia
dc.typeTrabajo de grado - Doctorado
dc.type.driverinfo:eu-repo/semantics/doctoralThesis
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dc.publisher.programBogotá - Ciencias Económicas - Doctorado en Ciencias Económicas
dc.coverage.countryColombia
dc.description.degreelevelDoctorado
dc.description.degreenameDoctor en Ciencias Económicas
dc.identifier.instnameUniversidad Nacional de Colombia
dc.identifier.reponameRepositorio Institucional Universidad Nacional de Colombia
dc.identifier.repourlhttps://repositorio.unal.edu.co/
dc.publisher.facultyFacultad de Ciencias Económicas
dc.publisher.placeBogotá, Colombia
dc.publisher.branchUniversidad Nacional de Colombia - Sede Bogotá
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dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.subject.lembContent analysis (communication)
dc.subject.lembAnálisis de contenido (comunicación)
dc.subject.proposaldesacuerdos
dc.subject.proposalcomunicación
dc.subject.proposalexpectativas
dc.subject.proposalpolítica monetaria
dc.subject.proposalpolítica fiscal
dc.subject.proposalexpectativas fiscales
dc.subject.proposaldisagreements
dc.subject.proposalcommunication
dc.subject.proposalexpectations
dc.subject.proposalmonetary policy
dc.subject.proposalfiscal policy
dc.subject.proposalfiscal expectations
dc.subject.proposalconsumidores
dc.subject.proposalconsumers
dc.title.translatedCommunication effects on the disagreement of expectations: empirical evidence for Colombia
dc.type.coarhttp://purl.org/coar/resource_type/c_db06
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.contentText
dc.type.redcolhttp://purl.org/redcol/resource_type/TD
oaire.accessrightshttp://purl.org/coar/access_right/c_abf2
dcterms.audience.professionaldevelopmentEstudiantes
dcterms.audience.professionaldevelopmentInvestigadores
dcterms.audience.professionaldevelopmentMaestros
dcterms.audience.professionaldevelopmentMedios de comunicación
dcterms.audience.professionaldevelopmentResponsables políticos
dc.contributor.orcidAnzoategui Zapata, Juan Camilo [0000-0001-6680-275X]
dc.contributor.cvlacAnzoategui Zapata, Juan Camilo [https://scienti.minciencias.gov.co/cvlac/EnRecursoHumano/inicio.do]
dc.contributor.researchgateAnzoategui Zapata, Juan Camilo [https://www.researchgate.net/profile/Juan-Camilo-Anzoategui-Zapata]
dc.contributor.googlescholarAnzoategui Zapata, Juan Camilo [https://scholar.google.com/citations?user=cZlNjVEAAAAJ&hl=es]


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