Borradores de Economia
Number:
761
Published:
Classification JEL:
C32, C45, E43, G17
Keywords:
Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy
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Juan Camilo Medellín-Martínez, Sergio Restrepo Ángel
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This document explores the predictive power of the yield curves in Latin America (Colombia, Mexico, Peru and Chile) taking into account the factors set by the specifications of Nelson y Siegel and Svensson. Several forecasting methodologies are contrasted