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Desequilibrios nominales y reales del tipo de cambio en Colombia

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Author Info

  • Hugo Oliveros C.

    ()

  • Carlos Huertas C.

    ()

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    Abstract

    La estimación de los desequilibrios nominales y reales del tipo de cambio(TC) en Colombia se construye a partir de dos componentes: el permanenteasociado con una tendencia estocástica (no estacionaria) y el transitoriovinculado con el ciclo (estacionario). La separación entre lo permanente ylo transitorio se realiza a partir de las relaciones de largo plazo entre el TCnominal (real) y sus determinantes fundamentales. El nivel de equilibrio dela TC nominal (real) se obtiene como el componente permanente, según lametodología de common trends", aplicada a la TC nominal y a susdeterminantes fundamentales, mientras que el componente transitorio secalcula por residuo y se asocia al desequilibrio. El ejercicio se lleva a cabopara diferentes frecuencias (anual y trimestral) y períodos de información y se usan variosmodelos de determinación del TC nominal y real."

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    File URL: http://www.banrep.gov.co/docum/ensayos/pdf/espe_043-2.pdf
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    Bibliographic Info

    Article provided by BANCO DE LA REPÚBLICA - ESPE in its journal ENSAYOS SOBRE POLÍTICA ECONÓMICA.

    Volume (Year): (2003)
    Issue (Month): ()
    Pages:

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    Handle: RePEc:col:000107:005296

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    Related research

    Keywords: tasa de cambio real; equilibrio de la tasa de cambio real.;

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    Cited by:
    1. Juan José Echevarría & Diego Vásquez & Mauricio Villamizar, 2005. "La Tasa De Cambio Real En Colombia. ¿Muy Lejos Del Equilibrio?," BORRADORES DE ECONOMIA 003083, BANCO DE LA REPÚBLICA.

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