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Desequilibrios nominales y reales del tipo de cambio en Colombia


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  • Hugo Oliveros C.


  • Carlos Huertas C.


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

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    Handle: RePEc:col:000107:005296

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

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    Cited by:
    1. Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005. "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.


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