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Choques macroeconómicos y tipo de cambio real. Alguna evidencia para Argentina

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  • Luis N. Lanteri

    (Universidad Nacional del Rosario, Argentina.)

Abstract

La hipótesis de ‘overshooting’ del tipo de cambio de Dornbusch (1976) es una de las piezas centrales de la macroeconomía internacional. Este trabajo analiza los efectos de los choques monetarios y de otros choques macroeconómicos en el tipo de cambio real en el caso de una economía pequeña como Argentina. El trabajo emplea modelos de SVAR, con restricciones de corto plazo, y datos trimestrales de este país, que cubren el período 1993-2014. Los resultados muestran que un choque monetario contractivo genera una apreciación en el tipo de cambio real en el corto plazo y posteriormente una depreciación gradual de esta variable, tal como sugiere la hipótesis de Dornbusch..

Suggested Citation

  • Luis N. Lanteri, 2014. "Choques macroeconómicos y tipo de cambio real. Alguna evidencia para Argentina," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages 1-1, December.
    • Handle: RePEc:eac:articl:17/13
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