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Realineamientos y estados de la tasa de cambio nominal en Colombia, 1994-1999

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Author Info

  • Elkin Castaño Vélez
  • Wilman Arturo Gómez Muñoz
  • Ramón Javier Mesa Callejas
  • Catalina Ortiz Pérez
  • Remberto Rhenals Monterrosa

Abstract

Este artículo se enmarca en el análisis del comportamiento de la tasa de cambio nominal bajo el régimen de bandas que se observó en Colombia entre el 24 de enero de 1994 y el 24 de septiembre de 1999. El propósito principal es caracterizar los regímenes que registró la tasa de cambio nominal en este período (devaluación o revaluación) y la ley que gobernó su transición, a través de un sistema de cadenas de Markov. Concretamente, se utiliza el modelo de tendencias estocásticas segmentadas desarrollado en 1990 por James D. Hamilton y se modela la tasa de cambio semanal como si fuera generada por uno de los regímenes señalados.

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Bibliographic Info

Article provided by Universidad de Antioquia, Departamento de Economía in its journal LECTURAS DE ECONOMÍA.

Volume (Year): (2002)
Issue (Month): 56 (Enero Junio)
Pages: 73-105

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Handle: RePEc:lde:journl:y:2002:i:56:p:73-105

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Web page: http://economia.udea.edu.co
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Order Information:
Postal: Lecturas de Economía, Departamento de Economía, Calle 67, 53-108, Medellin 050010, Colombia.

Related research

Keywords: Tasa de cambio - Colombia; Bandas cambiarias; Politica cambiaria - Colombia; Modelos estocasticos; Devaluacion - Colombia; Revaluacion;

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