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Determinación econométrica del tipo de cambio en México

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  • Navarro, José César Lenin

    ()
    (Instituto de Investigaciones Económicas y Empresariales de la Universidad Michoacana de San Nicolás de Hidalgo)

  • Santos, Jessica

    (Estudiante Becaria del Programa Académico CONACYT de la Maestría en Ciencias en Comercio Exterior en el Instituto de Investigaciones Económicas y Empresariales de la Universidad Michoacana de San Nicolás de Hidalgo.)

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    Abstract

    The present research examines the determinants of the nominal exchange rate in Mexico, for the short and long run. Based on a Cointegration model, we conclude that, for the long term, the nominal exchange rate is determined by: a) expectations of the nominal exchange rate; b) prices; c) monetary supply, and; d) productivity. While, for de short run, the nominal exchange rate is determined by: a) risk; expectations on the nominal exchange rate, and; c) prices.

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    Bibliographic Info

    Article provided by Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales in its journal Revista Nicolaita de Estudios Económicos.

    Volume (Year): II (2007)
    Issue (Month): 1 ()
    Pages: 9-27

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    Handle: RePEc:ris:rnicee:0025

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    Related research

    Keywords: monetarism; fundamental model; purchasing power parity; cointegration; exchange rate;

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