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Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach

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Author Info
Jesús Otero (University del Rosario, Bogota)
Costas Milas

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Abstract

In this paper we look at the long-run relationship between the parallel and the official exchange rate in Colombia over two regimes; a crawling peg period and a more flexible crawling band one. The existence of cointegration between the parallel and official exchange rates in Colombia is consistent with previous findings for other developing economies, and offers support for the view that the parallel market for foreign exchange is not informationally efficient, because past values of the two rates (and of the disequilibrium error) could be used for forecasting the parallel exchange rate. The fact that the parallel rate cointegrates with the official one also implies that the latter has a role to play in the evolution of the former. This should be kept in mind when the monetary authorities affect with their decisions the behaviour of the official exchange rate. Further, we look at the short-run adjustment process of the parallel rate both in a linear and a non-linear context. According to the empirical results, there is strong evidence in favour of non-linear adjustment over the crawling peg but not over the crawling band period. This should not come as a surprise. The first period has witnessed the operation of strict foreign controls that have caused distortions in the transition back to equilibrium, once disequilibrium has occurred. The non-linear adjustment reported in the paper, provides an empirical evidence of the complicated structure under which the exchange rate market operated. With the abolition of exchange rate controls and the introduction of more flexibility in the exchange rate market over the second period, these distortions have gradually been eliminated. As a result, the transition back to equilibrium does not longer seem to exhibit any complicated non-linear structure. Thus, the modelling exercise has showed that the change from the crawling peg exchange rate regime to a crawling band one did not affect the long-run equilibrium relationship between the official and parallel exchange rates in Colombia, but changed radically the short-run dynamics.

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Publisher Info
Paper provided by Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance in its series CeNDEF Workshop Papers, January 2001 with number PO2.

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Date of creation: 04 Jan 2001
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Handle: RePEc:ams:cdws01:po2

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Related research
Keywords: Parallel market cointegration non-linear error correction models Colombia

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
F31 - International Economics - - International Finance - - - Foreign Exchange
O54 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean

References listed on IDEAS
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  1. Van Dijk, D. & Franses, P.H., 1997. "Nonlinear Error-Correction Models for Interest rates in the Netherlands," Papers 9704/a, Erasmus University of Rotterdam - Econometric Institute.
    Other versions:
  2. Booth, G. Geoffrey & Mustafa, Chowdhury, 1991. "Long-run dynamics of black and official exchange rates," Journal of International Money and Finance, Elsevier, vol. 10(3), pages 392-405, September. [Downloadable!] (restricted)
  3. Baghestani, Hamid & Noer, John, 1993. "Cointegration analysis of the black market and official exchange rates in India," Journal of Macroeconomics, Elsevier, vol. 15(4), pages 709-721. [Downloadable!] (restricted)
  4. Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(03), pages 640-657, September. [Downloadable!]
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  5. Kouretas, Georgios P & Zarangas, Leonidas P, 1998. "A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 261-76, July. [Downloadable!] (restricted)
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  6. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
  7. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
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