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Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal Author info | Abstract | Publisher info | Download info | Related research | Statistics Carlos A.Huertas Campos ()
Este documento muestra evidencia de una relación no lineal entre la Tasa de Cambio Real (TCR) de Colombia y sus fundamentales. Utilizando un modelo exponencial auto-regresivo de transición suave (ESTAR), se encontró que la TCR bilateral de Colombia frente a México y a Estados Unidos, responde inealmente a ciertos fundamentales, y no linealmente a sus desalineamientos.
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Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number
359.
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Keywords: Tasa de cambio real equilibrio de la tasa de cambio real. Find related papers by JEL classification: C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models F31 - International Economics - - International Finance - - - Foreign Exchange
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