Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal
AbstractEste 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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Bibliographic InfoPaper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 359.
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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; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-09 (All new papers)
- NEP-FMK-2005-12-09 (Financial Markets)
- NEP-LAM-2005-12-09 (Central & South America)
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