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Evaluación de pronósticos del tipo de cambio utilizando


Author Info

  • Munir A. Jalil. B


  • Martha Misas



El presente trabajo compara especificaciones lineales y no lineales (expresadas en redes neuronales artificiales) ajustadas a la variación porcentual diaria del tipo de cambio utilizando para ello funciones de costo tradicionales (simétricas) a la vez que se introduce el análisis asimétrico. Los resultados muestran que las redes neuronales permiten obtener mejores pronósticos con ambos tipos de funciones de costos. Sin embargo, es de anotar que cuando se evalúan los pronósticos con funciones asimétricas, el modelo no lineal supera ampliamente a su contraparte lineal.

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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 002636.

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Length: 32
Date of creation: 28 Feb 2006
Date of revision:
Handle: RePEc:col:000094:002636

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Related research

Keywords: Tipo de cambio; redes neuronales artificiales; evaluación de pronóstico;

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Cited by:
  1. Gerencia de Riesgo Asobancaria - CIFIN, . "Estimación de la Carga Financiera en Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia 056, Banco de la Republica de Colombia.
  2. María Clara Aristizábal Restrepo, . "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.
  3. José Mauricio Salazar Sáenz, . "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 575, Banco de la Republica de Colombia.


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