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Tasa De Cambio Real De Colombia:Un Enfoque Empírico No Lineal

Author

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  • Carlos A. Huertas Campos

Abstract

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 linealmente a ciertos fundamentales, y no linealmente a sus desalineamientos.

Suggested Citation

  • Carlos A. Huertas Campos, 2005. "Tasa De Cambio Real De Colombia:Un Enfoque Empírico No Lineal," Borradores de Economia 3536, Banco de la Republica.
    • Handle: RePEc:col:000094:003536
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    File URL: http://www.banrep.gov.co/docum/ftp/borra359.pdf
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    Citations

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    Cited by:

    1. Rafael Puyana, 2010. "El efecto Balassa-Samuelson en Colombia," Borradores de Economia 7801, Banco de la Republica.
    2. Rafael Puyana Martínez-Villalba, 2011. "El efecto Balassa-Samuelson en Colombia," Documentos CEDE 7959, Universidad de los Andes, Facultad de Economía, CEDE.

    More about this item

    Keywords

    tasa de cambio real; equilibrio de la tasa de cambio real.;

    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; State Space Models
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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