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Estimación de un modelo de equilibrio de cartera para el tipo de cambio peseta-Dolar

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Abstract

En este trabajo se estudia la posible relevancia del modelo de equilibrio de cartera a la hora de explicar el comportamiento del tipo de cambio peseta-dólar durante el período 1977-1988. Con el fin de tratar adecuadamente la no estacionariedad en los tipos de cambio y en sus posibles determinantes de acuerdo con el modelo propuesto, examinamos la eventual existencia de una relación estructural entre dichas variables por medio del análisis de cointegración y de su concepto asociado de modelo de corrección del error.

Suggested Citation

  • Simón Javier Sosvilla Rivero, 1992. "Estimación de un modelo de equilibrio de cartera para el tipo de cambio peseta-Dolar," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 92-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:92-29
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    File URL: https://eprints.ucm.es/id/eprint/26039/1/9229.pdf
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    Cited by:

    1. Oscar Bajo-Rubio & Simón Sosvilla Rivero, 1993. "Teorías del tipo de cambio: una panorámica," Documentos de Trabajo del ICAE 9307, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

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    Keywords

    Tipos de cambio; Peseta; Dólar.;
    All these keywords.

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