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Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007

  • Juan José Echavarría


  • Diego Vásquez


En este trabajo se utilizan tasas marginales de interés,tasas de cambio forwards y encuestas sobreexpectativas de devaluación con el fin de verificarlas hipótesis de las paridades cubierta (PC) y no cubierta(PNC) de las tasas de interés en Colombiaen el período 2000-2007. Se encuentra evidencia decumplimiento de PC para períodos mayores o igualesa un día y de PNC en todos los plazos cuando semiden correctamente las variables. La anomalía"que se detecta en algunos casos desaparece cuandose elimina el supuesto de expectativas racionales, ycuando se incorpora adecuadamente el riesgo país."

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Volume (Year): (2008)
Issue (Month): (June)

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Handle: RePEc:col:000107:005291
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