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Modelo caótico de mercado cambiario: una aplicación de la demanda

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  • Julián Ibarra Onofre

    (Egresado de la Facultad de Economía, Universidad Autónoma de Nuevo León.)

Abstract

El presente trabajo es una aplicación de la teoría del caos en el campo de la economía, denominada dinámica caótica. El principal objetivo de la investigación es proveer un modelo de pronóstico lo más preciso posible, para el tipo de cambio fix, en una periodicidad diaria. Las pruebas de ajuste del modelo comprenden del 1 de enero de 1999 al 31 de marzo de 2003. La aplicación del pronóstico se hará para los meses de noviembre y diciembre de 2003, y enero de 2004. De los resultados de nuestro modelo se desprende que el tipo de cambio no bajará de los 11 pesos/dólar.

Suggested Citation

  • Julián Ibarra Onofre, 2003. "Modelo caótico de mercado cambiario: una aplicación de la demanda," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 91-132, November.
  • Handle: RePEc:ere:journl:v:xxii:y:2003:i:2:p:91-132
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