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La devaluación esperada en el Perú: 1975-1985

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  • José Espósito Li Carrillo

Abstract

La variable tipo de cambio y las expectativas de los agentes económicos en torno a su valor esperado, juegan hoy en día un papel decisivo para la marcha económica de nuestro país. Por ello en el presente artículo se pretende hacer una primera aproximación sobre la magnitud de las expectativas cambiarias - a través del cálculo de la devaluación esperada utilizando el método bayesiano de probabilidad condicional, como una alternativa de medición para la actual incertidumbre en materia cambiaria.

Suggested Citation

  • José Espósito Li Carrillo, 1988. "La devaluación esperada en el Perú: 1975-1985," Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico, vol. 15(23), pages 89-106.
    • Handle: RePEc:pai:apunup:es-23-05
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    References listed on IDEAS

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    1. Cumby, Robert E & Obstfeld, Maurice, 1981. "A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis," Journal of Finance, American Finance Association, vol. 36(3), pages 697-703, June.
    2. Obstfeld, Maurice, 1984. "Balance-of-Payments Crises and Devaluation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(2), pages 208-217, May.
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