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Relación entre exportaciones y tasa de cambio real en Colombia entre 1995 y 2014

Author

Listed:
  • Danna Jhuliet Ramírez Buitrago
  • Harold Iván Huérfano Ochoa

Abstract

En este trabajo se analiza la relación existente entre la tasa de cambio real (TCR) y las exportaciones de la economía colombiana, con el objeto de observar las variaciones que se pueden presentar en las exportaciones dada un choque en la TCR. Para tal efecto se aplica un modelo de vectores autorregresivos (VAR), a través de la causalidad de Granger, la función impulso respuesta se observa cómo una variable puede afectar a otra contemporáneamente. Se encuentra entonces, que hay una relación de causalidad entre la TCR y las exportaciones, sin embargo en sentido inverso no se observa alguna relación de causalidad.

Suggested Citation

  • Danna Jhuliet Ramírez Buitrago & Harold Iván Huérfano Ochoa, 2015. "Relación entre exportaciones y tasa de cambio real en Colombia entre 1995 y 2014," Econógrafos, Escuela de Economía 12650, Universidad Nacional de Colombia, FCE, CID.
    • Handle: RePEc:col:000176:012650
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    File URL: http://fce.unal.edu.co/centro-editorial/docs/econografos-escuela-economia/77-relacion-entre-exportaciones-y-tasa-de-cambio-real-en-colombia-entre-1995-y-2014
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    More about this item

    Keywords

    Tipo de cambio real; exportaciones; Vectores autorregresivos; causalidad Granger; función impulso respuesta.;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • E03 - Macroeconomics and Monetary Economics - - General - - - Behavioral Macroeconomics
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General

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