El tipo de cambio real y la cuenta corriente de la balanza de pagos de largo plazo en Colombia
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Sergio Clavijo, 1990.
"Productividad laboral, multifactorial y la tasa de cambio real en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 9(17), pages 73-97, June.
- Sergio Clavijo, 1990. "Productividad laboral, multifactorial y la tasa de cambio real en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 9(17), pages 73-97, June.
- Stock, James H & Watson, Mark W, 1988. "Variable Trends in Economic Time Series," Journal of Economic Perspectives, American Economic Association, vol. 2(3), pages 147-174, Summer.
- Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(1), pages 99-125.
- Sean Becketti & Gordon H. Sellon, 1989. "Has financial market volatility increased?," Economic Review, Federal Reserve Bank of Kansas City, vol. 74(Jun), pages 17-30.
- Darryl Holden & Roger Perman, 1994. "Unit Roots and Cointegration for the Economist," Palgrave Macmillan Books, in: B. Bhaskara Rao (ed.), Cointegration, chapter 3, pages 47-112, Palgrave Macmillan.
- Fernando Montes, 1982.
"Principales determinantes del comportamiento de la cuenta corriente durante la década,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 1(2), pages 187-255, September.
- Fernando Montes, 1982. "Principales determinantes del comportamiento de la cuenta corriente durante la década," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 1(2), pages 187-255, September.
- Froot, Kenneth A. & Rogoff, Kenneth, 1995.
"Perspectives on PPP and long-run real exchange rates,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688,
Elsevier.
- Ken Froot & Kenneth Rogoff, "undated". "Perspectives on PPP and Long-Run Real Exchange Rates," Working Paper 32027, Harvard University OpenScholar.
- Kenneth A. Froot & Kenneth Rogoff, 1994. "Perspectives on PPP and Long-Run Real Exchange Rates," NBER Working Papers 4952, National Bureau of Economic Research, Inc.
- Miller, Stephen M., 1988. "The Beveridge-Nelson decomposition of economic time series : Another economical computational method," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 141-142, January.
- Cuddington, John T. & Winters, L. Alan, 1987. "The Beveridge-Nelson decomposition of economic time series : A quick computational method," Journal of Monetary Economics, Elsevier, vol. 19(1), pages 125-127, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Herrera, Santiago, 2000. "Determinantes y composición del endeudamiento público en Colombia," IDB Publications (Working Papers) 2110, Inter-American Development Bank.
- Jorge Ramos & Hernán Rincón, 2000. "El Balance Fisacl y el Balance en la Cuenta Corriente en Colombia: Canales de Transmisión y Causalidad," Borradores de Economia 166, Banco de la Republica de Colombia.
- Santiago Herrera, 2000. "Determinantes y Composición del Endeudamiento Público en Colombia," Research Department Publications 3105, Inter-American Development Bank, Research Department.
- Santiago Herrera, 1997. "Una evaluación distinta de la situación fiscal colombiana," Coyuntura Económica, Fedesarrollo, September.
- Rhenals M., Remberto & Saldarriaga, Juan Pablo, 2007. "Tasa de cambio real y crecimiento económico en Colombia, 1995-2006: una exploración inicial," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, July.
- Jorge Ramos & Hernán Rincón, 2000. "El Balance Fiscal Y El Balance En La Cuenta Corriente En Colombia: Canales De Transmisión Y Causalidad," Borradores de Economia 2457, Banco de la Republica.
- Leonardo Villar & Hernán Rincón, 2000.
"The Colombian Economy In The Nineties: Capital Flows And Foreign Exchange Regimes,"
Borradores de Economia
3575, Banco de la Republica.
- Leonardo Villar & Hernán Rincón, 2000. "The Colombian Economy in the nineties: Capital Flows and Foreign Exchange Regimes," Borradores de Economia 149, Banco de la Republica de Colombia.
- Carlos Esteban Posada, 1999. "Tasa de cambio real y consumo : teoria, evidencia y estudios del caso colombiano, 1950-1997," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 51, pages 7-46, Julio Dic.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- van Amano, Robert A & Norden, Simon, 1998.
"Exchange Rates and Oil Prices,"
Review of International Economics, Wiley Blackwell, vol. 6(4), pages 683-694, November.
- Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, University Library of Munich, Germany.
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
- Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.
- Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999.
"Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries,"
Journal of International Economics, Elsevier, vol. 47(2), pages 245-266, April.
- Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc.
- Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1996. "Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," CEPR Discussion Papers 1464, C.E.P.R. Discussion Papers.
- Rapach, David E. & Wohar, Mark E., 2004. "Testing the monetary model of exchange rate determination: a closer look at panels," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 867-895, October.
- Massmann, Michael & Mitchell, James, 2003.
"Reconsidering the evidence: Are Eurozone business cycles converging,"
ZEI Working Papers
B 05-2003, University of Bonn, ZEI - Center for European Integration Studies.
- James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group.
- Morley, James C., 2002. "A state-space approach to calculating the Beveridge-Nelson decomposition," Economics Letters, Elsevier, vol. 75(1), pages 123-127, March.
- Mbaye, Samba, 2012. "Currency Undervaluation and Growth: Is there a Productivity Channel?," MPRA Paper 44261, University Library of Munich, Germany.
- Everaert, Gerdie & Heylen, Freddy, 2001. "Public capital and productivity growth: evidence for Belgium, 1953-1996," Economic Modelling, Elsevier, vol. 18(1), pages 97-116, January.
- Elena Marquez de la Cruz & Ana Martinez-Canete & Ines Perez-Soba Aguilar, 2007. "Intertemporal preference parameters for some European monetary union countries," Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 997-1011.
- Robertson, Raymond & Kumar, Anil & Dutkowsky, Donald H., 2014. "Weak-form and strong-form purchasing power parity between the US and Mexico: A panel cointegration investigation," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 241-262.
- Kim, Chang-Jin, 2008. "Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?," Journal of Econometrics, Elsevier, vol. 146(2), pages 227-240, October.
- Luca Antonio Ricci & Gian Maria Milesi-Ferretti & Jaewoo Lee, 2013.
"Real Exchange Rates and Fundamentals: A Cross-Country Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 845-865, August.
- Luca Antonio Ricci & Gian Maria Milesi‐Ferretti & Jaewoo Lee, 2013. "Real Exchange Rates and Fundamentals: A Cross‐Country Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 845-865, August.
- Mr. Luca A Ricci & Mr. Jaewoo Lee & Mr. Gian M Milesi-Ferretti, 2008. "Real Exchange Rates and Fundamentals: A Cross-Country Perspective," IMF Working Papers 2008/013, International Monetary Fund.
- I Paya & D Peel, 2006. "On the relationship between Nominal Exchange Rates and domestic and foreign prices," Working Papers 577409, Lancaster University Management School, Economics Department.
- Fatih Çiftci, 2024. "The Purchasing Power Parity Approach: Theory, Literature, and Evidence from the ADF-Based and KPSS-Based Tests for the Case of Turkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 115-157, July.
- Myers, Robert J., 1994. "Time Series Econometrics and Commodity Price Analysis: A Review," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 62(02), pages 1-15, August.
- Oh, Kum Hwa & Zivot, Eric & Creal, Drew, 2008. "The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics," Journal of Econometrics, Elsevier, vol. 146(2), pages 207-219, October.
- Viorica Chirila, 2012. "Detrending Time Series and Business Cycles. The Romanian Case," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 4(4), pages 126-136, August.
- Smith, Constance E., 2011.
"External balance adjustment: An intra-national and international comparison,"
Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1195-1213, October.
- Smith, Constance, 2011. "External Balance Adjustment: An Intra-National and International Comparison," Working Papers 2011-13, University of Alberta, Department of Economics.
- Beyaert, Arielle & Quesada Medina, Alfonso J., 2001. "Computation of the Beveridge-Nelson decomposition in the case of cointegrated systems with I(0) variables," Economics Letters, Elsevier, vol. 72(3), pages 283-289, September.
- Kamil, Nazrol & Masih, Mansur, 2016. "Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity," MPRA Paper 100955, University Library of Munich, Germany.
More about this item
Keywords
Tipo de Cambio; Balanza de Pagos; Benchmark; Cointegración; Inversiones; Ahorros; Colombia;All these keywords.
JEL classification:
- O24 - Economic Development, Innovation, Technological Change, and Growth - - Development Planning and Policy - - - Trade Policy; Factor Movement; Foreign Exchange Policy
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000438:013532. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Patricia Monroy (email available below). General contact details of provider: https://edirc.repec.org/data/fedesco.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.