IDEAS home Printed from https://ideas.repec.org/a/ere/journl/vxxiiy2003i2p91-132.html
   My bibliography  Save this article

Modelo caótico de mercado cambiario: una aplicación de la demanda

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.economia.uanl.mx/revistaensayos/xxii/2/Modelo_caotico.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:ere:journl:v:xxii:y:2003:i:2:p:91-132. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Dora María Vega Facio (email available below). General contact details of provider: https://edirc.repec.org/data/feualmx.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.