IDEAS home Printed from https://ideas.repec.org/a/ris/rnicee/0025.html
   My bibliography  Save this article

Determinación econométrica del tipo de cambio en México

Author

Listed:
  • Navarro, José César Lenin

    (Instituto de Investigaciones Económicas y Empresariales de la Universidad Michoacana de San Nicolás de Hidalgo)

  • Santos, Jessica

    (Estudiante Becaria del Programa Académico CONACYT de la Maestría en Ciencias en Comercio Exterior en el Instituto de Investigaciones Económicas y Empresariales de la Universidad Michoacana de San Nicolás de Hidalgo.)

Abstract

The present research examines the determinants of the nominal exchange rate in Mexico, for the short and long run. Based on a Cointegration model, we conclude that, for the long term, the nominal exchange rate is determined by: a) expectations of the nominal exchange rate; b) prices; c) monetary supply, and; d) productivity. While, for de short run, the nominal exchange rate is determined by: a) risk; expectations on the nominal exchange rate, and; c) prices.

Suggested Citation

  • Navarro, José César Lenin & Santos, Jessica, 2007. "Determinación econométrica del tipo de cambio en México," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(1), pages 9-27.
    • Handle: RePEc:ris:rnicee:0025
    as

    Download full text from publisher

    File URL: http://rnee.umich.mx
    File Function: Full text
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    monetarism; fundamental model; purchasing power parity; cointegration; exchange rate;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
    • E00 - Macroeconomics and Monetary Economics - - General - - - General

    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:ris:rnicee:0025. 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: Plinio Hernández Barriga (email available below). General contact details of provider: https://edirc.repec.org/data/iimicmx.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.