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Reversibilidad temporal del tipo de cambio mexicano

In: Administración de riesgos

Author

Listed:
  • Coronado-Ramírez, Semei L.

    (Universidad de Guadalajara)

  • Gatica-Arreola, Leonardo A.

    (Universidad de Guadalajara)

  • Venegas-Martínez, Francisco

    (Instituto Politécnico Nacional)

Abstract

Las series de tiempo aplicadas a series financieras y/o económicas se han tratado de modelar por medio del dominio de la frecuencia a través de uso de ondoletas y el uso de series Fourier. El análisis espectral aplicado a series macroeconómicas data desde los años sesenta, con el fin de analizar los ciclos económicos y los co-movimientos entre series.

Suggested Citation

  • Coronado-Ramírez, Semei L. & Gatica-Arreola, Leonardo A. & Venegas-Martínez, Francisco, 2011. "Reversibilidad temporal del tipo de cambio mexicano," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Universidad Autónoma Metroplitana (ed.), Administración de riesgos, volume 3, chapter 6, pages 179-192, Escuela Superior de Economía, Instituto Politécnico Nacional.
    • Handle: RePEc:ipn:capitu:068
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