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Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal

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  • Carlos A.Huertas Campos

Abstract

Este documento muestra evidencia de una relación no lineal entre la Tasa de Cambio Real (TCR) de Colombia y sus fundamentales. Utilizando un modelo exponencial auto-regresivo de transición suave (ESTAR), se encontró que la TCR bilateral de Colombia frente a México y a Estados Unidos, responde inealmente a ciertos fundamentales, y no linealmente a sus desalineamientos.

Suggested Citation

  • Carlos A.Huertas Campos, 2005. "Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal," Borradores de Economia 359, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:borrec:359
    DOI: 10.32468/be.359
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    More about this item

    Keywords

    Tasa de cambio real; equilibrio de la tasa de cambio real.;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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