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dc.creatorArias, Andrés Felipe
dc.creatorMisas A., Martha
dc.date.created1998-01-14
dc.date.issued1998-01-14
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5103
dc.description.abstractWe identified and estimated a SVAR model in the real and nominal exchange rates through the Blanchard and Quah decomposition. This enables us to provide results regarding the magnitude and length of nominal and real shock effects in the real and nominal e
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 85
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleMonetary neutrality in the colombian real exchange rate
dc.typeWorking Paper
dc.subject.jelF31 - Foreign Exchange
dc.subject.jelC32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
dc.subject.keywordMonetary
dc.subject.keywordColombia
dc.subject.lembCambio exterior -- Colombia
dc.subject.lembMoneda -- Neutralidad -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaF31 - Tipos de cambio
dc.subject.jelspaC32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.85
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 85
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/085.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/003248.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5103
dc.source.handleRepecRePEc:bdr:borrec:085


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit