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dc.creatorGamboa-Estrada, Fredy
dc.date.created2011-01-13
dc.date.issued2011-01-13
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5652
dc.description.abstractThis research studies the forecasting performance of conventional and more recent exchange rate models in Colombia. The purpose is to explain which have been the main exchange rate determinants under an Inflation Targeting regime and a completely floating
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. 635
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleDeterminants of the exchange rate in Colombia under inflation targeting
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.jelE58 - Central Banks and Their Policies
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methods
dc.subject.keywordExchange rate determination
dc.subject.keywordInflation targeting
dc.subject.keywordOut of sample performance
dc.subject.keywordJohansen multivariate cointegration
dc.subject.lembCambio exterior -- Colombia
dc.subject.lembInflación -- Colombia
dc.subject.lembPolítica monetaria -- Colombia
dc.subject.lembRegla de Taylor -- Colombia
dc.subject.lembCointegración de Johansen -- 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.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulación
dc.subject.jelspaC32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados
dc.subject.jelspaE58 - Bancos centrales y sus políticas
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttp://doi.org/10.32468/be.635
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.repechttps://ideas.repec.org/p/bdr/borrec/635.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/007870.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5652
dc.creator.firmaFredy Gamboa-Estrada


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