dc.creator | Arias, Andrés Felipe |
dc.creator | Misas A., Martha |
dc.date.created | 1998-01-14 |
dc.date.issued | 1998-01-14 |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5103 |
dc.description.abstract | We 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.mimetype | PDF |
dc.language.iso | spa |
dc.publisher | Banco de la República |
dc.relation.ispartof | Documentos de Trabajo |
dc.relation.ispartofseries | Borradores de Economía |
dc.relation.isversionof | Borradores de Economía; No. 85 |
dc.rights.accessRights | Open Access |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ |
dc.title | Monetary neutrality in the colombian real exchange rate |
dc.type | Working Paper |
dc.subject.jel | F31 - Foreign Exchange |
dc.subject.jel | C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models |
dc.subject.keyword | Monetary |
dc.subject.keyword | Colombia |
dc.subject.lemb | Cambio exterior -- Colombia |
dc.subject.lemb | Moneda -- Neutralidad -- Colombia |
dc.type.spa | Documentos de trabajo |
dc.rights.spa | Acceso abierto |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 |
dc.subject.jelspa | F31 - Tipos de cambio |
dc.subject.jelspa | C32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados |
dc.type.hasversion | Published Version |
dc.coverage.sucursal | Bogotá |
dc.relation.doi | https://doi.org/10.32468/be.85 |
dc.rights.disclaimer | Las 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.repec | https://ideas.repec.org/p/bdr/borrec/085.html |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/003248.html |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5103 |
dc.source.handleRepec | RePEc:bdr:borrec:085 |
dc.source.handleRepec | RePEc:col:000094:003248 |