Monetary neutrality in the colombian real exchange rate

Thumbnail Image
Download
Borradores de Economía; No. 85

Date published

1998-01-14

Date

1998-01-14

Authors

Arias, Andrés Felipe
Misas A., Martha

Part of book title

ISSN

ISBN

Document language

spa
Metrics
downloads: 0
abstract_views: 0

Ver PlumX Metrics

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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

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

Description

JEL Codes

C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

Temática

Keywords

Keywords

Monetary , Colombia

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5103
 https://hdl.handle.net/20.500.12134/5103
 https://ideas.repec.org/p/bdr/borrec/085.html
 https://doi.org/10.32468/be.85

Collections

Borradores de Economía

Seleccionar año de consulta:
Full item page

Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito