A consumption-based approach to exchange rate predictability

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dc.coverage.sucursalBogotáspa
dc.creatorOjeda-Joya, Jair N.spa
dc.creator.firmaJair N. Ojeda-Joyaspa
dc.date.accessioned2014-12-12T08:30:10Zeng
dc.date.available2014-12-12T08:30:10Zspa
dc.date.created2014-12-12spa
dc.date.issued2014-12-12eng
dc.description.abstractThis paper provides evidence of short-run predictability for the real exchange rate by performing out-of-sample tests of a forecasting equation which is derived from a consumption-based asset pricing model. In this model, the real exchange rate is predicteng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6145spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6145spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.857spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/012339.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 857spa
dc.relation.numberBorrador 857spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/857.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:857spa
dc.subject.jelF47 - Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation: Models and Applicationeng
dc.subject.jelC5 - Econometric Modelingeng
dc.subject.jelF31 - Foreign Exchangeeng
dc.subject.jelG15 - International Financial Marketseng
dc.subject.jelspaG15 - Mercados financieros internacionalesspa
dc.subject.jelspaC5 - Modelización econométricaspa
dc.subject.jelspaF31 - Tipos de cambiospa
dc.subject.jelspaF47 - Aspectos macroeconómicos del comercio y las finanzas internacionales: Predicción y simulación; Modelos y aplicaciónspa
dc.subject.keywordExchange Rateseng
dc.subject.keywordOut-of-sampleeng
dc.subject.keywordPredictabilityeng
dc.subject.keywordAsset Pricingeng
dc.subject.keywordHabitseng
dc.subject.lembTasa de cambio real -- Modelosspa
dc.subject.lembConsumo (Economía) -- Colombiaspa
dc.subject.lembCambio exterior -- Estudios comparadosspa
dc.subject.lembValoración de activos -- Modelosspa
dc.titleA consumption-based approach to exchange rate predictabilityeng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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