TY  - GEN 
A1  - Arias, Andres Felipe
A1  - Misas A., Martha
DA  - 1998/01/01
PY  - 1998
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5103
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 85
M3  - Open Access
T1  - Monetary neutrality in the colombian real exchange rate
KW  - F31 - Foreign Exchange
KW  - C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
KW  - Monetary
KW  - Colombia
KW  - Cambio exterior -- Colombia
KW  - Moneda -- Neutralidad -- Colombia
KW  - F31 - Tipos de cambio
KW  - C32 - Modelos de series temporales; Regresiones cuantiles dinamicas; Modelos dinamicos de tratamiento; procesos de difusion; representacion de espacios de estados
DO  - https://doi.org/10.32468/be.85
L1  - https://ideas.repec.org/p/bdr/borrec/085.html
ER  -