Assessing the Forecasting Performance of Structural Models for the Nominal Exchange Rate : The Colombian Case *

This paper analyses the out-of-sample forecasting performance of three models for the USD/COP nominal exchange rate during the period 1984:I – 2004:I. The sticky price monetary (Dornbusch (1976) – Frankel (1979)) and the Balassa–Samuelson (which gives a central role to the productivity differentials...

Full description

Autores:
Alonso Cifuentes, Julio Cesar
Ignacio Patiño, Carlos
Tipo de recurso:
http://purl.org/coar/resource_type/c_c94f
Fecha de publicación:
2005
Institución:
Universidad ICESI
Repositorio:
Repositorio ICESI
Idioma:
eng
OAI Identifier:
oai:repository.icesi.edu.co:10906/83462
Acceso en línea:
https://www.researchgate.net/profile/Julio_Alonso3/publication/228431513_Assessing_the_Forecasting_Performance_of_Structural_Models_for_the_Nominal_Exchange_Rate_The_Colombian_Case/links/575abda808aed884620d8f00.pdf
http://repository.icesi.edu.co/biblioteca_digital/handle/10906/83462
Palabra clave:
Economía
Tipo de cambio
Modelos econométricos
Pronósticos económicos
Economics
Rights
openAccess
License
https://creativecommons.org/licenses/by-nc-nd/4.0/