Modeling and comovements of the Colombian exchange rate, 2011-2017 [Modelación y co-movimientos de la tasa de cambio Colombiana, 2011-2017]

The exchange rate is influenced by multiple national and international macroeconomic factors, which generates high levels of uncertainty. The objective of this research is the construction of ARIMA-GARCH and ARIMAX-GARCH models as a tool for the forecast of the exchange rate in Colombia from the dai...

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Autores:

Tipo de recurso:

Fecha de publicación:

2019

Institución:

Universidad de Medellín

Repositorio:

Repositorio UDEM

Idioma:

spa

OAI Identifier:

oai:repository.udem.edu.co:11407/5665

Acceso en línea:

http://hdl.handle.net/11407/5665

Palabra clave:

Correlation
Exchange rate
Forecast models
Macroeconomic fundamentals

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License

http://purl.org/coar/access_right/c_16ec