Forecasting foreign exchange rates in Colombia assuming PPP conditions: Empirical evidence using VAR

"This document examines exchange rate forecasts during the 1995-2005 period, using a Purchasing Power of Parity Exchange Rate Model (PPPER). Our first finding is that the computed forecasts seem to validate the use of this model under certain conditions given that it performs well in predicting...

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Detalles Bibliográficos
Autores Principales: Hernández, Catherine Fayad, Mesa, Roberto Carlos Fortich, Vélez-Pareja, Ignacio
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Universidad Icesi 2009
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