Variación de la tasa de cambio como un proceso estocástico y su efecto sobre el déficit fiscal colombiano

Clark Granger Castaño


El artículo considera un proceso con reversión a la media y saltos para describir la dinámica de la tasa de cambio nominal peso-dólar, que luego es incorporada al desarrollo de un modelo para el cálculo del déficit fiscal colombiano.

Palabras clave

tasa de cambio, déficit fiscal, procesos estocásticos

Texto completo:



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Publicado: 2017-11-09 12:38:50

Copyright (c) 2017 Clark Granger Castaño

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ODEON (Revista de finanzas)