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

Variation of the exchange rate as a process stochastic and its effect on the Colombian fiscal deficit

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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.

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Referencias (VER)

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