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Este articulo presenta un analisis de la evolucion del tipo de cambio nominal (peso/dolar) y del indicador mensual de actividad economica de Chile para el periodo 1987-2001, por medio de la estimacion de un modelo de cambio de regimen, que se parametriza considerando tres estados de la economia...
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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...
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