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Dinámicas del tipo de cambio nominal y del IPC, 1991-2014 : una especificación que combina los modelos ARFIMA y GARCH

Salazar-Núñez, Héctor F.; Venegas-Martínez, Francisco - In: Economía teoría y práctica 44 (2016), pp. 147-168

Persistent link: https://www.econbiz.de/10011583064

Rastreando la trayectoria de los precios de la quinua en Bolivia : quiebres estructurales y persistencia de choques

Aliaga Lordemann, Javier; Garrón Vedia, Ignacio; Lenis … - 2024

Quinoa has undergone a remarkable transformation in recent decades, consolidating its position as a fundamental pillar for Andean farming communities and emerging as a prominent player in the global superfood market. However, the prices of this grain have shown complex dynamics, with large...

Persistent link: https://www.econbiz.de/10014551309

Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques

Aliaga Lordemann, Javier; Garrón Vedia, Ignacio; Lenis … - 2024

Persistent link: https://www.econbiz.de/10015045993

Modelación y comovimientos de la tasa de cambio colombiana, 2011-2017

Sierra, Giuliana Maya; Marin Rodríguez, Nini Johana - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 301-341

dynamic correlation with some of the most explicative variables. The results suggest that the incorporation of significant … exogenous variables within the ARIMAX-GARCH model with persistent correlation according to the DCC (Dinamic Conditional … Correlation) model to the USD/COP pair generates out-of-sample forecasts with better performance than the ARIMA-GARCH univariate …

Persistent link: https://www.econbiz.de/10014494431