Huerta, Antonio Ávalos; Trillo, Fausto Hernández - In: Economía Mexicana NUEVA ÉPOCA IV (1995) 2, pp. 239-263
An ARCH (Autoregressive Conditional Heteroscedasticity) model is used to obtain the variances over time for the real exchange rata (RER) (peso/dollar) in Mexico. Then a model is constructed to establish the relationship between the RER variability and exports and Mexican GDP, respectively. A...