Borradores de Economia
Number:
970
Published:
Classification JEL:
C32, F31, E43
The most recent
Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Constanza Martínez-Ventura, Ligia Alba Melo-Becerra
Leonardo Fabio Morales, Leonardo Bonilla-Mejía, Didier Hermida-Giraldo, Francisco Javier Lasso-Valderrama, José Pulido
We estimate a model of real exchange rate determination which is based on interest rate, term structure and purchasing power parities. This model takes into account sovereign risk as a key determinant with possibly non-linear effects. Estimations are perf