Co-integration and Uncovered Interest Parity in Colombian Economy 2000-2005

Authors

  • Andrés Ramírez Hassan Universidad EAFIT

Keywords:

Co-integration, Uncovered Interest Parity, Colombian economy, United States, Econometrics

Abstract

This paper analyzes the Uncovered Interest Parity hypothesis between Colombia and the United States during 2000-2005.  This was done with the econometrics co-integration methodology; specifically, the methodology used was the one developed by Engle and Granger (1987) and the one used by Johansen (1988). Empirical evidence states that under both methodologies used, the hypothesis is rejected.

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Author Biography

  • Andrés Ramírez Hassan, Universidad EAFIT

    Docente e investigador del Departamento de Economía de la Universidad EAFIT

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Published

2012-05-31

Issue

Vol. 43 No. 146 (2007)

Section

Artículos

How to Cite

Ramírez Hassan, A. (2012). Co-integration and Uncovered Interest Parity in Colombian Economy 2000-2005. Revista Universidad EAFIT, 43(146), 9-19. https://publicaciones.eafit.edu.co/index.php/revista-universidad-eafit/article/view/769

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