{"id":21292,"date":"2018-03-09T09:11:00","date_gmt":"2018-03-09T09:11:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/los-modelos-de-equilibrio-general-estocastico-y-el-tipo-de-cambio\/"},"modified":"2018-03-09T09:11:00","modified_gmt":"2018-03-09T09:11:00","slug":"los-modelos-de-equilibrio-general-estocastico-y-el-tipo-de-cambio","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/los-modelos-de-equilibrio-general-estocastico-y-el-tipo-de-cambio\/","title":{"rendered":"Los modelos de equilibrio general estoc\u00e1stico y el tipo de cambio"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Juan  Angel Jim\u00e9nez Mart\u00edn <\/strong><\/h2>\n<p>Una parte muy importante de la investigaci\u00f3n en econom\u00eda financiera inernacional se ha dedicado a explicar el comportamiento del tipo de cambio. a partir de los a\u00f1os 80, lucas (1978,1982), helpman y razin (1979,1982) y stockman (1980,1983,1987) implementan los modelos de equilibrio din\u00e1micos como herramienta para analizar te\u00f3ricamente algunos de los problemas m\u00e1s relevantes que se estaban produciendo en los mercados de divisas, sobre todo, los relacionados con los posibles efectos de la pol\u00edtica econ\u00f3mica sobre este mercado. Las extensiones a esta formulaci\u00f3n han ido en la l\u00ednea de svensson (1985), y grilli y roubini (1992). Este enfoque se ha generalizado y la mayor parte de estos autores sirven de referencia en modernos modelos de valoraci\u00f3n de activos denominados en divisas.  esta tesis sugiere un procedimiento para evaluar el ajuste de los modelos din\u00e1micos de equilibrio de determinaci\u00f3n del tipo cambio. Se abandona la pr\u00e1ctica habitual de utilizar la econometr\u00eda para estimar las ecuaciones estructurales del tipo de cambio. Meese y rogoff (1983a) o utilizar modelos multivariantes, eichenbaum y evans (1993) y roubini y grilli (1995) y kim y roubini (2000).  se plantea un enfoque en l\u00ednea con el trabajo de watson (1993) que desarrolla a partir de kydland y prescott (1982) y prescott (1986). En t\u00e9rminos generales, este enfoque se pregunta si los datos de la econom\u00eda real participan con ciertas caracter\u00edsticas de los datos generados por la econom\u00eda artificial obtenida a partir del modelo econ\u00f3mico. El modelo econ\u00f3mico se considera como una aproximaci\u00f3n al proceso estoc\u00e1stico que genera los datos actuales.  los modelos de equilibrio permiten obtener soluciones cerradas para las variables end\u00f3genas del modelo. En particular, el tipo de cambio aparece como una funci\u00f3n de los agregados macroecon\u00f3mico y de un conjunto de par\u00e1metros que definen las preferencias de los agentes. Esto permite generar series temporales<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Los modelos de equilibrio general estoc\u00e1stico y el tipo de cambio<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Los modelos de equilibrio general estoc\u00e1stico y el tipo de cambio <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Juan  Angel Jim\u00e9nez Mart\u00edn <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 22\/01\/2003<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Rafael Flores De Frutos<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jos\u00e9 manuel Gonzalez paramo Martinez murillo <\/li>\n<li> Hoyo bernat Juan  del (vocal)<\/li>\n<li>alfonso Novales cinca (vocal)<\/li>\n<li>Antonio Aznar grasa (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Juan Angel Jim\u00e9nez Mart\u00edn Una parte muy importante de la investigaci\u00f3n en econom\u00eda financiera inernacional se ha [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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