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Now showing items 11-20 of 21
Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2020-02)
This paper discusses the evolution of monetary policy (MP) in Peru in 1996Q1-2016Q4 using a
mixture innovation time-varying parameter vector autoregressive model with stochastic volatility
(TVP-VAR-SV) as proposed by ...
Foreign Direct Investment Patterns in Transition Economies: An Evolutionary Game - Theoretic Perspective of the 1990s
(Pontificia Universidad Católica del Perú. CENTRUM, 2009)
The strategic interdependence between market reforms and foreign direct investment (FDI) in transition economies in the 1990s is presented in an evolutionary game-theoretic framework. The static game has two equilibria: ...
Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2024-01)
This article employs a family of VAR models with time-varying parameters and stochastic volatility (TVP-VAR-SV) to estimate the impact of external financial uncertainty shocks on a set of macroeconomic variables in Peru ...
Teaching Modern Macroeconomics in the Mundell-Fleming Language: The IS-MPR-UIP-AD-AS Model
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2017-09)
The traditional open aggregate demand and aggregate supply model backed by the Mundell-Fleming model, together with the supply curve that relates the price level to the output gap, should be abandoned in undergraduate ...
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TVP-VAR- SV models
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2022-03)
This study uses a family of VAR models with time-varying coefficients and stochastic volatility
(TVP-VAR-SV) to analyze the impact of external shocks on output growth and inflation in Peru in
1992Q1-2017Q1. The statistical ...
Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2020-04)
This paper estimates hybrid TVP-VAR-SV models suggested by Chan and Eisentat (2018a) in
order to identify and quantify the impact of fiscal shocks on the GDP growth of Peru during 1995-
2018. According to Bayesian criteria, ...
Firms’ Financing, Contract Enforcement, and Liability Dollarization
(Pontificia Universidad Católica del Perú. CENTRUM, 2010)
This paper analyzes how the presence of liability dollarization, different degrees of contract enforcement, and the possibility to default on debts affect firms’ financing decisions. The framework is a dynamic model of ...
¿Qué hubiera pasado en 2014-2016 si..? Un modelo macroeconométrico para el Perú
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2018-01)
Este documento presenta un modelo macro-econométrico para la economía peruana, de pequeña escala, estimado con datos trimestrales para el periodo 2003-16, que permite simular el impacto que tienen los choques externos y ...
Multipliers of the Peruvian Economy 2002
(Pontificia Universidad Católica del Perú. CENTRUM, 2009)
This article illustrates an application of the input-output model to estimate the multiplier effects of investments and exports of the Peruvian economy. One conclusion is that multipliers of services are greater than ...
LCA Foods 2022. 113th lnternational Conference on Life Cycle Assessment of Food
(Pontificia Universidad Católica del Perú. Instituto de Ciencias de la Naturaleza, Territorio y Energías Renovables (INTE-PUCP), 2022)
The 13th International Conference on LCA of Food, which was held on October 11-14 2022, took place for the first time in the Latin America-Caribbean region, in Lima, Peru. The theme of the conference were the topics aligned ...