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Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2017-03)
The study of the yield curve has been a topic that interested economists for a long time since the term structure of interest rates is an important transmission channel of monetary policy to inflation and real activity. ...
Sobreeducación en el mercado laboral: determinantes y consecuencias en el Perú, 2001-2011
(Pontificia Universidad Católica del Perú. Fondo Editorial, 2016-08-10)
El marcado incremento en el acceso de la población peruana a distintas formas de educación superior en la última década ha ido de la mano con una caída en los ingresos reales del grupo de trabajadores que accedió a educación ...
Benchmarking Malaysia in the Global Information Society: Regressing or Progressing?
(Pontificia Universidad Católica del Perú. CENTRUM, 2010)
The purpose of this paper is to elucidate how the Dalenius-Hodges stratification methodology typically used in sampling, when combined with ranking and index standardization procedures, becomes a powerful policy tool for ...
Clima escolar y factores asociados: modelo predictivo de ecuaciones estructurales
(Pontificia Universidad Católica del Perú, 2022-07-04)
The aim of this work was to propose a latent equation model that structures the relationship between academic engagement, schadenfreude and prosocial behavior on the school climate. We used a cross-sectional design and 437 ...
Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2020-02)
This paper quantifies and assesses the impact of an adverse loan supply (LS) shock on Peruís main
macroeconomic aggregates using a Bayesian vector autoregressive (BVAR) model in combination
with an identification scheme ...
Autoría mediata por aparatos organizados de poder y coautoría en el ámbito empresarial: ¿solución frente a las limitaciones del derecho chileno para castigar como autores a los órganos directivos de las empresas?
(Pontificia Universidad Católica del Perú, 2022-11-24)
In Chilean law, difficulties arise when it comes to ascribing criminal responsibility to corporate management bodies that give orders to their subordinates to commit intentional crimes of domination, which is explained by ...
Approximate bayesian estimation of stochastic volatility in mean models using hidden Markov models: empirical evidence from stock Latin American markets
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2021-10)
The stochastic volatility in mean (SVM) model proposed by Koopman and Uspensky (2002) is revisited. This paper has two goals. The first is to offer a methodology that requires less computational time in simulations and ...
Garantismo y publicismo en el proceso civil: un enfoque analítico
(Pontificia Universidad Católica del Perú, 2021-11-25)
This essay uses an analytic methodology in order to differentiate three approaches in the classical debate between activist (publicist) and adversarial (guarantee) models in the continental tradition of civil procedural ...
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2022-03)
This article quantifies and analyzes the evolving impact of external shocks on Peru’s macroeconomic fluctuations in 1994Q1-2019Q4. For this purpose, we use a group of models with regimeswitching time-varying parameters and ...
Option Pricing Models with HF Data: An Application of the Black Model to the WIG20 Index
(Pontificia Universidad Católica del Perú. CENTRUM, 2012)
In this paper, we compared several Black option pricing models by applying different measures of volatility and examined the Black model with historical (BHV), implied (BIV), and several different types of realized (BRV) ...