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Compleción del modelo del "overshooting" de Dornbusch
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2003)
The article tries to complete the “overshooting” model of Dornbusch, explicitly including a dynamic equation for the money market, because Dornbusch treats this only in an intuitive way, as if there was an infinite speed ...
El modelo IS-LM : una versión para el Perú
(Pontificia Universidad Católica del Perú. Departamento de Economía, 1992)
How can the IS-LM logical structure be used advantageously to build a macroeconomic model that addresses some present Peruvian economic issues? The institutional features of the Peruvian economy underpinning this evolution ...
Indicadores líderes, redes neuronales y predicción de corto plazo
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2002)
This paper shows a procedure to construct a short run predictor for the GDP. We use the Baxter & King filter to decompose the monthly GDP on its three components: seasonal, business cycle and long-run trend. Furthermore ...
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. ...