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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 ...
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 ...
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. ...
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 ...
An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options
(Pontificia Universidad Católica del Perú. CENTRUM, 2012)
Derivatives have become widely accepted as tools for hedging and risk-management, as well as speculation to some extent. A more recent trend has been gaining ground, namely, arbitrage in derivatives.
La orientación TOE en la investigación de la transformación digital con modelos probabilísticos de tópicos
(Asociación Latino-Iberoamericana de Gestión Tecnológica y de la Innovación (ALTEC), 2021)
Los estudios en la transformación digital (TD) han sido de creciente interés ya que el mundo digital ha hecho que las organizaciones se enfoquen en la tecnología digital para responder a nuevos escenarios. Varias perspectivas ...
Alternative approach for reproducing the in-plane behaviour of rubble stone walls
(2017)
Stone masonry is one of the oldest construction types due to the natural and free availability of stones and the relatively easy construction. Since stone masonry is brittle, it is also very vulnerable and in the case of ...
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 ...
Una alternativa al IS-LM-AD-AS: El modelo IS-MR-AD-AS
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2016-12)
El modelo IS-LM-AD-AS tradicional debe ser abandonado de la enseñanza de Macroeconomía. Primero, porque las economías no retornan automáticamente al equilibrio, luego que algún choque los saca de él. Segundo, porque los ...
From Productivity Strategy to Business Case: Choosing a Cost-Effective Intervention for Workplace Innovations
(Pontificia Universidad Católica del Perú. CENTRUM, 2012)
The article presents an approach to developing cost-effective interventions for workplace innovations for entrepreneurs who seek to enhance the productivity of an organization. The business case method is used to extend ...