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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 ...
Does the Central Bank of Peru respond to exchange rate movements? a bayesian estimation of a new keynesian DSGE model with FX interventions
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2021-12)
This paper assess the role played by the exchange rate and FX intervention in setting monetary
policy interest rates in Peru. We estimate a Taylor rule that includes inflation, output gap and
the exchange rate using a ...
Las relaciones entre Venezuela y los EE.UU. durante el gobierno de Donald Trump. Entre el discurso radical, el pragmatismo económico y el garrote de las sanciones
(Pontificia Universidad Católica del Perú, 2023-11-14)
Based on the central importance of oil in the Venezuelan economy and politics, as well as the consequent dependence of the Andean country on the US its main oil buyer this paper takes stock of the bilateral relations between ...
La adaptación del Perú ante el ascenso de China a inicios del siglo XXI: entre el pragmatismo y la aquiescencia
(Pontificia Universidad Católica del Perú, 2021-11-16)
This paper seeks to describe and explain the character of Peruvian foreign policy towards China during the early 21st century. From a historical perspective focused on the role of internal factors, the analysis identifies ...
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 ...
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 ...
El impacto de la actividad extractiva de hidrocarburos en la pesca artesanal
(Pontificia Universidad Católica del Perú. Instituto de Ciencias de la Naturaleza, Territorio y Energías Renovables (INTE-PUCP), 2022-05-25)
This article reviews the extractive industry of offshore oil and gas, as well as its impact on affected populations on the north coast of Peru. It shows how these industries emphasize some issues related to environmental ...
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 ...
Economia Azul: um estudo bibliométrico
(Asociación Latino-Iberoamericana de Gestión Tecnológica y de la Innovación (ALTEC), 2021)
Dada a importância que a Economia Azul tem recebido, há um número cada vez mais crescente de pesquisas tem ocorrido no âmbito do desenvolvimento sustentável dos mares, oceanos e costa. Nesse sentido, o presente estudo busca ...
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 ...