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dc.contributor.advisorRodríguez Briones, Gabriel Hender
dc.contributor.authorPortilla Goicochea, Jhonatan Josue
dc.date.accessioned2021-01-29T00:17:13Z
dc.date.available2021-01-29T00:17:13Z
dc.date.created2020
dc.date.issued2021-01-28
dc.identifier.urihttp://hdl.handle.net/20.500.12404/17992
dc.description.abstractThis paper investigates the evolution of the monetary policy in Peru between 1996Q1 and 2016Q4 using a mixture innovation time-varying parameter vector autoregressive model with stochastic volatility (TVP-VAR-SV)model proposed by Koopetal.(2009).The main empirical results are:(i)VARcoe¢cients and volatilities change more gradually than covariance errors overtime;(ii)the volatility of monetary policy shocks is higher during pre-In ation Targeting (IT) regime;(iii)a surprise increase in the interest rate produces GDP growth falls and reduces in ation in the longrun;(iv)the interest rate reacts more quickly against aggregate supply shocks than aggregate demand shocks;(v)monetary policy shocks explain a high percentage of domestic variables during pre-IT regime and then,their contribution decrease during IT-regime.es_ES
dc.language.isoenges_ES
dc.publisherPontificia Universidad Católica del Perúes_ES
dc.rightsinfo:eu-repo/semantics/openAccesses_ES
dc.rights.urihttp://creativecommons.org/licenses/by/2.5/pe/*
dc.subjectPolítica monetaria--Perúes_ES
dc.subjectPerú--Condiciones económicases_ES
dc.subjectEstadística bayesianaes_ES
dc.subjectTasas de interés--Perúes_ES
dc.subjectPerú--Política económicaes_ES
dc.titleEvolution of the monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV Modeles_ES
dc.typeinfo:eu-repo/semantics/bachelorThesises_ES
thesis.degree.nameLicenciado en Economíaes_ES
thesis.degree.levelTítulo Profesionales_ES
thesis.degree.grantorPontificia Universidad Catolica del Peru. Facultad de Ciencias Socialeses_ES
thesis.degree.disciplineEconomíaes_ES
dc.type.otherTesis de licenciatura
dc.subject.ocdehttp://purl.org/pe-repo/ocde/ford#5.02.01es_ES
dc.publisher.countryPEes_ES
renati.advisor.dni08026677
renati.advisor.orcidhttps://orcid.org/0000-0003-1174-9642es_ES
renati.author.dni76298835
renati.discipline421016es_ES
renati.jurorDancourt Masias, Oscar Alfonso Bernardo
renati.jurorCastillo Bardalez, Paul Gonzalo
renati.jurorRodriguez Briones, Gabriel Hender
renati.levelhttps://purl.org/pe-repo/renati/level#tituloProfesionales_ES
renati.typehttp://purl.org/pe-repo/renati/type#tesises_ES


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