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Demanda de Dinero, Inflación y Política Monetaria en el Perú: 1991-1994

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Author Info
Elmer Cuba
Rafael Herrada
Abstract

The existence of a stable money demand is a recurrent theme in the macroeconomic literature. However, no consensus has yet been reached on the implications of such existence on monetary policy. In the Peruvian case, research is still insufficient to permit a deeper discussion on monetary subjects. In this sense, the role played by a stable money demand on inflation, economic activity and the balance of payments, still requires clarification in Peru. Ibis paper presents several hypotheses, with their related empirical analysis for the January 1991 - July 1994 period, with the purpose of providing a more formal treatment of the demand for money, inflation and monetary policy in the recent experience of monetary aggregates control.

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Publisher Info
Article provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía.

Volume (Year): 32 (1995)
Issue (Month): 97 ()
Pages: 347-378
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Handle: RePEc:ioe:cuadec:v:32:y:1995:i:97:p:347-378

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  1. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
  3. Ericsson, Neil R., 1992. "Cointegration, exogeneity, and policy analysis: An overview," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June. [Downloadable!] (restricted)
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  4. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October. [Downloadable!] (restricted)
  5. Friedman, Milton & Schwartz, Anna J, 1991. "Alternative Approaches to Analyzing Economic Data," American Economic Review, American Economic Association, vol. 81(1), pages 39-49, March. [Downloadable!] (restricted)
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  6. Søren Johansen & Katarina Juselius, 1988. "Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland," Discussion Papers 88-05, University of Copenhagen. Department of Economics.
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