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Usando un modelo semi-estructural de pequeña escala para hacer proyecciones: Algunas consideraciones

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Author Info
Luque, Javier
Vega, Marco

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Abstract

Se presenta una breve exposición de un modelo semi-estructural agregado y de pequeña escala para realizar proyecciones de inflación y hacer análisis de política monetaria dentro del marco de Meta Explícita de Inflación del Banco Central. En la exposición, se describe la dinámica del modelo y se detallan los elementos involucrados en una proyección condicional a una determinada postura de política monetaria. Para ello, se simula una proyección asumiendo tanto una postura de política monetaria activa emanada de una regla de comportamiento así como una postura pasiva que induce una determinada tasa de política durante el horizonte de proyección. La simulación muestra los problemas teóricos resultantes cuando se asume una postura pasiva. Por ello, se esboza una forma de remediar la posible anomalía que surge al hacer este tipo de proyecciones.

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File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Revista-Estudios-Economicos/10/Estudios-Economicos-10-1.pdf
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Publisher Info
Article provided by Banco Central de Reserva del Perú in its journal Revista Estudios Económicos.

Volume (Year): (2003)
Issue (Month): 10 ()
Pages:
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Handle: RePEc:rbp:esteco:ree-10-01

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  1. Gonzalo Llosa & Vicente Tuesta & Marco Vega, 2005. "A BVAR Forecasting Model For Peruvian Inflation," Working Papers 2005-007, Banco Central de Reserva del Perú. [Downloadable!]
  2. Adrián Armas & Francisco Grippa, 2005. "Fijación de metas inflacionarias en una economía dolarizada: la experiencia de Perú," RES Working Papers 4424, Inter-American Development Bank, Research Department. [Downloadable!]
  3. Adrián Armas & Francisco Grippa, 2005. "Targeting Inflation in a Dollarized Economy: The Peruvian Experience," RES Working Papers 4423, Inter-American Development Bank, Research Department. [Downloadable!]
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This page was last updated on 2009-11-28.


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