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El mecanismo de transmisión de la política monetaria en un entorno de dolarización financiera: El caso del Perú entre 1996 y 2006

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Author Info
Rossini, Renzo
Vega, Marco

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Abstract

El presente estudio analiza los cambios en el mecanismo de transmisión de la política monetaria en el Perú. Una conclusión resaltante que surge a partir de esta investigación es que tanto el canal directo de la tasa de interés como el canal de expectativas han adquirido mayor importancia en los últimos años, especialmente desde que se adoptó el esquema de Metas Explícitas de Inflación. La investigación explora asimismo las implicancias de la dolarización financiera para la práctica de la política monetaria, realizando dos ejercicios con este propósito. En primer lugar, se comparan distintos niveles de flexibilidad del tipo de cambio, observándose que a medida que éste es más flexible, el traspaso del tipo de cambio a precios se hace más rápido pero a la vez se debilita. En segundo lugar, ya que la dolarización financiera generalmente supone depreciaciones contractivas, se estudian las implicancias tanto de las depreciaciones expansivas como de las contractivas. La conclusión es que la efectividad de la política monetaria puede mejorarse aun más si la economía está menos dolarizada.

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Publisher Info
Article provided by Banco Central de Reserva del Perú in its journal Revista Estudios Económicos.

Volume (Year): (2007)
Issue (Month): 14 ()
Pages: 11-32
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Handle: RePEc:rbp:esteco:ree-14-01

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  1. Peter Bofinger & Timo Wollmershäuser, 2003. "Managed Floating as a Monetary Policy Strategy," Economic Change and Restructuring, Springer, vol. 36(2), pages 81-109, June. [Downloadable!] (restricted)
  2. Sebastian Edwards, 2006. "The Relationship Between Exchange Rates and Inflation Targeting Revisited," NBER Working Papers 12163, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Woodford, M., 1999. "Optimal Monetary Policy Inertia.," Papers 666, Stockholm - International Economic Studies.
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  4. Adolfo Barajas & Roberto Steiner, 2002. "Credit Stagnation in Latin America," IMF Working Papers 02/53, International Monetary Fund.
  5. Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach," Working Papers Central Bank of Chile 381, Central Bank of Chile. [Downloadable!]
  6. Moron, Eduardo & Winkelried, Diego, 2005. "Monetary policy rules for financially vulnerable economies," Journal of Development Economics, Elsevier, vol. 76(1), pages 23-51, February. [Downloadable!] (restricted)
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