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Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú

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Author Info
Rodríguez,Gabriel

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Abstract

Siguiendo el trabajo de Favero y Rovelli (2003), estimamos un sistema de 3 ecuaciones para diferentes muestras de la economía Peruana con el objetivo de analizar la evolución de los parámetros asociados a las preferencias de la autoridad monetaria y a la estructura de la economía. Los resultados indican que las preferencias de la autoridad monetaria han cambiado entre los diferentes regímenes. En particular, el estimado de la meta implícita de inflación se ha reducido de forma significativa en el periodo más reciente. De otro lado, las condiciones macroeconómicas (expresadas por las desviaciones estándares de los choques) del lado de la demanda agregada han sido más favorables que aquellas relacionadas a la oferta agregada. Asimismo, el valor de la desviación estándar de la regla monetaria sugiere que ésta ha sido conducida exitosamente en el último periodo.

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File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Revista-Estudios-Economicos/15/Estudios-Economicos-15-1.pdf
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Publisher Info
Article provided by Banco Central de Reserva del Perú in its journal Revista Estudios Económicos.

Volume (Year): (2008)
Issue (Month): 15 ()
Pages: 9-20
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Handle: RePEc:rbp:esteco:ree-15-01

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Web page: http://www.bcrp.gob.pe
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Find related papers by JEL classification:
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit

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  1. Richard Clarida & Jordi Galí & Mark Gertler, 2000. "Monetary Policy Rules And Macroeconomic Stability: Evidence And Some Theory," The Quarterly Journal of Economics, MIT Press, vol. 115(1), pages 147-180, February. [Downloadable!] (restricted)
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  2. Clarida, Richard & Gali, Jordi & Gertler, Mark, 1998. "Monetary policy rules in practice Some international evidence," European Economic Review, Elsevier, vol. 42(6), pages 1033-1067, June. [Downloadable!] (restricted)
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This page was last updated on 2009-11-28.


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