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Colocación de cartera y crecimiento sectorial

Author

Listed:
  • Joab D. Valdivia C.

    (Banco Central de Bolivia)

Abstract

La presente investigación examina la relación entre crecimiento sectorial y el crédito destinado al sector productivo en Bolivia. La naturaleza de los datos es de corte longitudinal, por lo cual se optó por la metodología de Efectos Fijos y Vectores Auto-Regresivos en datos de panel (PVAR). Asimismo, se realizó la versión recursiva de ambas metodologías para observar la evolución del impacto en el tiempo de colocación de cartera – PIB sectorial. Bajo la estimación de Efectos Fijos la colocación de cartera afecta positivamente al PIB sectorial en 0,12%; los resultados del modelo PVAR muestran que shocks del financiamiento al producto representan 0,51%; en la tasa de interés el efecto es contractivo (0,05%) y los efectos de la Ley de Servicios Financieros alcanzan a 0,02%. La versión recursiva de ambas metodologías devela un comportamiento similar en la evolución de las elasticidades y las funciones impulso respuesta.

Suggested Citation

  • Joab D. Valdivia C., 2019. "Colocación de cartera y crecimiento sectorial," Serie de Documentos de Trabajo 2019/03, Banco Central de Bolivia.
    • Handle: RePEc:blv:doctra:2019/03
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    File URL: https://www.bcb.gob.bo/webdocs/publicacionesbcb/2021/05/35/36%20-%20Colocaci%C3%B3n%20de%20cartera%20y%20crecimiento%20sectorial.pdf
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    File URL: https://www.bcb.gob.bo/?q=pub_documentos-trabajo
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    More about this item

    Keywords

    Efectos fijos; efectos aleatorios; panel VAR; estimación recursiva; tasa de interés;
    All these keywords.

    JEL classification:

    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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