This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Modelo de Proyección Trimestral del BCRP

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Departamento de Modelos Macroeconómicos () (Central Bank of Peru)

Additional information is available for the following registered author(s):

Abstract

El documento describe el Modelo de Proyección Trimestral (MPT) utilizado por el Banco Central de Reserva del Perú (BCRP) para fines de simulación de política monetaria y de proyección de las principales variables macroeconómicas. La estructura básica del modelo es una aproximación a la representación lineal de un modelo de equilibrio general dinámico para una economía pequeña y abierta con dolarización parcial. El modelo incorpora expectativas racionales y posee un fundamento neo-keynesiano (rigidez de precios) que permite un rol de la política monetaria sobre las variables reales en el corto plazo. El documento presenta también ejercicios de simulación de momentos y de funciones impulsorespuesta generados con el MPT, así como algunas consideraciones adicionales sobre el sistema de proyecciones macroeconómicas del BCRP.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2009/Documento-de-Trabajo-06-2009.pdf
File Format:
File Function: Application/pdf
Download Restriction: no

Publisher Info
Paper provided by Banco Central de Reserva del Perú in its series Working Papers with number 2009-006.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Apr 2009
Date of revision:
Handle: RePEc:rbp:wpaper:2009-006

Contact details of provider:
Postal: Jr. Miro Quesada 441, Lima
Phone: 427-6250 ext. 3841
Fax: 426-6125
Web page: http://www.bcrp.gob.pe
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Research Unit).

Related research
Keywords: Modelo semiestructural; Proyecciones macroeconómicas; Perú;

Find related papers by JEL classification:
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? All bibliographic data on IDEAS has been put in the public domain by the publishers.

This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.