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Modelo de Proyección Trimestral del BCRP

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  • Departamento de Modelos Macroeconómicos

    ()
    (Central Bank of Peru)

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.

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File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2009/Documento-de-Trabajo-06-2009.pdf
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Bibliographic Info

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

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Date of creation: Apr 2009
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Handle: RePEc:rbp:wpaper:2009-006

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Phone: 427-6250 ext. 3841
Fax: 426-6125
Web page: http://www.bcrp.gob.pe
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Related research

Keywords: Modelo semiestructural; Proyecciones macroeconómicas; Perú;

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