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Modelo de Proyección Trimestral del BCRP: Actualización y novedades

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  • Winkelried, Diego

Abstract

Este documento describe una versión actualizada del Modelo de Proyección Trimestral utilizado por funcionarios de la Gerencia Central de Estudios Económicos del BCRP para fines de simulación de política monetaria y de proyección de las principales variables macroeconómicas del Perú. Se discute su estructura básica, sus principales propiedades dinámicas y se presentan estimaciones utilizando datos desde el año 2002 (el inicio del esquema de metas de inflación) hasta fines del año 2012.

Suggested Citation

  • Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
  • Handle: RePEc:rbp:esteco:ree-26-01
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    File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Revista-Estudios-Economicos/26/ree-26-winkelried.pdf
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    References listed on IDEAS

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    Cited by:

    1. Marco Vega & Adrian Armas & Paul Castillo, 2014. "Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru," ECONOMIA JOURNAL, THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION - LACEA, vol. 0(Fall 2014), pages 133-175, June.
    2. Renzo Rossini & Adrián Armas & Zenón Quispe, 2014. "Global policy spillovers and Peru’s monetary policy: inflation targeting, foreign exchange intervention and reserve requirements," BIS Papers chapters,in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 241-264 Bank for International Settlements.
    3. Lock, Eduardo & Winkelried, Diego, 2015. "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
    4. José Luis Nolazco & Patricia Lengua-Lafosse & Nikita Céspedes, 2016. "Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural," Working Papers 2016-80, Peruvian Economic Association.

    More about this item

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • 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

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