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Choques agregados y sectoriales en la economía peruana

Author

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  • Gutiérrez, Ana Paola
  • Pérez, Fernando

Abstract

El presente documento estudia la evolución y la dinámica de las tasas de crecimiento de los sectores productivos de la economía peruana y examina la contribución de los componentes agregados e idiosincrásicos a la variabilidad de dichas tasas de crecimiento. La investigación utiliza datos trimestrales por sectores para el periodo 1981 - 2015 y realiza la estimación mediante un modelo de factores dinámicos con coeficientes que cambian en el tiempo y volatilidad estocástica. Los resultados muestran que antes del año 1992, los choques agregados habrían tenido más importancia para explicar la dinámica de las series sectoriales. Sin embargo, en los últimos años, el componente idiosincrásico ha adquirido mayor relevancia. Este cambio estructural en el comportamiento de las series de producción estaría asociado a las reformas económicas realizadas en el Perú a inicios de la década de los 90.

Suggested Citation

  • Gutiérrez, Ana Paola & Pérez, Fernando, 2018. "Choques agregados y sectoriales en la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 29-53.
    • Handle: RePEc:rbp:esteco:ree-35-02
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    More about this item

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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