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Modelo de Proyección Trimestral del BCRP


  • Departamento de Modelos Macroeconómicos

    () (Central Bank of Peru)


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.

Suggested Citation

  • Departamento de Modelos Macroeconómicos, 2009. "Modelo de Proyección Trimestral del BCRP," Working Papers 2009-006, Banco Central de Reserva del Perú.
  • Handle: RePEc:rbp:wpaper:2009-006

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    References listed on IDEAS

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    12. Isaac Ehrlich & Francis T. Lui, 1999. "Bureaucratic Corruption and Endogenous Economic Growth," Journal of Political Economy, University of Chicago Press, vol. 107(S6), pages 270-293, December.
    13. Mendez, Fabio & Sepulveda, Facundo, 2006. "Corruption, growth and political regimes: Cross country evidence," European Journal of Political Economy, Elsevier, vol. 22(1), pages 82-98, March.
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    18. Theo Eicher & Cecilia García-Peñalosa & Tanguy Ypersele, 2009. "Education, corruption, and the distribution of income," Journal of Economic Growth, Springer, vol. 14(3), pages 205-231, September.
    19. Lucas, Robert Jr., 1988. "On the mechanics of economic development," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 3-42, July.
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    More about this item


    Modelo semiestructural; Proyecciones macroeconómicas; Perú;

    JEL classification:

    • 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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