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Estimación de la Tasa Natural de Interés para el Perú: Un Enfoque Financiero

Listed author(s):
  • Pereda, Javier

    (Banco Central de Reserva del Perú)

En el presente trabajo se estima la tasa natural de interés para el Perú en el periodo 2004-2010 mediante dos modelos dentro de un enfoque financiero: un modelo basado en la paridad de intereses y el otro basado en la tasa forward de la curva de rendimiento. La ventaja práctica de los modelos financieros es que son modelos de fácil aplicación y permiten estimados de alta frecuencia. Los estimados de la tasa natural de interés de ambos modelos indicarían una tendencia decreciente de la tasa natural de interés en el periodo analizado, en línea con la evidencia reportada para otros países, así como una posición de política monetaria expansiva durante dicho periodo.

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Paper provided by Banco Central de Reserva del Perú in its series Working Papers with number 2010-018.

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Date of creation: Dec 2010
Handle: RePEc:rbp:wpaper:2010-018
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