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La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012

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  • Barrera, Carlos

    (Banco Central de Reserva del Perú)

Abstract

El presente estudio contrasta la hipótesis de una relación no lineal entre la inflación y el crecimiento de la actividad económica del Perú con datos que cubren el periodo enero 1993 - junio 2012. Se usa una familia de modelos dicotómicos que enfatizan la relación entre las fases de aceleración y desaceleración presentes en los ciclos de ambas variables. Se estiman modelos logit uni-ecuacionales auto-regresivos así como modelos probit bi-ecuacionales estáticos y auto-regresivos. Los resultados sugieren la existencia de una relación estocástica entre los ciclos discretos de inflación y actividad económica.

Suggested Citation

  • Barrera, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers 2014-024, Banco Central de Reserva del Perú.
  • Handle: RePEc:rbp:wpaper:2014-024
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    More about this item

    Keywords

    modelos de series de tiempo; regresión discreta; modelos logit; construcción y evaluación de modelos; predicción; fl uctuaciones en los negocios;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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