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Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural

Author

Listed:
  • José Luis Nolazco

    (Ministerio de Economía y Finanzas)

  • Patricia Lengua-Lafosse

    (Ministerio de Economía y Finanzas)

  • Nikita Céspedes

    (Ministerio de Economía y Finanzas)

Abstract

En este documento se estudia la contribución del sector externo en el crecimiento de la economía peruana en el periodo 1996-2015. Se usa un modelo semi-estructural similar a los desarrollos disponibles (Berg y otros, 2006; Salas, 2011; Adler y Sosa, 2012; Han, 2014),) de modo que los choques externos se propagan endógenamente hacia el crecimiento de una economía pequeña, abierta y parcialmente dolarizada mediante los canales reales (comercio y términos de intercambio) y financiero (volatilidad y tipo de cambio). Se encuentra que los efectos conjuntos de los choques externos que enfrentó la economía peruana son heterogéneos en el tiempo y según el tipo de choque: en los periodos 2005-2008 y 2010-2013 los choques externos representan hasta el 36% y 28% del crecimiento observado, respectivamente. Asimismo, durante el 2009 se hubiera crecido 4,2 puntos porcentuales mayor al observado en dicho año (1,1%) si es que no hubiera ocurrido la crisis económica mundial.

Suggested Citation

  • 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 80, Peruvian Economic Association.
    • Handle: RePEc:apc:wpaper:2016-080
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    2. Ganiko, Gustavo & Jiménez, Alvaro, 2023. "Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR," Working Papers 2023-010, Banco Central de Reserva del Perú.
    3. Nolazco Cama, Jose Luis & Bravo-Ortega, Claudio, 2015. "Instituciones, Recursos Naturales Y Sus Efectos En El Crecimiento Economico: Un Sistema De Ecuaciones Simultáneas En Panel De Datos [Institutions, Natural Resources And Its Impact On Economic Growt," MPRA Paper 74421, University Library of Munich, Germany.

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    More about this item

    Keywords

    choques externos; crecimiento económico; canal comercial y financiero;
    All these keywords.

    JEL classification:

    • C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
    • E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies

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