Un modelo DSGE-VAR para la evaluación de reglas fiscales en el Perú
, 2017 Esta investigación evalúa el desempeño de las reglas fiscales para el Perú utilizando un modelo DSGE para una economía pequeña y abierta. Así, tomando como referencia el trabajo desarrollado por Córdova y Rojas (2010) se estima un modelo DSGE y un DSGE-VAR con datos trimestrales del periodo 1994-2015 y se evalúan reglas fiscales convencionales y ...
Pando Caciano, Luciana María +1 more
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Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case [PDF]
The advance of globalization of the international financial market has implied a more complex portfolio risk for the banks. Furthermore, several points such as the growth of e-banking and the increase in accounting irregularities call attention to ...
Délio José Cordeiro Galvão +2 more
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Forecasting Food Price Inflation in Developing Countries with Inflation Targeting Regimes: the Colombian Case [PDF]
Many developing countries are adopting inflation targeting regimes to guide monetary policy decisions. In such countries the share of food in the consumption basket is high and policy makers often employ total inflation (as opposed to core inflation) to ...
Eliana González +3 more
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Choque externos, intervenciones cambiarias y política monetaria: Un análisis a partir del modelo MEGA-D [PDF]
El MEGA-D es un modelo desarrollado en el BCRP para hacer análisis de política monetaria. este modelo macroeconómico de equilibrio general dinámico parte del comportamiento individual de los agentes económicos para capturar las principales regularidades ...
Florian, David, Montoro, carlos
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Expectations, Learning, And Monetary Policy: An Overview Of Recent Research [PDF]
Expectations about the future are central for determination of current macroeconomic outcomes and the formulation of monetary policy. Recent literature has explored ways for supplementing the benchmark of rational expectations with explicit models of ...
George W. Evans, Seppo Honkapohja
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What Drives the Current Account in Commodity-Exporting Countries? The Cases of Chile and New Zealand [PDF]
This paper uses a DSGE model to explore what factors explain current account developments in Chile and New Zealand, two small open economies that are intensive commodity exporters.
Anella Munro +2 more
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Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 [PDF]
Using survey data, we document that foreign-owned institutions became more pessimistic than locally owned institutions about the strength of the Brazilian currency around the 2002 presidential elections.
Emanuel Kohlscheen, Sandro C. Andrade
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Stop and go : distribución del ingreso y política comercial en un modelo DSGE estructuralista
, 2020 Fil: Nakab, Alejandro. Universidad de San Andrés. Departamento de Ciencias Sociales; Argentina.
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Políticas de Encajes y Modelos Económicos [PDF]
El rol de los encajes bancarios como instrumento de control monetario ha sido constantemente discutido y modelado. En este trabajo se revisan los modelos en donde las políticas de requerimiento de encaje cumplen diferentes roles.
Carrera, César
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