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El canal de crédito en el Perú: Una aproximación SVAR

Author

Listed:
  • Viladegut, Hugo
  • Cabello, Miguel

Abstract

El presente documento estudia el canal de crédito para la economía peruana durante el periodo 2002-2012. Se utiliza un modelo de Vectores Autorregresivos Estructurales (SVAR) restringido y aumentado con expectativas que se estima mediante el Método Generalizado de Momentos (MGM). Se encuentra que el canal crediticio ha operado como mecanismo de transmisión de política monetaria hacia la economía agregada en el periodo de análisis.

Suggested Citation

  • Viladegut, Hugo & Cabello, Miguel, 2014. "El canal de crédito en el Perú: Una aproximación SVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 27, pages 51-66.
    • Handle: RePEc:rbp:esteco:ree-27-03
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers

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