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Probando la condición Marshall-Lerner y Curva-J para el Perú: un análisis de cointegración multivariada

Author

Listed:
  • Laurente Blanco, Luis Francisco

    (Universidad Nacional del Altiplano)

  • Machaca Ticona, Dan Manuel

    (Universidad Nacional del Altiplano)

Abstract

En el Peru, la balanza comercial ha jugado un papel protagonico en el desempeno economico, particularmente a partir del ano 2002, en que empieza a registrar superavits. Es asi que para el ano 2018 se registro un superavit de US$ 7,049 millones. Este dinamismo del comercio internacional mantiene al comercio exterior como uno de los principales motores de la economia peruana. El objetivo del estudio es probar la condicion Marshall-Lerner y la Curva-J para el Peru utilizando informacion mensual de los anos 2000 a 2018 obtenida del Banco Central de Reserva del Peru (BCRP). Para el analisis se emplea la metodologia de Johansen-Juselius y el Modelo Vector de Correccion de Error (MVCE). Los resultados revelaron el cumplimiento de la condicion Marshall-Lerner para el largo plazo y, haciendo uso de los diagramas de impulso-respuesta, se confirma que no se cumple el fenomeno de la Curva-J en la economia peruana.

Suggested Citation

  • Laurente Blanco, Luis Francisco & Machaca Ticona, Dan Manuel, 2019. "Probando la condición Marshall-Lerner y Curva-J para el Perú: un análisis de cointegración multivariada," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 32, pages 170-189, November.
    • Handle: RePEc:ris:revlde:1975
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    More about this item

    Keywords

    VAR; cointegración; modelo vector de corrección de error; balanza comercial; tipo de cambio real.;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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