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Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile

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  • Carlos Fernando Daza Moreno
  • Jorge Mario Uribe

Abstract

En este documento se exploran los efectos de la política monetaria de Estados Unidos sobre las economías de Colombia, Perú y Chile. Se hace uso de modelos SVAR-X Se encuentra que la política monetaria estadounidense tiene efectos de escasa magnitud y diversos sobre las economías estudiadas. En Colombia, una política monetaria contractiva externa está acompanada de un leve incremento de la actividad económica dos meses después de su implementación, un escaso descenso de la inflación y una apreciación del tipo de cambio nominal sin persistencia. En Chile y Perú, solo son significativos los impactos sobre el nivel de producción, aunque estos van en sentidos opuestos en cada economía.

Suggested Citation

  • Carlos Fernando Daza Moreno & Jorge Mario Uribe, 2016. "Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile," Revista de Economía del Caribe 14794, Universidad del Norte.
    • Handle: RePEc:col:000382:014794
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    More about this item

    Keywords

    SVAR; VARX; Política monetaria; Estados Unidos; Economías Emergentes.;
    All these keywords.

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • 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
    • F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts

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