Central bank research hub - Series: Central Reserve Bank of Peru Working Papers

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005

Monetary policy, financial dollarization and agency costs

by Marco Vega

Paper: 2015-019, 01.01.2016

JEL: E31, E44, F41, G21
Comparing the Transmission of Monetary Policy Shocks in Latin America: A Hierarchical Panel VAR

by Fernando J. Pérez Forero

Paper: 2015-015, 31.12.2015

JEL: E43, E51, E52, E58
Foreign capital and economic growth in emerging markets: are foreign aid and foreign direct investment substitutes?

by César Salinas , Micaela Chuquilí and Diego Winkelried

Paper: 2015-014, 31.12.2015

JEL: F21, F35, O19, O40
Piecewise linear trends and cycles in primary commodity prices

by Diego Winkelried

Paper: 2015-012, 31.12.2015

JEL: C22, E30, O13, Q2
Asymmetric exchange rate pass-through: Evidence from Peru

by Marco Vega and Fernando J. Pérez Forero

Paper: 2015-011, 17.11.2015

JEL: C32, E31, F31
Competition and Quality Upgrading in Export Markets: The case of Peruvian Apparel Exports

by Renzo Castellares

Paper: 2015-010, 17.11.2015

JEL: F14, O14, O30
Calendar Effects in Latin American Stock Markets

by Diego Winkelried and Luis Antonio Iberico

Paper: 2015-008, 17.11.2015

JEL: C50, G10, G14, G15
Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis

by Diego Winkelried

Paper: 2015-007, 17.11.2015

JEL: C22, O13
Determinants of the Demand for Cash in Peru: A Non Linear Approach

by Juan Ramírez , Javier Pereda and José Luis Vásquez

Paper: 2015-006, 16.10.2015

JEL: E41, E51, E52
Stock market development and real economic activity in Peru

by Marco Vega and Erick Lahura

Paper: 2014-022, 29.12.2014

JEL: E23, G10
Tracking the Exchange Rate in Latin America

by César Carrera

Paper: 2014-020, 29.12.2014

JEL: F31, F41
The Dynamic Effects of Interest Rates and Reserve Requirements

by Fernando Pérez-Forero and Marco Vega

Paper: 2014-018, 29.12.2014

JEL: E43, E51, E52
Effects of the U.S. quantitative easing on the Peruvian economy

by César Carrera , Fernando Pérez Forero and Nelson Ramírez-Rondán

Paper: 2014-017, 29.12.2014

JEL: E43, E51, E52, E58
Inferring inflation expectations from fixed-event forecasts

by Diego Winkelried

Paper: 2014-016, 29.12.2014

JEL: C32, E37, E52
General Equilibrium Analysis of Conditional Cash Transfers

by Nikita Céspedes

Paper: 2014-015, 29.12.2014

JEL: D52, D58, D62, D64
Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets

by Youel Rojas Zea and Paul Castillo Bardález

Paper: 2014-012, 15.08.2014

JEL: C11, C13, C51, F41
Macroprudential Rules in Small Open Economies

by María Alejandra Amado Garfias

Paper: 2014-009, 17.07.2014

Abstract

JEL: E52, E61
Spillovers, capital flows and prudential regulation in small open economies

by Hugo Vega , Paul Castillo , Cesar Carrera and Marco Ortiz

Paper: 2014-006, 07.04.2014

JEL: E21, E23, E32, E44, G01, O11, O16
Inflation targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru

by Paul Castillo , Marco Vega and Adrián Armas

Paper: 2014-003, 18.02.2014
Fat-Tailed Shocks and the Central Bank Reaction

by Marco Ortiz

Paper: 2014-002, 18.02.2014
State Contingent Assets, Financial Crises and Pecuniary Externalities in Models with Collateral Constraints

by Rocío Gondo

Paper: 2014-001, 01.02.2014
Default Externalities in Emerging Market Systemic Private Debt Crises

by Rocío Gondo

Paper: 2013-023, 19.12.2013
Dutch disease and fiscal policy

by Fabrizio Orrego and Germán Vega

Paper: 2013-021, 19.12.2013
Optimal Taxation and Life Cycle Labor Supply Profile

by Nikita Céspedes and Michael Kuklik

Paper: 2013-020, 19.12.2013
Learning Through the Yield Curve

by Marco Ortiz

Paper: 2013-018, 18.12.2013
Inflation, Information Rigidity, and the Sticky Information Phillips Curve

by César Carrera and Nelson Ramírez-Rondán

Paper: 2013-017, 18.12.2013
Foreign Exchange Interventions in Peru

by Zenón Quispe , Renzo Rossini and Enrique Serrano

Paper: 2013-016, 14.12.2013
Minimum Wage and Job Mobility

by Alan Sánchez and Nikita Céspedes Reynaga

Paper: 2013-012, 29.08.2013
Terms of Trade and Current Account Fluctuations - a Vector Autoregression Approach

by Freddy Espino and Juan Carlos Aquino

Paper: 2013-008, 13.06.2013
How Do Terms of Trade Affect Productivity? The Role of Monopolistic Output Markets

by Luis-Gonzalo Llosa

Paper: 2013-007, 07.06.2013
The Consumer confidence index and short-term private consumption forecasting in Peru

by Leonidas Cuenca , Julio Flores and Daniel Morales

Paper: 2013-004, 07.06.2013
Are business tendency surveys useful to forecast private investment in Peru? A non-linear approach

by Paúl Arenas and Daniel Morales

Paper: 2013-003, 07.06.2013
Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?

by Sergio Schmukler , Francisco Ceballos , Tatiana Didier and Constantino Hevia

Paper: 2013-002, 31.01.2013
Predicting quarterly aggregates with monthly indicators

by Diego Winkelried

Paper: 2012-023, 29.12.2012
Fiscal policy considerations in the design of monetary policy in Peru

by Zenón Quispe , Renzo Rossini and Jorge Loyola

Paper: 2012-022, 14.11.2012
Constructing a real-time coincident recession index: an application to the Peruvian economy

by Liu Mendoza and Daniel Morales

Paper: 2012-020, 14.11.2012
The Role of Money in New-Keynesian Models

by Bennett T. McCallum

Paper: 2012-019, 17.10.2012
Regional inflation dynamics and inflation targeting in Peru

by José Enrique Gutierrez and Diego Winkelried

Paper: 2012-018, 11.10.2012
Long-Run Money Demand in Latin-American countries: A Nonestationary Panel Data Approach

by César Carrera

Paper: 2012-016, 27.08.2012

JEL: C22, C23, E41
Interbank Market and Macroprudential Tools in a DSGE Model

by César Carrera and Hugo Vega

Paper: 2012-014, 28.06.2012

JEL: E31, O42
The Real Output Costs of Financial Crisis: A Loss Distribution Approach

by Marco Vega and Daniel Kapp

Paper: 2012-013, 24.05.2012

JEL: C15, G01, G17, G22, G32
The Effects of Mobile Phone Infrastructure: Evidence from Rural Peru

by Diether W. Beuermann , Carlos Sotelo Lopez and Christopher McKelvey

Paper: 2012-012, 25.04.2012

JEL: O1, O3, Q13, Q16
Trade linkages and growth in Latin America: A time-varying SVAR approach

by Diego Winkelried and Miguel Angel Saldarriaga

Paper: 2012-011, 25.04.2012

JEL: C32, C50, E32, F44, O54
Capital Controls with International Reserve Accumulation: Can this Be Optimal?

by Philippe Bacchetta , Kenza Benhima and Yannick Kalantzis

Paper: 2012-009, 25.04.2012
Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models

by Arturo Ormeño

Paper: 2012-007, 22.02.2012

JEL: C11, D84, E30, E52
Measuring the Effects of Monetary Policy Using Market Expectations

by Erick Lahura

Paper: 2012-005, 25.01.2012
Estimating Information Rigidity using Firms' Survey Data

by César Carrera

Paper: 2012-004, 18.01.2012
Employment Protection and Business Cycles in Emerging Economies

by Ruy Lama and Carlos Urrutia

Paper: 2012-003, 18.01.2012
Financial Frictions and the Interest-Rate Differential in a Dollarized Economy

by Hugo Vega

Paper: 2012-002, 18.01.2012
Dedollarization and financial robustness

by Rocio Gondo and Fabrizio Orrego

Paper: 2011-022, 30.12.2011