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

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005

Anchoring of Inflation Expectations in Latin America

by James Yetman and Rocío Gondo

Paper: 2018-003, 01.04.2018

JEL: E31, E58
Monetary policy spillovers, global commodity prices and cooperation

by Marco Lombardi , Massimo Ferrari , Andrew Filardo and Carlos Montoro

Paper: 2018-002, 01.02.2018

JEL: E52, E61
Monetary policy operating procedures, lending frictions, and employment

by Chris Limnios , Carl Walsh and David Florian

Paper: 2018-001, 01.02.2018

JEL: E4, G21
Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set

by Diego Winkelried

Paper: 2017-013, 01.12.2017

JEL: C12, C22, O13
Global spillovers and coordination of monetary and macroprudential policies in the Pacific Alliance economies

by Cesar Vasquez , Zenon Quispe , Donita Rodriguez and Hiroshi Toma

Paper: 2017-012, 01.12.2017
The Dynamics of Investment Projects: Evidence from Peru

by Marco Vega and Rocío Gondo

Paper: 2017-006, 01.06.2017

JEL: E43, E51, E52
Monetary Aggregates and Monetary Policy in Peru

by Erick Lahura

Paper: 2017-003, 01.06.2017

JEL: C32, E52, E58
Macroprudential Policies in Peru: The effects of Dynamics Provisioning and Conditional Reserve Requirements

by Miguel Cabello , José Lupú and Elías Minaya

Paper: 2017-002, 01.02.2017
How much is too much? The fiscal space in emerging market economies

by Karl Melgarejo , Carlos Montoro and Gustavo Ganiko

Paper: 2016-014, 01.12.2016

JEL: E62, H62, H63
Cyclical Fluctuations, Co-movement and the Role of External Shocks in Latin America

by Fernando Pérez Forero

Paper: 2016-013, 01.12.2016

JEL: C11, C33, E32
The dynamic response of the Current Account to Commodity Prices shocks in Mining and Non-mining exporting economies

by Fernando Pérez Forero and Sergio Serván

Paper: 2016-012, 01.12.2016

JEL: C11, C33, E32, F42
Mortgage Credit: Lending and Borrowing Constraints in a DSGE Framework

by Elmer Sánchez

Paper: 2016-009, 01.09.2016

JEL: E37, E44, E52
Foreign exchange intervention and monetary policy design: a market microstructure analysis

by Marco Ortiz and Carlos Montoro

Paper: 2016-008, 01.09.2016

JEL: E4, E5, F3, G15
Unemployment and Gross Credit Flows in a New Keynesian Framework

by Johanna Francis and David Florian

Paper: 2016-007, 01.09.2016

JEL: E32, E44, E52, J64
From the "Great Inflation" to the "Great Moderation" in Peru: A Time Varying Structural Vector Autoregressions Analysis

by Jimena Montoya , Ricardo Quineche and Paul Castillo

Paper: 2016-003, 01.04.2016

JEL: C15, C22, E23, E24, E31, E32, E47, E52, E58
De-dollarization of credit in Peru: the role of unconventional monetary policy tools

by Carlos Burga , Enrique Serrano , Paul Castillo and Hugo Vega

Paper: 2016-002, 01.04.2016

JEL: E52, E58, E61, G38
Contractual Imperfections and the Impact of Crises on Trade: Evidence from Industry-Level Data

by Jorge Salas and Renzo Castellares

Paper: 2016-001, 01.04.2016

JEL: F1, F41, G01, G32
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