Dirty Float, Commodity Prices, and Macroeconomic Fluctuations: A Model for Peru

This paper presents a macroeconomic model that replicates the key stylized facts of the Peruvian economy, namely the strong dependence of private investment and GDP on mineral export prices, within a framework where the Central Reserve Bank of Peru (BCRP) operates under a dirty float regime and the...

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Detalhes bibliográficos
Autores: Mendoza, Waldo, Vilca, Rafael
Formato: artículo
Fecha de publicación:2024
País:Perú
Recursos:Pontificia Universidad Católica del Perú
Repositorio:PUCP-Institucional
Idioma:inglés
OAI Identifier:oai:repositorio.pucp.edu.pe:20.500.14657/203830
Acesso em linha:https://revistas.pucp.edu.pe/index.php/economia/article/view/31204/27513
http://hdl.handle.net/20.500.14657/203830
https://doi.org/10.18800/economia.202402.004
Access Level:acceso abierto
Palavra-chave:Dirty float
Commodities
Macroeconomic fluctuations
https://purl.org/pe-repo/ocde/ford#5.02.01
Descrição
Resumo:This paper presents a macroeconomic model that replicates the key stylized facts of the Peruvian economy, namely the strong dependence of private investment and GDP on mineral export prices, within a framework where the Central Reserve Bank of Peru (BCRP) operates under a dirty float regime and the Ministry of Economy and Finance (MEF) follows fiscal rules that endogenize public spending. The model is designed for undergraduate students and instructors of economics and builds on the work of Dancourt (2009), Dancourt Mendoza (2016), and Mendoza (2019).