消费异质性对货币政策冲击的敏感性。秘鲁案例

Q3 Economics, Econometrics and Finance
Renzo Vidal Caycho, Julio Eduardo Yarasca Moscol
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引用次数: 0

摘要

本文试图利用全国住户调查(enwho)作为数据库回答货币政策对家庭消费的影响。为此,对2016 - 2019年期间的面板数据模型进行了估计;以及在2013年至2020年之间使用季度周期的VAR面板方法。在这两份报告中都观察到,这些冲击对家庭消费有一定程度的影响,这也证实,在包括某些控制变量以及主要宏观经济变量的情况下,货币政策产生了更大的稳健性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Sensibilidad de la heterogeneidad del consumo a los choques de política monetaria. El caso peruano
This paper seeks to answer the effects of monetary policy on family consumption using the National Household Survey (ENAHO) as a database. To do this, a panel data model is estimated for the period 2016 2019; as well as the use of the VAR panel methodology with a quarterly periodicity between 2013 and 2020. In both it is observed that there is a degree of significance of these shocks on the consumption of families, also verifying that under the inclusion of certain variables of control, as well as of the main macroeconomic variables, greater robustness of the monetary policy is generated.
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来源期刊
Revista de Analisis Economico
Revista de Analisis Economico Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)
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