Citas bibligráficas
Berrocal, A., (2021). El impacto de la volatilidad del tipo de cambio real sobre las exportaciones agrícolas no tradicionales: Aplicación para el Perú durante el 2003 al 2019 [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/657056
Berrocal, A., El impacto de la volatilidad del tipo de cambio real sobre las exportaciones agrícolas no tradicionales: Aplicación para el Perú durante el 2003 al 2019 [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2021. http://hdl.handle.net/10757/657056
@misc{renati/1290504,
title = "El impacto de la volatilidad del tipo de cambio real sobre las exportaciones agrícolas no tradicionales: Aplicación para el Perú durante el 2003 al 2019",
author = "Berrocal Mendez, Alondra Lizeth",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2021"
}
This research examines the effect of the real exchange rate volatility on non-traditional agricultural exports in Peru in the absence of a universal consensus on this issue, be it due to the type of economy, sector and among other characteristics. The study used monthly time series data for the period 2003 to 2019, based on information sources collected by the Central Reserve Bank of Peru (BCRP) and the United States Federal Reserve System (FED). The research used the GARCH model to determine the presence of volatility in the series of the multilateral real exchange rate. The analytical methods used were Ordinary Least Squares (OLS) to demonstrate the stability of the parameters and later, for the analysis of dynamic relationships both in the short and long term, the Autoregressive Distributed Lags (ARDL) model was used. In addition to using some control variables to estimate the proposed models. The results concluded that the real exchange rate volatility had a positive impact on non-traditional agricultural exports in the short term in Peru. While, in the long term, there was no incidence of the real exchange rate volatility on these non-traditional agricultural exports.
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