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Gutiérrez, E., Lavilla, H. (2015). Factores asociados a los flujos de capitales extremos desde y hacia Perú, 1990 - 2014 [Tesis, Universidad Nacional del Callao]. https://hdl.handle.net/20.500.12952/1510
Gutiérrez, E., Lavilla, H. Factores asociados a los flujos de capitales extremos desde y hacia Perú, 1990 - 2014 [Tesis]. PE: Universidad Nacional del Callao; 2015. https://hdl.handle.net/20.500.12952/1510
@misc{renati/332147,
title = "Factores asociados a los flujos de capitales extremos desde y hacia Perú, 1990 - 2014",
author = "Lavilla Ruíz, Hans",
publisher = "Universidad Nacional del Callao",
year = "2015"
}
Title: Factores asociados a los flujos de capitales extremos desde y hacia Perú, 1990 - 2014
Authors(s): Gutiérrez Lau, Eliana; Lavilla Ruíz, Hans
Advisor(s): Nunura Chully, Juan Bautista
Keywords: Inflows; Outflows; Flujos de capital; Exportaciones
Issue Date: 2015
Institution: Universidad Nacional del Callao
Abstract: En este estudio se identifican los episodios de variaciones extremas en las salidas
y entradas de flujos de capital (inflows y outflows) que ha experimentado el Perú
durante el período l990:T1-2014:T4. Estimando regresiones log-log
complementarias se identifican también los factores asociados a la probabilidad de
experimentar algunos de esos episodios. Los resultados muestran que las
variaciones extremas de los inflows Perú coinciden con períodos de gran estrés
financiero como México 1994, Rusia 1998 y EE.UU 2008. Los factores
determinantes de estos episodios serian el riesgo global, el nivel de actividad
económica mundial, el ciclo de precios de nuestras exportaciones, la tasa de
crecimiento doméstica y el déficit de cuenta corriente. Por otro lado, las
variaciones extremas de los outflows se muestran menos relacionadas a períodos
de gran estrés financiero y responderían fuertemente al ciclo de los precios de
nuestras exportaciones.
This study identifies episodes of waves in capital flow (sharp increases and decreases) from and to Peru during the period 1990:Q1 0242014Q4B. y using complementary log-log regressions the study also identifies factors that are linked to the likelihood of having a surge, a stop, a retrenchment or a flight. Our results show that wave of inflows in Peru coincide with periods of great financial stress as Mexico 1994, Russia 1998 and US 2008. In addition, the determinants of these episodes would be the global risk, the level of world economic activity, the price cycle of our exports, the rate of domestic growth and the current account deficit. On the other hand, waves in outflows are less related to periods of great financial stress and would strongly respond to our exports price cycle.
This study identifies episodes of waves in capital flow (sharp increases and decreases) from and to Peru during the period 1990:Q1 0242014Q4B. y using complementary log-log regressions the study also identifies factors that are linked to the likelihood of having a surge, a stop, a retrenchment or a flight. Our results show that wave of inflows in Peru coincide with periods of great financial stress as Mexico 1994, Russia 1998 and US 2008. In addition, the determinants of these episodes would be the global risk, the level of world economic activity, the price cycle of our exports, the rate of domestic growth and the current account deficit. On the other hand, waves in outflows are less related to periods of great financial stress and would strongly respond to our exports price cycle.
Link to repository: https://hdl.handle.net/20.500.12952/1510
Discipline: Economía
Grade or title grantor: Universidad Nacional del Callao. Facultad de Ciencias Económicas
Grade or title: Economista
Register date: 7-Nov-2016
This item is licensed under a Creative Commons License