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Linda, T., (2023). Efectos económicos de la pandemia del COVID-19 en el Perú [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/668822
Linda, T., Efectos económicos de la pandemia del COVID-19 en el Perú [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2023. http://hdl.handle.net/10757/668822
@misc{renati/407270,
title = "Efectos económicos de la pandemia del COVID-19 en el Perú",
author = "Linda Noelia, Tarma Leyva",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2023"
}
Title: Efectos económicos de la pandemia del COVID-19 en el Perú
Other Titles: Economic Effects of the COVID-19 Pandemic in Peru
Authors(s): Linda Noelia, Tarma Leyva
Advisor(s): Ballena Dominguez Victor Giovanny
Keywords: Covid-19; Producto bruto interno; Mercado de valores; Mercado interbancario; Mercado de valores; Gross domestic product; Stock market; Interbank market; Stock market
OCDE field: https://purl.org/pe-repo/ocde/ford#5.02.00; https://purl.org/pe-repo/ocde/ford#5.00.00
Issue Date: 26-Jul-2023
Institution: Universidad Peruana de Ciencias Aplicadas (UPC)
Abstract: El objetivo de este trabajo es determinar el efecto de la pandemia del COVID-19 en diferentes ámbitos de la economía peruana: la economía real, el mercado monetario, el mercado de valores y el mercado interbancario. Para tal efecto, se adopta la ruta de investigación cuantitativa, diseño no experimental, longitudinal y alcance descriptivo-correlacional. Se utilizan datos oficiales del Banco Central de Reserva del Perú (BCRP) y Yahoo! Finanzas. Se estima un modelo de vectores autorregresivos (VAR) mediante mínimos cuadrados ordinarios (MCO) y se ejecutan diversas pruebas econométricas para evaluar su validez. Asimismo, se recurre a la prueba de causalidad de Granger y al análisis de impulso-respuesta con el fin de investigar las relaciones entre las variables.
The objective of this work is to determine the effect of the COVID-19 pandemic in different areas of the Peruvian economy: the real economy, the money market, the stock market and the interbank market. For this purpose, a quantitative, non-experimental, longitudinal and descriptive-correlational research approach is adopted. Official data from the Central Reserve Bank of Peru (BCRP) and Yahoo! Finance are used. An autoregressive vector autoregressive (ARV) model is estimated using ordinary least squares (OLS) and various econometric tests are run to assess its validity. The Granger causality test and impulse-response analysis are also used to investigate the relationships between variables.
The objective of this work is to determine the effect of the COVID-19 pandemic in different areas of the Peruvian economy: the real economy, the money market, the stock market and the interbank market. For this purpose, a quantitative, non-experimental, longitudinal and descriptive-correlational research approach is adopted. Official data from the Central Reserve Bank of Peru (BCRP) and Yahoo! Finance are used. An autoregressive vector autoregressive (ARV) model is estimated using ordinary least squares (OLS) and various econometric tests are run to assess its validity. The Granger causality test and impulse-response analysis are also used to investigate the relationships between variables.
Link to repository: http://hdl.handle.net/10757/668822
Discipline: Economía y Negocios Internacionales
Grade or title grantor: Universidad Peruana de Ciencias Aplicadas (UPC). Facultad de Economía
Grade or title: Bachiller en Economía y Negocios Internacionales
Register date: 2-Oct-2023
This item is licensed under a Creative Commons License