Shocks de precios internacionales bajo incertidumbre estocástica

  • Samuel Alarcón Gambarte Universidad Alberto Hurtado
Palabras clave: Macroeconomía de la economía abierta, fluctuaciones y ciclo económico

Resumen

America Latina ha experimentado un contexto de alta volatilidad en sus terminos de intercambio durante los ultimos anos. Para analizar este fenomeno, se aporta una nueva forma de modelar los precios externos, que busca capturar la incertidumbre del mercado internacional. Se construye un modelo de equilibrio general dinamico estocastico y se estima con datos de Bolivia. Finalmente, se realiza una simulacion introduciendo un shock de precios de exportacion y analizando tres escenarios diferentes: convencional, bajo shock de persistencia y bajo shock de varianza. Se analizan los mecanismos macroeconomicos de transmision ante los shocks externos y como los agentes economicos reaccionan a cambios en la incertidumbre.

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Publicado
2019-11-30
Cómo citar
Alarcón GambarteS. (2019). Shocks de precios internacionales bajo incertidumbre estocástica. Revista Latinoamericana De Desarrollo Económico, (32), 58-94. https://doi.org/10.35319/lajed.201932399