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    El modelo IS-LM : una versión para el Perú
    (Pontificia Universidad Católica del Perú. Departamento de Economía, 1992)
    How can the IS-LM logical structure be used advantageously to build a macroeconomic model that addresses some present Peruvian economic issues? The institutional features of the Peruvian economy underpinning this evolution are a dollarized private sector, the free exchange rate and output and prices’s sensitivity to the floating exchange rate.
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    Indicadores líderes, redes neuronales y predicción de corto plazo
    (Pontificia Universidad Católica del Perú. Departamento de Economía, 2002)
    This paper shows a procedure to construct a short run predictor for the GDP. We use the Baxter & King filter to decompose the monthly GDP on its three components: seasonal, business cycle and long-run trend. Furthermore we estimate and forecast the business cycle using a set of leading economic variables. We propose that the complicated relationships among this variables and the business cycle are well captured by a non linear artificial neural network model. The other components are estimated using standard econometric techniques. Finally, the three components are added to obtain an indicator for the future behavior of the GDP. The prediction shows an acceptable level of reliability, so the index can be used to take decisions in the private or public sector. The main advantage of the index is its faster availability relative to the official statistics.
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    Compleción del modelo del "overshooting" de Dornbusch
    (Pontificia Universidad Católica del Perú. Departamento de Economía, 2003)
    The article tries to complete the “overshooting” model of Dornbusch, explicitly including a dynamic equation for the money market, because Dornbusch treats this only in an intuitive way, as if there was an infinite speed of adjustment. After pointing out some errors in the original work, it is showed that the hypotheses made by Dornbusch are sufficient for the completed model to exhibit the wanted “overshooting”.