Traspaso de la tasa de referencia de política monetaria a las tasas de interés del sistema bancario peruano, 2010 – 2021
| dc.contributor.advisor | Zavala Benites, Emerito Felipe | |
| dc.contributor.author | Gutierrez Valeriano, Erlin Junior | |
| dc.date.accessioned | 2024-04-02T17:32:21Z | |
| dc.date.available | 2024-04-02T17:32:21Z | |
| dc.date.issued | 2024 | |
| dc.description.abstract | El presente estudio pretende demostrar el efecto traspaso de la tasa de referencia de política monetaria a las tasas de interés del sistema bancario peruano ha sido incompleto durante el periodo 2010-2021. La investigación es correlacional, no experimental. Se halló que la tasa activa y pasiva, tienen cointegración con la tasa de referencia de política monetaria. Los estimadores evidencian que en el largo plazo la transmisión del efecto traspaso de la tasa de referencia de política es -0.39 (menor a uno) lo que reflejaría un efecto traspaso incompleto para dicha tasa activa promedio. Se estima que la velocidad de ajuste es de -0.03 en el largo plazo por lo que es estadísticamente significativo. | |
| dc.description.abstract | ABSTRACT The present study aims to demonstrate the effect of the transfer of the monetary policy reference rate to the interest rates of the Peruvian banking system has been incomplete during the period 2010-2021. The research is correlational, not experimental. It was found that the active and passive rates have cointegration with the monetary policy reference rate. The estimators show that in the long term the transmission of the pass-through effect of the policy reference rate is -0.39 (less than one), which would reflect an incomplete pass-through effect for said average active rate. It is estimated that the speed of adjustment is -0.03 in the long term, making it statistically significant. | |
| dc.format | application/pdf | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14414/20951 | |
| dc.language.iso | spa | |
| dc.publisher | Universidad Nacional de Trujillo | |
| dc.publisher.country | PE | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | |
| dc.subject | Tasa de interés | |
| dc.subject | Política monetaria | |
| dc.subject | Sistema bancario | |
| dc.subject.ocde | https://purl.org/pe-repo/ocde/ford#5.02.01 | |
| dc.title | Traspaso de la tasa de referencia de política monetaria a las tasas de interés del sistema bancario peruano, 2010 – 2021 | |
| dc.type | info:eu-repo/semantics/bachelorThesis | |
| dc.type.version | info:eu-repo/semantics/publishedVersion | |
| renati.advisor.dni | 17989297 | |
| renati.advisor.orcid | https://orcid.org/0000-0002-6520-4675 | |
| renati.author.dni | 74302636 | |
| renati.discipline | 311016 | |
| renati.juror | León Mostacero, Luzmila Elena | |
| renati.juror | Jaulis Quispe, David | |
| renati.juror | Concepción Velásquez, Winston Armando | |
| renati.level | http://purl.org/pe-repo/renati/level#tituloProfesional | |
| renati.type | http://purl.org/pe-repo/renati/type#tesis | |
| thesis.degree.discipline | Economía | |
| thesis.degree.grantor | Universidad Nacional de Trujillo. Facultad de Ciencias Económicas | |
| thesis.degree.name | Economista |