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MARCO ANTONIO VEGA DE LA CRUZ

MARCO ANTONIO VEGA DE LA CRUZ

MARCO ANTONIO VEGA DE LA CRUZ

PhD Economía, UNIVERSITY OF LONDON, THE LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIENCE

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Master of Science in Economics (UNIVERSITY OF LONDON, THE LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIENCE)

DOCENTE ORDINARIO - PRINCIPAL
Tiempo parcial convencional a 20 Hrs/Sem
Departamento Académico de Economía - Sección Economía

Investigaciones

Se encontraron 3 investigaciones

2011 - 2012

Real Output Costs of Financial Crises: A Loss Distribution Approach

We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribution Approach (LDA) to estimate a multi-country aggregate GDP loss probability density function and the percentiles associated to extreme events due to financial crises. We find that output losses arising from financial crises are strongly heterogeneous and that currency crises lead to smaller output losses than debt and banking crises. Extreme global financial crises episodes, occurring with a one percent probability every five years, lead to losses between 2.95% and 4.54% of world GDP.

Participantes:

Instituciones participantes:

  • BANCO CENTRAL DE RESERVA DEL PERU - Subgerencia de investigación (Financiadora)
  • BANCO CENTRAL DE RESERVA DEL PERU - subgerencia de investigación (Financiadora)
2006 - 2007

Indices de condiciones monetarias para América Látina

Participantes:

Instituciones participantes:

  • Banco Central de Reserva del Peru (Financiadora)
2006 - 2007

Reglas óptimas de tasa de interés e intervención

Participantes:

Instituciones participantes:

  • Banco Central de Reserva del Perú (Financiadora)