Evolution of the effects of mineral commodity prices on fiscal fluctuations : empirical evidence from TVP-VAR-SV models for Peru

Dante A. Urbina, Gabriel Rodríguez

Year of publication:	2023
Authors:	Urbina, Dante A. ; Rodriguez, Gabriel
Subject:	Mining dependency \| Tax revenues \| Time-varying parameters VAR with stochastic volatility \| Model comparison \| Peruvian economy \| Peru \| VAR-Modell \| VAR model \| Volatilität \| Volatility \| Schätzung \| Estimation \| Bergbau \| Mining \| Steuereinnahmen \| Tax revenue \| Konjunktur \| Business cycle \| Stochastischer Prozess \| Stochastic process

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