From the "Great Inflation" to the "Great Moderation" in Peru : a time varying structural vector autoregressions analysis
Paul Castillo, Jimena Montoya and Ricardo Quineche
| Year of publication: |
abril 2016
|
|---|---|
| Authors: | Castillo B., Paul ; Montoya, Jimena ; Quineche, Ricardo |
| Publisher: |
[Lima, Peru] : Banco Central de Reserva del Perú |
| Subject: | time varying coefficients | multivariate stochastic volatility | Gibbs sampling | systematic monetary policy | monetary policy shocks | identifcation | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Volatilität | Volatility | Inflation | Peru | Schätzung | Estimation | Schock | Shock | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Geldpolitische Transmission | Monetary transmission | Konjunktur | Business cycle | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | Serie de documentos de trabajo. - Lima, ZDB-ID 2232843-9. - Vol. DT. no 2016-003 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011503984