Regime-switching, stochastic volatility and impacts of monetary policy shocks on macroeconomic fluctuations in Peru
Year of publication: |
agosto, 2024 ; Primera edición
|
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Authors: | Alvarado Silva, Paola ; Cáceres Quispe, Moisés ; Rodriguez, Gabriel |
Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
Subject: | Regime-Switching VAR | Stochastic Volatility | Marginal Likelihood | Bayesian Models | Monetary policy | Peru |
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