Regime-switching, stochastic volatility, fiscal policy shocks and macroeconomic fluctuations in Peru
Year of publication: |
octubre, 2024 ; Primera edición
|
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Authors: | Rodriguez, Gabriel ; Santisteban, Joseph |
Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
Subject: | Regime-Switching Models | Fiscal Multipliers | Marginal Likelihood | Cross-Entropy | BayesianModel Comparison | Peruvian Economy | Stochastic Volatility | Peru | Finanzpolitik | Fiscal policy | Volatilität | Volatility | Multiplikator | Multiplier | Konjunktur | Business cycle | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Schock | Shock | Zeitreihenanalyse | Time series analysis |
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