Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility
Paulo Chávez, Gabriel Rodríguez
| Year of publication: |
2023
|
|---|---|
| Authors: | Chávez, Paulo ; Rodriguez, Gabriel |
| Subject: | External shocks | Macroeconomic fluctuations | Model comparison | Peruvian economy | Regime-switching autoregressive vectors | Stochastic volatility | Peru | Schock | Shock | VAR-Modell | VAR model | Volatilität | Volatility | Konjunktur | Business cycle | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10290-022-00474-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014308071