Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Junior A. Ojeda Cunya y Gabriel Rodríguez
| Year of publication: |
marzo, 2021 ; Primera edición
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|---|---|
| Authors: | Ojeda Cunya, Junior Alex ; Rodriguez, Gabriel |
| Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
| Subject: | Macroeconomic Fluctuations | External Shocks | Autoregressive Vectors with Time- Varying Parameters | Stochastic Volatility | Bayesian Estimation and Comparison | Peruvian Eco nomy | Peru | Schock | Shock | VAR-Modell | VAR model | Schätzung | Estimation | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Makroökonometrie | Macroeconometrics |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | Documento de trabajo. - Lima, Perú : Departamento de Economía, ZDB-ID 2405751-4. - Vol. no 507 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.18800/2079-8474.0507 [DOI] hdl:123456789/184420 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013273010