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 |
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