Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Mauricio Alvarado y Gabriel Rodríguez
| Year of publication: |
enero, 2024 ; This version: November 27, 2023
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| Authors: | Alvarado, Mauricio ; Rodriguez, Gabriel |
| Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
| Subject: | Macroeconomic Fluctuations | Financial Uncertainty Shocks | Autoregressive vectors with time-varying parameters | Stochastic Volatility | Bayesian Estimation and Comparison,Peruvian Economy | Peru | Schock | Shock | Konjunktur | Business cycle | Volatilität | Volatility | VAR-Modell | VAR model | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Finanzkrise | Financial crisis | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 52 Seiten) Illustrationen |
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| Series: | Documento de trabajo. - Lima, Perú : Departamento de Economía, ZDB-ID 2405751-4. - Vol. no 531 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.18800/2079-8474.0531 [DOI] hdl:123456789/196760 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526328