Publication: Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru
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Springer Nature Switzerland
Abstract
This study uses a family of VAR models with time-varying parameters and stochastic volatility (TVP-VAR-SV) to analyze the impact of external shocks on output growth and inflation in Peru in 1992Q1-2017Q1. The statistical relevance of the models is assess...
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Macroeconomía, Perú