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The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach
(Pontificia Universidad Católica del Peru. Departamento de Economía, 2018-11)
This paper analyzes the e§ect of loan supply shocks on the real economic activity of PaciÖc Alliance
countries. The econometric approach is a Time-Varying Parameter VAR with Stochastic Volatility
(TVP-VAR-SV), which is ...