Search
Now showing items 1-2 of 2
Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2020-02)
This paper discusses the evolution of monetary policy (MP) in Peru in 1996Q1-2016Q4 using a
mixture innovation time-varying parameter vector autoregressive model with stochastic volatility
(TVP-VAR-SV) as proposed by ...
Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2023-01)
This study assesses the evolving impact of fiscal policy on Peru’s economic activity in 1993Q4-2018Q2 using unrestricted and restricted TVP-VAR-SV models according to the approach proposed by Chan and Eisenstat (2018a). ...