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Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2020-02)
This paper quantifies and assesses the impact of an adverse loan supply (LS) shock on Peruís main
macroeconomic aggregates using a Bayesian vector autoregressive (BVAR) model in combination
with an identification scheme ...
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 ...