Browsing Departamentos by Author "Alvarado Silva, Paola"
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Regime-Switching, stochastic volatilty and impacts of monetary policy shocks on macroeconomic fluctuations in Peru
Alvarado Silva, Paola; Cáceres Quispe, Moisés; Rodríguez, Gabriel (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2024-08)This paper utilizes regime-switching VAR models with stochastic volatility (RS-VAR-SV) to analyze the impact and evolution of monetary policy shocks and their contribution to the dynamics of GDP growth, inflation, and the ...