Browsing Departamentos by Author "Guevara, Brenda"
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External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models
Guevara, Brenda; Rodriguez, Gabriel; Yamuca Salvatierra, Lorena (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2024-01)We employ a family of mixture innovation, time-varying parameter VAR models with stochastic volatility (TVP-VAR-SV) to analyze the impact of external shocks on Peru’s GDP growth, inflation, and interest rate from 1998Q1 ...