Browsing Departamentos by Author "Martínez, Jefferson"
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Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru
Martínez, Jefferson; Rodríguez, Gabriel (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 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 ...