Browsing Departamentos by Author "Pérez Rojo, Flavio"

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    • Impact of Monetary Policy Shocks in the Peruvian Economy Over Time 

      Pérez Rojo, Flavio; Rodriguez, Gabriel (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2023-08)
      We investigate the evolution of the impact of monetary policy (MP) shocks in Peru in 1996Q1-2018Q2 using a set of time-varying parameter vector autoregressive models with stochastic volatility (TVP-VAR- SV), as proposed ...