Browsing Departamentos by Author "Rodriguez, Gabriel"

Now showing items 1-2 of 2

    • 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 ...

    • 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 ...