Browsing Departamentos by Author "Vassallo, Renato"
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Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodríguez, Gabriel; Vassallo, Renato (Pontificia Universidad Católica del PerúPE, 2022-03)This article provides empirical evidence on the evolution of the impact of external shocks on the macroeconomic dynamics of the Pacific Alliance (PA) countries. For this purpose, we estimate a family of VAR models that ...