Browsing Departamento Académico de Economía by Author "Ojeda A. Cunya, Junior"
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Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TVP-VAR- SV models
Rodríguez, Gabriel; Ojeda A. Cunya, Junior (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2022-03)This study uses a family of VAR models with time-varying coefficients and stochastic volatility (TVP-VAR-SV) to analyze the impact of external shocks on output growth and inflation in Peru in 1992Q1-2017Q1. The statistical ...