Browsing Documentos de Trabajo by Author "Alvarado, Mauricio"
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Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru
Alvarado, Mauricio; Rodríguez, Gabriel (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2024-01)This article employs a family of VAR models with time-varying parameters and stochastic volatility (TVP-VAR-SV) to estimate the impact of external financial uncertainty shocks on a set of macroeconomic variables in Peru ...