Browsing Documentos de Trabajo by Author "Chávez, Paulo"
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Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Rodríguez, Gabriel; Chávez, Paulo (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2022-03)This article quantifies and analyzes the evolving impact of external shocks on Peru’s macroeconomic fluctuations in 1994Q1-2019Q4. For this purpose, we use a group of models with regimeswitching time-varying parameters and ...