Browsing Documentos de Trabajo by Subject "Historical Decomposition"

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    • The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach 

      Guevara, Carlos; Rodríguez, Gabriel (Pontificia Universidad Católica del Peru. Departamento de EconomíaPE, 2018-11)
      This paper analyzes the e§ect of loan supply shocks on the real economic activity of PaciÖc Alliance countries. The econometric approach is a Time-Varying Parameter VAR with Stochastic Volatility (TVP-VAR-SV), which is ...