Browsing Economía (Lic.) by Author "Portilla Goicochea, Jhonatan Josue"
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Evolution of the monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV Model
Portilla Goicochea, Jhonatan Josue (Pontificia Universidad Católica del PerúPE, 2021-01-28)This paper investigates the evolution of the monetary policy in Peru between 1996Q1 and 2016Q4 using a mixture innovation time-varying parameter vector autoregressive model with stochastic volatility (TVP-VAR-SV)model ...