Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Year of publication: |
2023
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Authors: | Rodriguez, Gabriel ; Vassallo, Renato ; Castillo B., Paul |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 124.2023, p. 1-26
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Subject: | Autoregressive vectors with time-varying parameters | Bayesian estimation and comparison | External shocks | Macroeconomic fluctuations | Pacific Alliance countries | Stochastic volatility | Schock | Shock | VAR-Modell | VAR model | Schätzung | Estimation | Volatilität | Volatility | Konjunktur | Business cycle | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Wirkungsanalyse | Impact assessment |
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