Estimating Bayesian VAR for the Chilean Economy

In this paper Bayesian Vector Autoregression (BVAR) models are estimated for the Chilean economy. Under this approach, the transmission mechanisms of monetary policy and forecast exercises are studied and evaluated for the main macroeconomic variables. Then, the results are contrasted with the standard VAR models presented in the previous literature for the case of Chile and the implications for the monetary policy design are discussed

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Year of publication:	2009
Authors:	Jaramillo, Patricio
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Chile \| Bayes-Statistik \| Bayesian inference \| VAR-Modell \| VAR model \| Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (26 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Revista de Análisis Económico - Economic Analysis Review, Vol. 24, No. 1, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2009 erstellt
Classification:	C11 - Bayesian Analysis ; C32 - Time-Series Models ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013158271