Coronado, Semei; Martínez, José; Venegas-Martínez, … - In: Estudios de economía 47 (2020) 2, pp. 273-293
This paper is aimed at assessing the spillover effects of the US Economic Policy Uncertainty (EPU) in macroeconomic variables of major Latin American Countries (LAC): Mexico, Colombia, Brazil, and Chile. To do that, we estimate a set of two-country Structural Vector Autoregressive (SVAR) models...