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Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013273010

Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - In: Review of world economics 159 (2023) 2, pp. 505-544

Persistent link: https://www.econbiz.de/10014308071

On the accuracy of CGE forecasts in expansion and recession : Spain 1990-1997

Polo, Clemente; Viejo, Raimundo - In: Economic systems research : journal of the … 27 (2015) 4, pp. 525-542

Persistent link: https://www.econbiz.de/10011452065

Shifts or breaks? : West German macroeconomic parameters and European integration

Heilemann, Ullrich; Barabas, György; Nehls, Hiltrud - In: Macroeconometric models and European monetary union, (pp. 167-190). 2004

Persistent link: https://www.econbiz.de/10001931790

Macroeconomic impact on expected default frequency

Åsberg, Per (contributor); Shahnazarian, Hovick (contributor) - 2008

We use a vector error correction model to study the long-term relationship between aggregate expected default frequency and the macroeconomic development, i.e. CPI, industry production and short-term interest rate. The model is used to forecast the median expected default frequency of the...

Persistent link: https://www.econbiz.de/10003618542