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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 - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273077

Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a new Keynesian DSGE model with FX interventions

Rodriguez, Gabriel; Castillo B., Paul; Hasegawa, Harumi - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013170569

The role of loan supply shocks in Pacific Alliance countries: a TVP-VAR-SV

Guevara, Carlos; Rodriguez, Gabriel - 2018

Persistent link: https://www.econbiz.de/10012055963

Macroeconomic effects of loan supply shocks : empirical evidence for Peru

Martínez, Jefferson; Rodriguez, Gabriel - In: Latin American economic review : LAER ; official … 30 (2021), pp. 1-24

This paper quantifies and assesses the impact of an adverse loan supply (LS) shock on Peru's main macroeconomic aggregates using a Bayesian vector autoregressive (BVAR) model in combination with an identification scheme with sign restrictions. The main results indicate that an adverse LS shock:...

Persistent link: https://www.econbiz.de/10012594182