Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Year of publication: |
enero, 2024 ; This version: November 27, 2023
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Authors: | Alvarado, Mauricio ; Rodriguez, Gabriel |
Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
Subject: | Macroeconomic Fluctuations | Financial Uncertainty Shocks | Autoregressive vectors with time-varying parameters | Stochastic Volatility | Bayesian Estimation and Comparison,Peruvian Economy | Peru | Volatilität | Volatility | Schock | Shock | Konjunktur | Business cycle | VAR-Modell | VAR model | Risiko | Risk | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 52 Seiten) Illustrationen |
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Series: | Documento de trabajo. - Lima, Perú : Departamento de Economía, ZDB-ID 2405751-4. - Vol. no 531 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.18800/2079-8474.0531 [DOI] hdl:123456789/196760 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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