An Introductory Review of a Structural VAR-X Estimation and Applications

Borradores de Economia

Number:

686

Published:

Monday, 3 July 1905

Keywords:

Human capital agglomeration, Social returns, Private returns

Download document

The most recent

Assessing the Effects of Recent Provisioning Rules on Consumer Credit Allocation in Colombia

Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto

Public Debt, Fiscal Deficit Expectations, and Their Transmission to the Cyclical Component of Long-Term Interest Rates

José Vicente Romero-Chamorro, Hernando Vargas-Herrera

Short vs Medium-Run: Exchange Rate Movements, Investment and the Currency Composition of Balance Sheets

Juan Camilo Medellín-Martínez, Sergio Restrepo Ángel

This document presents how to estimate and implement a structural VAR-X model under long run and impact identification restrictions. Estimation by bayesian and maximum likelihood methods is presented. Applications of the structural VAR-X for impulse respo