Número:
686
Publicado:
Palabras clave:
S-VAR, B-VAR, VAR-X, IRF

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Lina Fernanda Torres-Gutierrez, Gonzalo Ossa-Stipcianos, Edwin Mauricio Parra-Rodriguez, Egberto Alexander Riveros, Alvaro José Martinez-Monroy, Julián Andrés Gomez-Duran, Juan Sebastián Rojas-Moreno
Gómez-Molina Andrés Camilo, Carlos Quicazán-Moreno, Hernando Vargas-Herrera
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