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

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

Lo más reciente

Hans-Erik Edsand, Andrés Aleán-Romero, Jhorland Ayala-García, Tania Jiménez Castilla, Sandra C. Valencia
Diana Ricciulli-Marin, Mateo Uribe-Castro
Ana María Iregui-Bohórquez, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Jorge Leonardo Rodríguez Arenas

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