Borradores de Economia
Número:
686
Publicado:
Palabras clave:
S-VAR, B-VAR, VAR-X, IRF
Lo más reciente
Juliana Jaramillo-Echeverri, Andrea Sofía Otero-Cortés, Ana María Tribín-Uribe, Juanita Villaveces
Miguel Sarmiento, John Sebastian Tobar-Cruz, Andrés Esteban Casas-Fajardo, Eduardo Yanquen-Briñez
Jaime Alfredo Bonet-Moron, Jaime Andrés Collazos-Rodríguez, Karen Astrid Rubio-Ramírez, Adolfo Ramírez-Moreno, Andrés Felipe Parra-Solano
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