Número:
686
Publicado:
Palabras clave:
S-VAR, B-VAR, VAR-X, IRF
Lo más reciente
Lukas Delgado-Prieto, Andrea Sofía Otero-Cortés, Andrés Calderón
Julián Andrés Parra-Polanía, Carmiña Ofelia Vargas-Riaño
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