Número:
686
Publicado:
Palabras clave:
S-VAR, B-VAR, VAR-X, IRF
Lo más reciente
Juan Sebastián Mariño-Montaña, Daniela Rodriguez-Novoa, Camilo Eduardo Sánchez-Quinto
Camilo Gómez, Mariana Escobar-Villarraga, Ligia Alba Melo-Becerra, Hector Manuel Zárate-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