Borradores de Economia
Número:
686
Publicado:
Palabras clave:
S-VAR, B-VAR, VAR-X, IRF
Lo más reciente
Carlos David Ardila-Dueñas, Joel Santiago Castellanos-Caballero, Carlos David Murcia-Bustos
Karina Acosta, Jesus Saldaña
Jhorland Ayala-García, Leider Manjarres-Beleño, María Urueta-Polo
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