Borradores de Economia
Número:
686
Publicado:
Palabras clave:
S-VAR, B-VAR, VAR-X, IRF
Lo más reciente
Catalina Granda-Carvajal, Jesús Enrique Morales-Piñero
Elkin Navas-Diago, Jorge Quintero-Otero
Cristian David González-Téllez
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