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Un Gran VAR Bayesiano para la Economia Chilena

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dc.contributor.author Gonzales, Wildo
dc.date.accessioned 2014-08-30T01:01:16Z
dc.date.available 2014-08-30T01:01:16Z
dc.date.issued 2012
dc.identifier.citation Revista de Análisis Económico 27(2): 2012, p. 75-120 es_CL
dc.identifier.uri http://repositorio.uahurtado.cl/handle/11242/2014
dc.description This article develops a Large Bayesian VAR with more than 100 variables for the Chilean economy, as Banbura, Giannone and Reichlin (2010) shows that, when the degree of shrinkage is set in relation to the cross-sectional dimension of the sample (bayesian shrinkage), the forecasting performance of a VAR can be improved by adding macroeconomic variables and sectoral information. The results show that the large bayesian VAR compares favorably with some univariate models. It further examines the impulse response functions to a monetary shock, as well as some sectoral shocks. en_US
dc.language.iso es es_CL
dc.publisher ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios es_CL
dc.rights Attribution 3.0 Unported es_CL
dc.rights.uri http://creativecommons.org/licenses/by/3.0/ es_CL
dc.subject.lcsh Economía -- Chile es_CL
dc.subject.lcsh Macroeconomía es_CL
dc.title Un Gran VAR Bayesiano para la Economia Chilena es_CL
dc.type Artículo es_CL


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