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dc.contributor.authorGonzales, Wildo
dc.date.accessioned2014-08-30T01:01:16Z
dc.date.available2014-08-30T01:01:16Z
dc.date.issued2012
dc.identifier.citationRevista de Análisis Económico 27(2): 2012, p. 75-120es_CL
dc.identifier.urihttp://repositorio.uahurtado.cl/handle/11242/2014
dc.descriptionThis 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.isoeses_CL
dc.publisherILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocioses_CL
dc.rightsAttribution 3.0 Unportedes_CL
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/es_CL
dc.subject.lcshEconomía -- Chilees_CL
dc.subject.lcshMacroeconomíaes_CL
dc.titleUn Gran VAR Bayesiano para la Economia Chilenaes_CL
dc.typeArtículoes_CL


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Attribution 3.0 Unported
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