Oct 2019
Author(s): Carrillo Maldonado, Paul A.; Díaz Cassou, Javier
This paper applies an agnostic structural vector autoregression (SVAR) approach to study the response of four Andean economies (Bolivia, Colombia, Ecuador, and Peru) to international shocks. More…
Dec 2016
Author(s): Wright, Allan; Borda, Patrice
This paper examines the role of disaster shock in a one-sector, representative agent dynamic stochastic general equilibrium model (DSGE). First, it estimates a panel vector autoregresive (VAR) model…