The Transmission of Exogenous Commodity and Oil Prices shocks to Latin America - A Panel VAR approach
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Citations
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Cited by:
- Nivín, Rafael & Pérez, Fernando, 2019.
"Estimación de un Índice de Condiciones Financieras para el Perú,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 37, pages 49-64.
- Nivín, Rafael & Pérez, Fernando, 2019. "Estimación de un Índice de Condiciones Financieras para el Perú," Working Papers 2019-006, Banco Central de Reserva del Perú.
- Gondo, Rocío & Pérez, Fernando, 2019. "Cross-Border flows and the effect of Global Financial shocks in Latin America," Working Papers 2019-020, Banco Central de Reserva del Perú.
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Keywords
Panel Vector Autoregressions; Exogenous Block; Bayesian Estimation; Commodity Prices;JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-02-11 (Macroeconomics)
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