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Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20042,533 cited
  • 2008A New Measure of Financial Openness2,090 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1993Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors1,512 cited
  • 1999State-Space Models with Regime Switching1,304 cited
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  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1997Markov-Switching Vector Autoregressions583 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • 2017Current Issues in Economics and Finance494 cited
  • 2002Explaining business cycles in small open economies

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418 cited
  • 2009Structural vector autoregressions with Markov switching224 cited
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