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Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models
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Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models (2023)Time-Varying Effects of External Shocks o…Overborrowing and Systemic Externalities in the Business Cycle (2011)Overborrowing and Systemic Ex…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…Commodity Prices, Growth, and the Natural Resource Curse: Reconciling a Conundrum (2009)Commodity Prices, Growth, and…The transmission of US shocks to Latin America (2005)The transmission of US shocks…Terms of trade and exchange rate regimes in developing countries (2003)Terms of trade and exchange r…Explaining business cycles in small open economies (2002)Explaining business cycles in…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Credit Cycles (1997)Credit CyclesThe Terms of Trade, the Real Exchange Rate, and Economic Fluctuations (1995)The Terms of Trade, the Real …The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect (1983)The Terms of Trade and the Cu…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Aggregate Spending and the Terms of Trade: Is There a Laursen-Metzler Effect? (1982)Aggregate Spending and the Te…Macroeconomics and Reality (1980)Macroeconomics and RealityFlexible Exchange Rates and the Theory of Employment (1950)Flexible Exchange Rates and t…Currency Depreciation, Income, and the Balance of Trade (1950)Currency Depreciation, Income…The Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …Credit Rationing in Markets with Imperfect Information (1981)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Capital Inflows (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Capital Control Measures: A New Dataset (2016)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?The Optimum Quantity of Money: and Other Essays (1971)International Evidence on the Determinants of Private Saving (1995)International Financial Adjustment (2005)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Real Business Cycles in a Small Open Economy (1991)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Bayesian Methods for Dynamic Multivariate Models (1998)External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)Panel Vector Autoregressive Models: A Survey (2013)Determinants of global spillovers from US monetary policy (2015)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Stochastic Simulation (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)International Real Business Cycles (1992)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Sudden Stops, Financial Crises, and Leverage (2010)Finance and Development: A Tale of Two Sectors (2011)Aggregate Dynamics and Staggered Contracts (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)Large time-varying parameter VARs (2013)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Market Liquidity and Funding Liquidity (2008)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1997Credit Cycles5,254 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
  • 2011Overborrowing and Systemic Externalities in the Business Cycle952 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
  • 1983The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect556 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • 1950Flexible Exchange Rates and the Theory of Employment514 cited
  • 2003Terms of trade and exchange rate regimes in developing countries488 cited
  • 1950Currency Depreciation, Income, and the Balance of Trade471 cited
  • 1982Aggregate Spending and the Terms of Trade: Is There a Laursen-Metzler Effect?465 cited
  • 2002Explaining business cycles in small open economies418 cited
  • 2009

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Commodity Prices, Growth, and the Natural Resource Curse: Reconciling a Conundrum
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