Estimación de Var Bayesianos para la Economía Chilena

Patricio Jaramillo ()

Working Papers Central Bank of Chile from Central Bank of Chile

Abstract: In this paper I estimate Bayesian vector autoregressive models (BVAR) for the Chilean economy. Under this approach, I study the transmission mechanisms of the monetary policy and forecasting for the main macroeconomics variables. I contrast these results with standard VAR estimates and discuss the implications for monetary policy design.

Date: 2008-12
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Estimación de VAR Bayesianos para la Economía Chilena (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:chb:bcchwp:508

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