Economics at your fingertips  

Estimación de VAR Bayesianos para la Economía Chilena

Patricio Jaramillo ()

Revista de Analisis Economico – Economic Analysis Review, 2009, vol. 24, issue 1, 101-126

Abstract: In this paper Bayesian Vector Autoregression (BVAR) models are estimated for the Chilean economy. Under this approach, the transmission mechanisms of monetary policy and forecast exercises are studied and evaluated for the main macroeconomic variables. Then, the results are contrasted with the standard VAR models presented in the previous literature for the case of Chile and the implications for the monetary policy design are discussed. JEL Classification: C11, C32, E5.

Keywords: Bayesian VAR Models; Forecasting; Transmission Mechanisms; Monetary Policy. (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link) (application/pdf)

Related works:
Working Paper: Estimación de Var Bayesianos para la Economía Chilena (2008) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from

Access Statistics for this article

Revista de Analisis Economico – Economic Analysis Review is currently edited by Carlos Ponce

More articles in Revista de Analisis Economico – Economic Analysis Review from Universidad Alberto Hurtado/School of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by Mauricio Tejada ().

Page updated 2023-03-26
Handle: RePEc:ila:anaeco:v:24:y:2009:i:1:p:101-126