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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
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