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dc.creatorOcampo-Díaz, Sergio
dc.creatorRodríguez-Niño, Norberto
dc.date.created2011-12-20
dc.date.issued2011-12-20
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5703
dc.description.abstractThis document presents how to estimate and implement a structural VAR-X model under long run and impact identification restrictions. Estimation by bayesian and maximum likelihood methods is presented. Applications of the structural VAR-X for impulse respo
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 686
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleAn Introductory Review of a Structural VAR-X Estimation and Applications
dc.typeWorking Paper
dc.subject.jelC32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
dc.subject.jelC11 - Bayesian Analysis: General
dc.subject.jelC18 - Methodological Issues: General
dc.subject.keywords-VAR
dc.subject.keywordB-VAR
dc.subject.keywordVAR-X
dc.subject.keywordIRF
dc.subject.keywordFEVD
dc.subject.keywordHistorical Decomposition
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC11 - Análisis bayesiano: generalidades
dc.subject.jelspaC18 - Metodología: generalidades
dc.subject.jelspaC32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.686
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 686
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/686.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/009200.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5703
dc.source.handleRepecRePEc:bdr:borrec:686


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit