Identifying fiscal policy shocks in Chile and Colombia
Borradores de Economía; No. 397
Date published
2006-06-20Date of last update
2006-06-20Document language
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Las 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.
Abstract
Structural VAR and Structural VEC models were estimated for Chile and Colombia, aiming at identifying fiscal policy shocks in both countries between 1990 and 2005. The impulse responses obtained allow the calculation of a peso-for-peso ($/$) effect on out
JEL Codes
C53 - Forecasting and Prediction Methods; Simulation MethodsE62 - Fiscal PolicyE63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury PolicyC32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space ModelsC51 - Model Construction and EstimationC52 - Model Evaluation, Validation, and Selection
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5415https://hdl.handle.net/20.500.12134/5415
https://doi.org/10.32468/be.397
https://ideas.repec.org/p/bdr/borrec/397.html
https://ideas.repec.org/p/col/000094/002800.html
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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
