Bayesian Structural VAR with agnostic identification to isolate U.S. Fed monetary policy shocks and quantify their impact on Colombian unemployment, inflation, policy rate, exchange rate (TRM) and 5-year TES yields.
reproducible-research econometrics metropolis-hastings irf structural-identification local-projections bayesian-structural-var sbvar minnesota-prior sign-restrictions fevd
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Updated
Oct 15, 2025 - Python