Use of a Bayesian VAR model with time-varying coefficients to estimate the short-term effects of financial inclusion on macroeconomic and banking aggregates for Peru.
The period from 2001 to 2022 is analyzed quarterly, with a total of 88 observations. Domestic, banking, and foreign variables are used in the model. The data is sourced from BCRP, SBS, and Bloomberg.This project is supervised under the direction of Professor Jefferson Martínez, lecturer for the Thesis Seminar course at PUCP.
More detailed information will be added later.