projections

A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico
This paper describes the set of Bayesian vector autoregression (BVAR) models that Banco de España uses to project GDP growth rates and …
Erik Andres-Escayola, Juan Carlos Berganza, Rodolfo G. Campos, Luis Molina Sánchez
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International migration pressures in the long run
Using an empirical gravity model, I estimate the contribution of changes in relative labor supply to bilateral migration in the 2000s …
Rodolfo G. Campos
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