A hybrid structural–machine learning framework: Conventional SVAR and random forest regression
Augusto Aliaga-Miranda; Luis Ricardo Flores-Vilcapoma; Jorge Miguel Chávez-Díaz; Luis Antonio Visurraga-Camargo; Jacqueline Denisse Llacza-Molina; Wilmar Salvador Chavarry-Becerra · DOAJ Open Access Articles
This study examines the transmission of copper price shocks to the Peruvian economy through a hybrid empirical framework that combines a conventional Structural Vector Autoregression model with Random Forest regression. Using quarterly and monthly macroeconomic data for 2004–2025, the analysis evaluates how copper shocks propagate through the exchange rate, …