Persistancia De Choques
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1. Uma anÃlise da dinÃmica inflacionÃria brasileira
The chief goal of this thesis is to analyze the Brazilian inflationary dynamics, and to measure the degree of inertia in such dynamics. To that end, we start by reporting Monte Carlo simulation results on the finite-sample performance of different variants of the variance ratio, a well know measure of long-run persistence of shocks. The simulations are perfo
Publicado em: 2004