Showing 1 - 6 of 6
This paper presents new econometric specifications for the Brazilian exports in the period 1995-2009 using data from the Quarterly Accounts and allowing for nonlinearities. In the cointegrating vector, there is evidence of a level shift, but the elasticities have not changed significantly. The...
Persistent link: https://www.econbiz.de/10010330553
- cointegration with structural breaks, markovswitching regressions, and Kalman filter estimations of varying parameters. There is …
Persistent link: https://www.econbiz.de/10010330641
This paper presents new econometric specifications for the quarterly behavior of the aggregate consumption of Brazilian households in the 1995-2009 period. It is argued, in particular, that the use of quarterly measures of both private disposable income (in chained 1995 prices) and the credit...
Persistent link: https://www.econbiz.de/10010330749
- cointegration with structural breaks, markovswitching regressions, and Kalman filter estimations of varying parameters. There is …
Persistent link: https://www.econbiz.de/10009553300
This paper presents new econometric specifications for the Brazilian exports in the period 1995-2009 using data from the Quarterly Accounts and allowing for nonlinearities. In the cointegrating vector, there is evidence of a level shift, but the elasticities have not changed significantly. The...
Persistent link: https://www.econbiz.de/10009230217
This paper presents new econometric specifications for the quarterly behavior of the aggregate consumption of Brazilian households in the 1995-2009 period. It is argued, in particular, that the use of quarterly measures of both private disposable income (in chained 1995 prices) and the credit...
Persistent link: https://www.econbiz.de/10009231389