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Long memory in the R$, US$ exchange rate : a robust analysis

Laurini, Márcio Poletti; Portugal, Marcelo Savino - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 109-147

Persistent link: https://www.econbiz.de/10003116247

Pass-through from exchange rate to prices in Brazil : an analysis using time-varying parameters for the 1980 - 2002 period

Albuquerque, Christiane R.; Portugal, Marcelo Savino - In: Revista de economía 12 (2005) 1, pp. 17-73

Persistent link: https://www.econbiz.de/10003332505

Testing nonlinearities between brazilian exchange rate and inflation volatilities

Albuquerque, Christiane R. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003323900

Empirical market microstructure : an analysis of the BRL/US$ exchange rate market

Laurini, Márcio Poletti; Furlani, Luiz Gustavo Cassilatti - In: Emerging markets review 9 (2008) 4, pp. 247-265

Persistent link: https://www.econbiz.de/10003811137

Testing nonlinearities between Brazilian exchange rate and inflation volatilities

Albuquerque, Christiane R.; Portugal, Marcelo Savino - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 4, pp. 325-351

Persistent link: https://www.econbiz.de/10003423426

Exchange Rate Pass-Through in Brazil : A Markov Switching DSGE Estimation for the Inflation Targeting Period

Almeida Marodin, Fabrizio; Savino Portugal, Marcelo - 2022

This paper investigates the nonlinearity of exchange rate pass-through in the Brazilian economy during the floating exchange rate period (2000-2018) using a Markov-switching new Keynesian DSGE model. We find evidence of two distinct regimes for the exchange rate pass-through and for the...

Persistent link: https://www.econbiz.de/10013307501