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Long Memory Inflationary Dynamics: The Case of Brazil
Reisen, Valderio; Cribari-Neto, Francisco; Jensen, Mark - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 3, pp. 1157-1157
It has been argued by several authors that the inflationary dynamics in Brazil follow a unit root process, thus displaying some inertia. Indeed, Cati, et al. (Journal of Applied Econometrics, 1999) have found that the inflationary dynamics in Brazil are nearly fully inertial. We estimate the...
Persistent link: https://www.econbiz.de/10005246285
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Research in econometric theory : quantitative and qualitative productivity rankings
Cribari-Neto, Francisco; Jensen, Mark J.; Novo, Alvaro A. - In: Econometric theory 15 (1999) 5, pp. 719-752
Persistent link: https://www.econbiz.de/10001483398
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Long memory inflationary dynamics : the case of Brazil
Reisen, Valdério Anselmo (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 3
Persistent link: https://www.econbiz.de/10002004136
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A Monte Carlo study on two methods of calculating the MLE's covariance matrix in a seemingly unrelated nonlinear regression
Jensen, Mark J. - In: Econometric reviews 14 (1995) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001185178
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On time series econometrics
Cribari-Neto, Francisco - In: The quarterly review of economics and finance : journal … 36 (1996), pp. 37-60
Persistent link: https://www.econbiz.de/10001207518
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On the corrections to information matrix tests
Cribari-Neto, Francisco - In: Econometric reviews 16 (1997) 1, pp. 39-53
Persistent link: https://www.econbiz.de/10001217213
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Canadian economic growth : random walk or just a walk?
Cribari-Neto, Francisco - In: Applied economics 26 (1994) 5, pp. 437-444
Persistent link: https://www.econbiz.de/10001161927
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Unit roots, random walks and the sources of business cycles : a survey
Cribari-Neto, Francisco - In: Revista brasileira de economia : RBE ; revista da … 47 (1993) 3, pp. 399-423
Persistent link: https://www.econbiz.de/10001146731
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The cyclical component in Brazilian GDP
Cribari-Neto, Francisco - In: Revista de econometria 13 (1993) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001148267
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Do long swings in the business cycle lead to strong persistence in output?
Jensen, Mark J.; Liu, Ming - In: Journal of monetary economics 53 (2006) 3, pp. 597-611
Persistent link: https://www.econbiz.de/10003317347