Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach

The business cycle in Brazil: identification via heteroskedasticity

TDM Giudici, ECR Lima - International Economics and Economic Policy, 2024 - Springer
This article analyzes the Brazilian business cycle from Jan 2000 to February 2020 using a
structural vector autoregression (SVAR) model. In Brazilian literature, articles aiming to …
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