, preço doméstico e taxa de câmbio utilizando a metodologia VAR, no período de janeiro de 1996 a março de 2007. As séries … – VAR em nível. A decomposição davariância dos erros de previsão indicou que após choque não antecipado sobre as variáveis …, domestic price and exchange rate using the methodology VAR, in the period of January of 1996 to March of 2007. The studied …

The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the … (DSGE) models - the main theoretical tool for modern macroeconomics. Nevertheless, VAR models may be subject to pathologies … the Fabio Canova e Mehdi Hamidi Sahneh, in order to test for these pathologies in Brazilian typical fiscal VAR model using …

estimate a non causal VAR with Brazilian typical data and compare its forecasts to a regular causal VAR, using the same data … determination of the effects fiscal policy, as the non causal VAR has shown substantially better predictive ability than the regular … causal VAR for that dataset. …

causal VAR with Brazilian typical data and compare its forecasts to a regular causal VAR, using the same data found to be non … fiscal policy, as the non causal VAR has shown substantially better predictive ability than the regular causal VAR for that …