A simulation study is designed to evaluate the sensitivity of inference in a Vector Autoregression in which the variables of interest (GNP, the money stock, the price level, and a short-term interest ...
https://doi.org/10.2307/1240612 • https://www.jstor.org/stable/1240612 Copy URL Recent data on Brazilian agricultural prices, industrial prices, and money supply ...
Abstract: This paper examines the sustainability of fiscal policy under uncertainty in three emerging market countries—Brazil, Mexico, and Turkey. For each country, we estimate a vector autoregression ...