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An Application of Quah And Vaheys Svar Methodology for Estimating Core Inflation in Brazil

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  • Paulo Picchetti

    (USP)

  • Fabio Kanczuk

    (USP)

Abstract

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Suggested Citation

  • Paulo Picchetti & Fabio Kanczuk, 2001. "An Application of Quah And Vaheys Svar Methodology for Estimating Core Inflation in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 019, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2001:019
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    File URL: http://www.anpec.org.br/encontro2001/artigos/200102165.pdf
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    References listed on IDEAS

    as
    1. Blanchard, Olivier Jean & Quah, Danny, 1989. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, vol. 79(4), pages 655-673, September.
    2. Michael F. Bryan & Stephen G. Cecchetti, 1994. "Measuring Core Inflation," NBER Chapters, in: Monetary Policy, pages 195-219, National Bureau of Economic Research, Inc.
    3. Michael F. Bryan & Stephen G. Cecchetti, 2001. "A Note on the Efficient Estimation of Inflation in Brazil," Working Papers Series 11, Central Bank of Brazil, Research Department.
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    Cited by:

    1. Joice John & Abhiman Das & Sanjay Singh, 2016. "An Application of Quah and Vahey’s SVAR Methodology for Estimating Core Inflation in India: A Note," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 151-158, June.

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