Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model
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- Emerson Fernandes Marçal & Fernando Barbi, 2010. "“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”," Working Papers 10-2010, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-03-06 (All new papers)
- NEP-ECM-2005-03-06 (Econometrics)
- NEP-ETS-2005-03-06 (Econometric Time Series)
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