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Can the Distributional Impacts of Macroeconomic Shocks be Predicted? A Comparison of the Performance of Macro-Micro Models with Historical Data for Brazil

by Ferreira, Francisco H.G., Leite, Phillippe George, Pereira da Silva, Luiz A., Picchetti, Paulo
Published 2013

Subjects: “...DEBT...”
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Proceedings of the 2nd International Academic Conference on Blockchain, Information Technology and Smart Finance (ICBIS 2023).

by Yen, Jerome.
Published 2023

Format:
Table of Contents: “....3 The GJR-GARCH Model -- 3 Data -- 4 Empirical Result -- 4.1 Time Series Unit Root Test -- 4.2 Model...”
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