Heterocedasticidade De Choques Estruturais
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1. REAL EXCHANGE RATE AND COMMODITY PRICES: RELATION IDENTIFIED USING CHANGES OF EXCHANGE RATE REGIME / CÂMBIO REAL E PREÇOS DE COMMODITIES: RELAÇÃO IDENTIFICADA ATRAVÉS DE MUDANÇA DE REGIME CAMBIAL
Using Rigobons (2001) identification method for simultaneous equations models, based on the heteroskedasticity of the structural shocks, we analyze the relationship between the exchange rate and commodity prices for specific countries. Instead of the traditional approach of the commodity currency literature, we allow for endogenous effects of the exchange ra
Publicado em: 2003