AEA Papers and Proceedings, Vol. 112, PAPERS AND PROCEEDINGS OF THE One Hundred Thirty-Fourth Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION (MAY 2022), pp. 466-470 (5 pages) The problem of ...
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 ...
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
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 ...