Browsing FGV EPGE - Ensaios Econômicos by Author "Sampaio, Raquel Menezes Bezerra"
Lima, Luiz Renato Regis de Oliveira; Sampaio, Raquel Menezes Bezerra
2005-07-01In this paper we re-analyze the question of the U.S. public debt sustainability by using a quantile autoregression model. This modeling allows for testing whether the behavior of U.S. public debt is asymmetric or not. Our ...
Lima, Luiz Renato Regis de Oliveira; Sampaio, Raquel Menezes Bezerra; Gaglianone, Wagner Piazza
2006-11-01In this paper we investigate fiscal sustainability by using a quantile autoregression (QAR) model. We propose a novel methodology to separate periods of nonstationarity from stationary ones, which allows us to identify ...