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    • Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 

      Lima, Luiz Renato Regis de Oliveira; Sampaio, Raquel Menezes Bezerra; Gaglianone, Wagner Piazza
      In 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 ...