Listagem Produção Intelectual em Bases Externas por autor "Szafarz, Ariane"

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Agents, econometricians and the identification of rational expectations systems

Flôres Junior, Renato Galvão; Szafarz, Ariane
1994-04-01

This paper generalises previous results on the identification of rational expectations (r.e.) models, establishing necessary and sufficient conditions on the structural form of static and dynamic models, without specific ...
Exchange rate volatility in high inflation economies: an econometric study of Poland and Brazil

Flôres Junior, Renato Galvão; Monteiro, Marcos de Bustamante; Szafarz, Ariane
1994

This paper analyses exchange rate series for Poland and Brazil. The Polish series, related to the period soon after the first liberalizing measures, presents a high volatility which is not accounted for by some selected ...