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Stochastic simulation of a DSGE model for Brazil

Sin, Hui Lok and Gaglianone, Wagner Piazza (2006): Stochastic simulation of a DSGE model for Brazil.

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Abstract

In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.

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