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• W1567178918 abstract "The aims of this paper are estimate and forecast the Non-Accelerating Inflation Rate of Unemployment, or NAIRU, for Brazilian unemployment time series data. In doing so, we introduce a methodology for estimating mixed additive seasonal autoregressive (MASAR) models, by the Generalized Method of Moments (GMM). Furthermore, in order to cover a lack in econometric literature, an asymptotic theory for the Yule-Walker estimators of autoregressive parameters is developed. The paper provides some insights on estimating MASAR models when one of its component has a possible unit root. The obtained results are consistent to the literature and produce reasonable forecasts for NAIRU." @default.
• W1567178918 created "2016-06-24" @default.
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• W1567178918 date "2003-05-01" @default.
• W1567178918 modified "2023-09-27" @default.
• W1567178918 title "Understanding Brazilian unemployment structure: a mixed autoregressive approach." @default.
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