Keywords: Identification via heteroskedasticity
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Journal Articles

Disaggregated impacts of macroeconomic shocks on the labor market in Brazil: an analysis using a FAVAR identified via heteroskedasticity

Thiago Drummond de Mendonça Giudici, Elcyon Caiado Rocha Lima
Journal: EconomiA
EconomiA (2026) 27 (2): 232–250.
https://doi.org/10.1108/ECON-06-2024-0094
Published: 16 September 2025
... to identify exogenous shocks (see Brunnermeier et al. (2021) for a detailed description of this identification approach). Labor market Heterogeneous agents Macroeconomic shocks SVAR Identification via heteroskedasticity E24 J24 C11 C32 E32 Coordenação de Aperfeiçoamento de...
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Includes: Supplementary data
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