IBMEC RJ Economics Discussion Papers
From Economics Research Group, IBMEC Business School - Rio de Janeiro
Contact information at EDIRC.
Bibliographic data for series maintained by Márcio Laurini (marcio.laurini@ibmecrj.br this e-mail address is bad, please contact repec@repec.org).
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- 2012-05: Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA
- Márcio Laurini and Márcio Diniz
- 2012-04: Some Comments on a Macro-Finance Model with Stochastic Volatility
- Márcio Laurini and João Caldeira
- 2012-03: Generalized Tests of Investment Fund Performance
- Márcio Laurini
- 2012-02: A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models
- Márcio Laurini
- 2012-01: Dynamic Functional Data Analysis with Nonparametric State Space Models
- Márcio Laurini
- 2011-02: Bayesian Factor Selection in Dynamic Term Structure Models
- Márcio Laurini
- 2011-01: Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
- Márcio Laurini and Luiz Hotta
- 2010-01: New Evidence on the Role of Cognitive Skill in Economic Development
- Eduardo Andrade and Márcio Laurini
- 2008-02: Symmetry and Time Changed Brownian Motions
- José Fajardo and Ernesto Mordecki
- 2008-01: Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation
- José Fajardo and Aquiles de Farias
- 2006-05: Existence of Equilibrium in Common Agency Games with Adverse Selection
- Guilherme Carmona and José Fajardo
- 2006-04: Skewness Premium with Lévy Processes
- José Fajardo and Ernesto Mordecki
- 2006-03: Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes
- Alexandre Cunha
- 2006-02: The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
- João Issler, Afonso Franco and Osmani Guillén
- 2006-01: Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
- Osmani Guillén, João Issler and George Athanasopoulos
- 2005-14: Demanda de Derivativos de Câmbio no Brasil: Hedge ou Especulação
- Walter Novaes and Fernando de Oliveira
- 2005-13: The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank
- Fernando de Oliveira and Walter Novaes
- 2005-12: Duality and Derivative Pricing with Time-Changed Lévy Processes
- José Fajardo and Ernesto Mordecki
- 2005-11: The Evolution of International Output Differences (1960-2000): From Factors to Productivity
- Pedro Ferreira, Samuel Pessôa and Fernando Veloso
- 2005-10: On The Tyranny of Numbers: East Asian Miracles in World Perspective
- Pedro Ferreira, Samuel Pessôa and Fernando Veloso
- 2005-09: Ownership Structure and the Market for Corporate Control
- Daniel Ferreira, Emanuel Ornelas and John Turner
- 2005-08: Trust-Based Trade
- Luis Araujo and Emanuel Ornelas
- 2005-07: Equivalent Martingale Measures and Lévy Processes
- José Fajardo
- 2005-06: The Optimality of the Friedman Rule When Some Distorting Taxes Are Exogenous
- Alexandre Cunha
- 2005-05: Brazilian Business Cycles and Growth from 1850 to 2000
- Eurilton Araújo, Luciane Carpena and Alexandre Cunha
- 2005-04: Do Options Contain Information About Excess Bond Returns?
- Caio Almeida, Jeremy Graveline and Scott Joslin
- 2005-03: Skinning the Cat: Education Distribution, Changes in the School Premium and Earnings Inequality
- Sergio Ferreira
- 2005-02: Pension Reform in Brazil: Transitional Issues in a Model with Endogenous Labor Supply
- Sergio Ferreira
- 2005-01: Duality and Derivative Pricing with Lévy Processes
- José Fajardo and Ernesto Mordecki