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