Details about João Victor Issler

Access statistics for papers by João Victor Issler.

Last updated 2009-07-03. Update your information in the RePEc Author Service.

Short-id: pis7

Working Papers

2009

1. An Econometric Cntribution to the Intertemporal Approach of the Current Account
   Working Papers Series, Central Bank of Brazil, Research Department
2. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2009)
3. Testing the Optimality of Aggregate Consumption Decisions: Is there Rule-of-Thumb Behavior?
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2008

4. A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2007)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2007)

2007

5. The Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations

2006

6. A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
7. Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias
   Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
8. Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias
   Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
9. Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
   IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations
10. Impacto do PIS e da COFINS na Inflação: Uma Abordagem Econométrica Usando o Teste de Janela Variável
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
11. Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
12. Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
13. The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro (2006)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations
    See also Journal Article in Economics Letters (2008)

2005

14. Estimating the Stochastic Discount Factor without a Utility Function
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations

2004

15. Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation
    Econometric Society 2004 Latin American Meetings, Econometric Society
16. Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2003)
17. Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo
    Working Papers Series, Central Bank of Brazil, Research Department
18. Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
19. Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    See also Journal Article in Revista Brasileira de Economia (2005)

2003

20. A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    See also Journal Article in Revista Brasileira de Economia (2003)
21. On the welfare costs of business cycles in the 20th century
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
22. Testing production functions used in empirical growth studies
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2002)
    See also Journal Article in Economics Letters (2004)
23. The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001) View citations
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2002) View citations
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2001)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2002) View citations
    See also Journal Article in Journal of Econometrics (2006)

2002

24. Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2001

25. Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três Tipos de Função Utilidade
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
26. Racionalidade e Previsibilidade no Mercado Brasileiro de Ações: Uma Aplicação de Modelos de Valor Presente
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
27. The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001)
    See also Journal Article in Journal of Econometrics (2002)

2000

28. Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
29. Mobilidade de Capitais e Movimentos da Conta Corrente do Brasil: 1947-1997
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
30. On The Nature Of Income Inequality Across Nations
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations

1999

31. Estimating and Forecasting the Volatility of Brazilian Finance Series Using Arch Models (Preliminary Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
32. The Importance of Common-Cyclical Features in VAR Analysis: A Monte-Carlo Study (Preliminary Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

1998

33. Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
34. Como se Equilibra o Orçamento do Governo no Brasil? Aumento de Receitas ou Corte de Gastos?
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
35. Public Debt Sustainability and Endogenous Seigniorage in Brazil: Time-Series Evidence From 1947-92 (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
36. Renda Permanente e Poupança Precaucional: Evidências Empíricas Para o Brasil no Passado Recente (Versão Revisada)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
37. Time-Series Properties and Empirical Evidence of Growth and Infrastructure (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations

1997

38. Desemprego Regional no Brasil: Uma Abordagem Empírica
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1996) View citations
39. Public Debt Sustainability and Endogenous Seignorage in Brazil: Time-Series Evidence From 1947-92
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

1995

40. Common Cycles in Macroeconomic Aggregates (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
41. Educação e Investimentos Externos Como Determinantes do Crescimento A Longo Prazo
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
42. Estimating the Term Structure of Volatility and Fixed Income Derivative Pricing
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
43. Growth, Increasing Returns and Public Infrastructure: Time Series Evidence
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

1994

44. Common Cycles in Macroeconomic Aggregates
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
45. Estimating Sectoral Cycles Using Cointegration and Common Features
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1992)
46. Testing the Externalities Hypothesis of Endogenous Growth Using Cointegration
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

1993

47. Common Trends and Common Cycles in Latin America
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
48. Previsões de M1 com dados mensais
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

Journal Articles

2008

1. The welfare cost of macroeconomic uncertainty in the post-war period
   Economics Letters, 2008, 98, (2), 167-175
   See also Working Paper (2006)

2006

2. Common features
   Journal of Econometrics, 2006, 132, (1), 1-5 View citations
3. The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
   Journal of Econometrics, 2006, 132, (1), 281-303 View citations
   See also Working Paper (2003)

2005

4. An investigation of cross-country incme differences
   Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (2), 3-22
5. Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis
   Revista Brasileira de Economia, 2005, 59, (1)
   See also Working Paper (2004)

2004

6. Testing production functions used in empirical growth studies
   Economics Letters, 2004, 83, (1), 29-35
   See also Working Paper (2003)

2003

7. A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente
   Revista Brasileira de Economia, 2003, 57, (4)
   See also Working Paper (2003)

2002

8. The importance of common cyclical features in VAR analysis: a Monte-Carlo study
   Journal of Econometrics, 2002, 109, (2), 341-363 View citations
   See also Working Paper (2001)

2001

9. Common cycles and the importance of transitory shocks to macroeconomic aggregates
   Journal of Monetary Economics, 2001, 47, (3), 449-475 View citations

2000

10. Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992
    Journal of Development Economics, 2000, 62, (1), 131-147

1995

11. Estimating common sectoral cycles
    Journal of Monetary Economics, 1995, 35, (1), 83-113 View citations