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Details about João Victor Issler

E-mail:
Homepage:https://sites.google.com/site/joaovictorisslerinenglish/
Phone:5521 37995833
Postal address:Graduate School of Economics - EPGE Getulio Vargas Foundation Praia de Botafogo 190 s. 1125 Rio de Janeiro RJ 22250-900 Brazil
Workplace:FGV/EPGE Escola Brasileira de Economia e Finanças (Brasilian School of Economics and Finance), Fundação Getulio Vargas (Getulio Vargas Foundation), (more information at EDIRC)

Access statistics for papers by João Victor Issler.

Last updated 2014-08-21. Update your information in the RePEc Author Service.

Short-id: pis7


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Working Papers

2014

  1. Testing Consumption Optimality using Aggregate Data
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads

2013

  1. A Note on the Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  2. Estimating Brazilian Monthly GDP: a State-Space Approach
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (1)
  4. Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  5. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century and Beyond
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  6. The Forward- and the Equity-Premium Puzzles: A Straightforward Test of Whether They Are Two Symptoms of the Same Illness
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  7. Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  8. Using Common Features to Understand the Behavior of Metal-Commodity Prices and Forecast them at Different Horizons
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2013) Downloads

    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  2. Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (1)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2011) Downloads
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2009) Downloads View citations (4)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
  3. Constructing Common-Factor Portfolios
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  4. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2012) Downloads
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2012) Downloads
  5. The Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2007) Downloads View citations (1)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2009) Downloads

2011

  1. A COMMON-FEATURE MODEL FOR COINCIDENTINDEX OF BRAZILIAN ECONOMIC ACTIVITY
    Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  2. A Stochastic discount factor approach to asset pricing using panel data asymptotics
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (9)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads View citations (2)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009) Downloads View citations (2)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2009) Downloads
    Working Papers Series, Central Bank of Brazil, Research Department (2010) Downloads View citations (5)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2011)

2009

  1. An Econometric Cntribution to the Intertemporal Approach of the Current Account
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Testing the Optimality of Aggregate Consumption Decisions: Is there Rule-of-Thumb Behavior?
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. Um Indicador Coincidente e Antecedente da Atividade Econômica Brasileira
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads

2008

  1. A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2007) Downloads View citations (3)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2007) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2009)

2006

  1. A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)
  2. Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA Downloads
  3. Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA Downloads
  4. 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 Downloads View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) Downloads View citations (7)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2005) Downloads View citations (8)
  5. Impacto do PIS e da COFINS na Inflação: Uma Abordagem Econométrica Usando o Teste de Janela Variável
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  6. 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 Downloads
  7. Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA Downloads
  8. The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (5)
    Also in IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro (2006) Downloads
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2005) Downloads View citations (6)

    See also Journal Article in Economics Letters (2008)

2005

  1. ARE BUSINESS CYCLES ALL ALIKE IN EUROPE?
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (5)
  2. Estimating the Stochastic Discount Factor without a Utility Function
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (7)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (3)

2004

  1. Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation
    Econometric Society 2004 Latin American Meetings, Econometric Society
  2. Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2003) Downloads
  3. Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)
  5. Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)
    See also Journal Article in Revista Brasileira de Economia (2005)

2003

  1. 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), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)
    See also Journal Article in Revista Brasileira de Economia (2003)
  2. On the welfare costs of business cycles in the 20th century
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)
  3. Testing production functions used in empirical growth studies
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2002) Downloads

    See also Journal Article in Economics Letters (2004)
  4. The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (12)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2001) Downloads View citations (6)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2002) Downloads View citations (5)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2001) Downloads View citations (4)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2002) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2006)

2002

  1. Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (1)

2001

  1. 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), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  2. Racionalidade e Previsibilidade no Mercado Brasileiro de Ações: Uma Aplicação de Modelos de Valor Presente
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. 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 Downloads View citations (5)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2001) Downloads View citations (6)

    See also Journal Article in Journal of Econometrics (2002)

2000

  1. 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), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  2. Mobilidade de Capitais e Movimentos da Conta Corrente do Brasil: 1947-1997
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. On The Nature Of Income Inequality Across Nations
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (4)

1999

  1. Estimating and Forecasting the Volatility of Brazilian Finance Series Using Arch Models (Preliminary Version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (5)
  2. The Importance of Common-Cyclical Features in VAR Analysis: A Monte-Carlo Study (Preliminary Version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads

1998

  1. Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  2. Como se Equilibra o Orçamento do Governo no Brasil? Aumento de Receitas ou Corte de Gastos?
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil)
  3. Public Debt Sustainability and Endogenous Seigniorage in Brazil: Time-Series Evidence From 1947-92 (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  4. Renda Permanente e Poupança Precaucional: Evidências Empíricas Para o Brasil no Passado Recente (Versão Revisada)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) View citations (3)
  5. Time-Series Properties and Empirical Evidence of Growth and Infrastructure (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) View citations (3)

1997

  1. Desemprego regional no Brasil: uma abordagem empírica
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1996) Downloads
  2. Public Debt Sustainability and Endogenous Seignorage in Brazil: Time-Series Evidence From 1947-92
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) View citations (1)

1995

  1. Common Cycles in Macroeconomic Aggregates (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil)
  2. Educação e investimentos externos como determinantes do crescimento a longo prazo
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. Estimating the Term Structure of Volatility and Fixed Income Derivative Pricing
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil)
  4. Growth, Increasing Returns and Public Infrastructure: Time Series Evidence
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) View citations (2)

1994

  1. Common Cycles in Macroeconomic Aggregates
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) View citations (4)
  2. Estimating Sectoral Cycles Using Cointegration and Common Features
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (3)
  3. Testing the Externalities Hypothesis of Endogenous Growth Using Cointegration
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil)

1993

  1. Previsões de M1 com dados mensais
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads

Journal Articles

2014

  1. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
    Journal of Economic Dynamics and Control, 2014, 39, (C), 62-78 Downloads
    See also Working Paper (2013)
  2. Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
    Journal of International Money and Finance, 2014, 42, (C), 310-335 Downloads
    See also Working Paper (2013)

2013

  1. Constructing coincident indices of economic activity for the Latin American economy
    Revista Brasileira de Economia, 2013, 67, (1), 67-96 Downloads View citations (1)

2012

  1. Constructing coincident and leading indices of economic activity for the Brazilian economy
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (2), 43-65 Downloads View citations (1)
    See also Working Paper (2012)

2011

  1. Annals issue on forecasting--Guest editors' introduction
    Journal of Econometrics, 2011, 164, (1), 1-3 Downloads
  2. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    Journal of Econometrics, 2011, 164, (1), 116-129 Downloads View citations (9)
    See also Working Paper (2011)

2009

  1. A panel data approach to economic forecasting: The bias-corrected average forecast
    Journal of Econometrics, 2009, 152, (2), 153-164 Downloads View citations (9)
    See also Working Paper (2008)

2008

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

2006

  1. Common features
    Journal of Econometrics, 2006, 132, (1), 1-5 Downloads View citations (7)
  2. 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 Downloads View citations (15)
    See also Working Paper (2003)

2005

  1. An investigation of cross-country incme differences
    Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (2), 3-22 Downloads
  2. Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis
    Revista Brasileira de Economia, 2005, 59, (1), 33-60 Downloads View citations (3)
    See also Working Paper (2004)

2004

  1. Testing production functions used in empirical growth studies
    Economics Letters, 2004, 83, (1), 29-35 Downloads View citations (5)
    See also Working Paper (2003)

2003

  1. 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), 873-898 Downloads View citations (1)
    See also Working Paper (2003)

2002

  1. The importance of common cyclical features in VAR analysis: a Monte-Carlo study
    Journal of Econometrics, 2002, 109, (2), 341-363 Downloads View citations (45)
    See also Working Paper (2001)

2001

  1. Common cycles and the importance of transitory shocks to macroeconomic aggregates
    Journal of Monetary Economics, 2001, 47, (3), 449-475 Downloads View citations (69)

2000

  1. Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992
    Journal of Development Economics, 2000, 62, (1), 131-147 Downloads View citations (3)

1995

  1. Estimating common sectoral cycles
    Journal of Monetary Economics, 1995, 35, (1), 83-113 Downloads View citations (53)

1993

  1. Common trends and common cycles in Latin America
    Revista Brasileira de Economia, 1993, 47, (2), 149-176 Downloads View citations (78)

1991

  1. Inflation level and uncertainty: evidence using Brazilian data
    Revista Brasileira de Economia, 1991, 45, (3), 473-482 Downloads View citations (1)
 
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