Details about João Victor Issler

Access statistics for papers by João Victor Issler.

Last updated 2013-04-16. Update your information in the RePEc Author Service.

Short-id: pis7

Working Papers

2013

1. Estimating Brazilian Monthly GDP: a State-Space Approach
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
2. Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
3. 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), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
4. Using Common Features to Understand the Behavior of Metal-Commodity Prices and Forecast them at Different Horizons
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2012

5. A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (1)
   Also in Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2012) View citations (1)
6. Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy
   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) (2011)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2009) View citations (4)
   See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
7. Constructing Common-Factor Portfolios
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
8. 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
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2012)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2012)
9. 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)
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2007) View citations (1)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2010)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2009)

2011

10. 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]
11. A Stochastic discount factor approach to asset pricing using panel data asymptotics
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
12. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (4)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2010)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2009)
    Working Papers Series, Central Bank of Brazil, Research Department (2010) View citations (1)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2010)
    See also Journal Article in Journal of Econometrics (2011)

2009

13. An Econometric Cntribution to the Intertemporal Approach of the Current Account
    Working Papers Series, Central Bank of Brazil, Research Department
14. 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)
15. Um Indicador Coincidente e Antecedente da Atividade Econômica Brasileira
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2008

16. 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) View citations (3)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2007) View citations (1)
    See also Journal Article in Journal of Econometrics (2009)

2006

17. 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 (4)
18. Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
19. Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
20. 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 (6)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations (7)
21. 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)
22. 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
23. Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
24. 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 (5)
    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 (6)
    See also Journal Article in Economics Letters (2008)

2005

25. 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] View citations (4)
26. 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 (7)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (3)

2004

27. Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation
    Econometric Society 2004 Latin American Meetings, Econometric Society
28. 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)
29. Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo
    Working Papers Series, Central Bank of Brazil, Research Department
30. 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 (4)
31. 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 (2)
    See also Journal Article in Revista Brasileira de Economia (2005)

2003

32. 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 (4)
    See also Journal Article in Revista Brasileira de Economia (2003)
33. 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 (2)
34. 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 (4)
    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)
35. 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 (8)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001) View citations (4)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2002) View citations (1)
    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 (1)
    See also Journal Article in Journal of Econometrics (2006)

2002

36. 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

37. 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)
38. 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)
39. 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 View citations (1)
    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

40. 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)
41. 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)
42. 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 (4)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (4)

1999

43. 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 (5)
44. 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

45. 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)
46. 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)
47. 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)
48. 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 (3)
49. 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 (3)

1997

50. Desemprego regional no Brasil: uma abordagem empírica
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (3)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1996) View citations (2)
51. 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) View citations (1)

1995

52. Common Cycles in Macroeconomic Aggregates (Revised Version)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
53. 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)
54. 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)
55. Growth, Increasing Returns and Public Infrastructure: Time Series Evidence
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (2)

1994

56. Common Cycles in Macroeconomic Aggregates
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (6)
57. 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 (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations (3)
58. 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

59. Previsões de M1 com dados mensais
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

Journal Articles

2013

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

2012

2. Constructing coincident and leading indices of economic activity for the Brazilian economy
   OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (2), 43-92
   See also Working Paper (2012)

2011

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

2009

5. A panel data approach to economic forecasting: The bias-corrected average forecast
   Journal of Econometrics, 2009, 152, (2), 153-164 View citations (6)
   See also Working Paper (2008)

2008

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

2006

7. Common features
   Journal of Econometrics, 2006, 132, (1), 1-5 View citations (7)
8. 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 (8)
   See also Working Paper (2003)

2005

9. An investigation of cross-country incme differences
   Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (2), 3-22
10. 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 View citations (3)
    See also Working Paper (2004)

2004

11. Testing production functions used in empirical growth studies
    Economics Letters, 2004, 83, (1), 29-35 View citations (4)
    See also Working Paper (2003)

2003

12. 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 View citations (1)
    See also Working Paper (2003)

2002

13. The importance of common cyclical features in VAR analysis: a Monte-Carlo study
    Journal of Econometrics, 2002, 109, (2), 341-363 View citations (39)
    See also Working Paper (2001)

2001

14. Common cycles and the importance of transitory shocks to macroeconomic aggregates
    Journal of Monetary Economics, 2001, 47, (3), 449-475 View citations (60)

2000

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

1995

16. Estimating common sectoral cycles
    Journal of Monetary Economics, 1995, 35, (1), 83-113 View citations (48)

1993

17. Common trends and common cycles in Latin America
    Revista Brasileira de Economia, 1993, 47, (2), 149-176 View citations (50)

1991

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