Details about Luiz Renato Lima

Access statistics for papers by Luiz Renato Lima.

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Short-id: pli389

Working Papers

2008

1. 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)
   See also Journal Article in Journal of Econometrics (2009)
2. Evaluating Value-at-Risk Models via Quantile Regressions
   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) (2008)
3. Fatores Econômicos e Incidência de Divórcios: Evidências com Dados Agregados Brasileiros
   Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]

2007

4. ESTIMANDO A DEMANDA DOMICILIAR POR TELEFONES FIXOS COM DADOS AGREGADOS BRASILEIROS
   Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]

2006

5. Comparing Value-at-Risk Methodologies
   Computing in Economics and Finance 2006, Society for Computational Economics View citations
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2006) View citations
6. Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
   See also Journal Article in Journal of Development Economics (2008)
7. 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)
8. Testing Covariance Stationarity
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
   See also Journal Article in Econometric Reviews (2007)

2005

9. DINÂMICA NÃO-LINEAR E SUSTENTABILIDADE DA DÍVIDA PÚBLICA BRASILEIRA
   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]
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005)

2004

10. Testing Unit Root Based on Partially Adaptive Estimation
    Econometric Society 2004 Latin American Meetings, Econometric Society

1998

11. 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)
12. 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)

1997

13. 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)

Journal Articles

2009

1. A panel data approach to economic forecasting: The bias-corrected average forecast
   Journal of Econometrics, 2009, 152, (2), 153-164
   See also Working Paper (2008)
2. Nonparametric and robust methods in econometrics
   Journal of Econometrics, 2009, 152, (2), 79-80

2008

3. Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach
   Journal of Development Economics, 2008, 86, (2), 313-335 View citations
   See also Working Paper (2006)
4. Further investigation of the uncertain trend in US GDP
   Applied Economics, 2008, 40, (9), 1207-1216

2007

5. Do shocks last forever? Local persistency in economic time series
   Journal of Macroeconomics, 2007, 29, (1), 103-122 View citations
6. Testing Covariance Stationarity
   Econometric Reviews, 2007, 26, (6), 643-667
   See also Working Paper (2006)

2006

7. Omitted Asymmetric Persistence and Conditional Heteroskedasticity
   Economics Bulletin, 2006, 3, (5), 1-6

2000

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