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Details about Luiz Renato Regis de Oliveira Lima

E-mail:
Workplace:Departamento de Economia (Department of Economics), Centro de Ciências Socais Aplicadas (Center for Applied Social Sciences), Universidade Federal da Paraíba (Federal University of Paraiba), (more information at EDIRC)
Department of Economics, College of Business, University of Tennessee-Knoxville, (more information at EDIRC)

Access statistics for papers by Luiz Renato Regis de Oliveira Lima.

Last updated 2013-05-10. Update your information in the RePEc Author Service.

Short-id: pli389

Jump to Journal Articles

Working Papers

2012

  1. Constructing Optimal Density Forecasts from Point Forecast Combinations
    Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba Downloads

2010

  1. Evaluating Value-at-Risk Models via Quantile Regression
    NCER Working Paper Series, National Centre for Econometric Research Downloads
    Also in Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid Downloads View citations (2)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2008) Downloads
    Economics Working Papers, Universidad Carlos III, Departamento de Economía (2009) Downloads
    Working Papers Series, Central Bank of Brazil, Research Department (2008) Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2011)

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

2007

  1. 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] Downloads

2006

  1. Comparing Value-at-Risk Methodologies
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (8)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2006) Downloads View citations (6)
  2. 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) Downloads View citations (2)
    See also Journal Article in Journal of Development Economics (2008)
  3. 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) Downloads
  4. Testing Covariance Stationarity
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2007)

2005

  1. 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] Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) Downloads View citations (3)
  2. Limite de Endividamento e Sustentabilidade Fiscal no Brasil: Uma abordagem via modelo Quantílico Auto-Regressivo (QAR)
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads View citations (9)
  3. The Asymmetric Behavior of the U.S. Public Debt
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads View citations (10)

2004

  1. A new perspective on the PPP hypothesis
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads View citations (1)
  2. Do shocks permanently change output? Local persistency in economic time series
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads
  3. Purchasing power parity and the unit root tests: A robust analysis
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads View citations (3)
  4. Robustness of stationary tests under long-memory alternatives
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) Downloads View citations (1)
  5. Testing Unit Root Based on Partially Adaptive Estimation
    Econometric Society 2004 Latin American Meetings, Econometric Society
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2004) Downloads View citations (1)
    See also Journal Article in Journal of Time Series Econometrics (2010)

1998

  1. 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)
  2. 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) Downloads

1997

  1. 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

2012

  1. Constructing Density Forecasts from Quantile Regressions
    Journal of Money, Credit and Banking, 2012, 44, (8), 1589-1607 Downloads View citations (1)

2011

  1. Evaluating Value-at-Risk Models via Quantile Regression
    Journal of Business & Economic Statistics, 2011, 29, (1), 150-160 Downloads View citations (1)
    See also Working Paper (2010)

2010

  1. Empirical Evidence on Convergence Across Brazilian States
    Revista Brasileira de Economia, 2010, 64, (2), 135-160 Downloads View citations (1)
  2. Is there long memory in financial time series?
    Applied Financial Economics, 2010, 20, (6), 487-500 Downloads View citations (1)
  3. Local persistence and the PPP hypothesis
    Journal of International Money and Finance, 2010, 29, (3), 555-569 Downloads View citations (2)
  4. Testing Unit Root Based on Partially Adaptive Estimation
    Journal of Time Series Econometrics, 2010, 2, (1), 2 Downloads
    See also Working Paper (2004)

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 (6)
    See also Working Paper (2008)
  2. Nonparametric and robust methods in econometrics
    Journal of Econometrics, 2009, 152, (2), 79-80 Downloads

2008

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

2007

  1. Do shocks last forever? Local persistency in economic time series
    Journal of Macroeconomics, 2007, 29, (1), 103-122 Downloads View citations (4)
  2. Testing Covariance Stationarity
    Econometric Reviews, 2007, 26, (6), 643-667 Downloads View citations (1)
    See also Working Paper (2006)

2006

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

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
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