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Details about Luiz Renato Lima

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Workplace:Department of Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)
Escola de Pós-Graduação em Economia (Graduate School of Economics), Fundação Getulio Vargas (Getulio Vargas Foundation), (more information at EDIRC)

Access statistics for papers by Luiz Renato Lima.

Last updated 2009-10-15. Update your information in the RePEc Author Service.

Short-id: pli389


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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) Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2007) Downloads
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2007) Downloads

    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 Downloads
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2008) Downloads
  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] 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
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2006) Downloads View citations
  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
    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
    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

2004

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

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

2009

  1. A panel data approach to economic forecasting: The bias-corrected average forecast
    Journal of Econometrics, 2009, 152, (2), 153-164 Downloads
    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
    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
  2. Testing Covariance Stationarity
    Econometric Reviews, 2007, 26, (6), 643-667 Downloads
    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
 
 
Page updated 2009-11-25