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:	EPGE Escola Brasileira de Economia e Finanças (EPGE Brazilian School of Economics and Finance), Fundação Getúlio Vargas (FGV) (Getulio Vargas Foundation), (more information at EDIRC)

Access statistics for papers by João Victor Issler.

Last updated 2022-10-20. Update your information in the RePEc Author Service.

Short-id: pis7

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Jump to Journal Articles

Working Papers

2021

1. Machine Learning and Oil Price Point and Density Forecasting
   Working Papers Series, Central Bank of Brazil, Research Department View citations (5)
   See also Journal Article in Energy Economics (2021)

2020

2. Commodity Prices and Global Economic Activity: a derived-demand approach
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
   See also Journal Article in Energy Economics (2021)

2019

3. Central Bank credibility and inflation expectations: a microfounded forecasting approach
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
4. Incentive-driven Inattention
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (3)
   Working Papers Series, Central Bank of Brazil, Research Department (2018) View citations (6)
5. Microfounded forecasting
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
   Also in Working Papers Series, Central Bank of Brazil, Research Department (2014) View citations (1)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015) View citations (3)
6. Mixed causal-noncausal autoregressions with exogenous regressors
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
   See also Journal Article in Journal of Applied Econometrics (2020)

2017

7. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors
   MPRA Paper, University Library of Munich, Germany View citations (1)
8. Using common features to investigate common growth cycles for BRICS Countries
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

2016

9. Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation
   Working Papers Series, Central Bank of Brazil, Research Department
   See also Journal Article in Empirical Economics (2017)
10. Inattention in individual expectations
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2015) View citations (5)
    See also Journal Article in Economia (2017)

2015

11. Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article in Revista Brasileira de Economia - RBE (2016)
12. Estimating Brazilian monthly GDP: a state-space approach
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2014) View citations (1)
    See also Journal Article in Revista Brasileira de Economia - RBE (2016)
13. Evaluating the effectiveness of Common-Factor Portfolios
    MPRA Paper, University Library of Munich, Germany
14. Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (5)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2014)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013) View citations (1)
    See also Journal Article in International Journal of Forecasting (2015)
15. Investigating the Causes of the Recent Brazilian Trade Surpluses
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA

2014

16. Testing consumption optimality using aggregate data
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2014)
    See also Journal Article in Macroeconomic Dynamics (2017)

2013

17. A note on the forward and the equity-premium puzzles: two symptoms of the same illness?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article in Macroeconomic Dynamics (2015)
18. Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article in Revista Brasileira de Economia - RBE (2019)
19. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
20. The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
21. Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
22. Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013) View citations (2)
    See also Journal Article in Journal of International Money and Finance (2014)

2012

23. A Common-feature approach for testing present-value restrictions with financial data
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (5)
24. Constructing coincident and leading indices of economic activity for the Brazilian economy
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009) View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2011)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2013)
25. Constructing common-factor portfolios
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
26. 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 FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2012)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2012)
27. The forward- and the equity-premium puzzles: two symptoms of the same illness?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2007) View citations (1)

2011

28. 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
29. A stochastic discount factor approach to asset pricing using panel data asymptotics
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
30. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (32)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2010) View citations (6)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010) View citations (2)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009) View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010) View citations (2)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009)
    See also Journal Article in Journal of Econometrics (2011)

2009

31. Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
32. Um indicador coincidente e antecedente da atividade econômica brasileira
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)

2008

33. A panel data approach to economic forecasting: the bias-corrected average forecast
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2007) View citations (3)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2007) View citations (1)
    See also Journal Article in Journal of Econometrics (2009)
34. An Econometric Contribution to the Intertemporal Approach of the Current Account
    Working Papers Series, Central Bank of Brazil, Research Department

2006

35. A stochastic discount factor approach to asset pricing using panel data
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (4)
36. Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
37. Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
38. 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 View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (10)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (9)
39. Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
40. 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
41. Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
42. The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
    IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) View citations (5)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (6)
    See also Journal Article in Economics Letters (2008)

2005

43. ARE BUSINESS CYCLES ALL ALIKE IN EUROPE?
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (6)
44. Estimating the Stochastic Discount Factor without a Utility Function
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (3)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (7)

2004

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

2003

50. A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (7)
    See also Journal Article in Revista Brasileira de Economia - RBE (2003)
51. On the welfare costs of business cycles in the 20th century
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)
52. Testing production functions used in empirical growth studies
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (5)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002)
    See also Journal Article in Economics Letters (2004)
53. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (12)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2001) View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) View citations (5)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) View citations (5)
    See also Journal Article in Journal of Econometrics (2006)

2002

54. Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)

2001

55. Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
56. Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
57. 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 (5)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) View citations (6)
    See also Journal Article in Journal of Econometrics (2002)
58. The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (6)
    See also Journal Article in Journal of Econometrics (2006)

2000

59. 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)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
60. Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
61. On the Nature of Income Inequality Across Nations
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (10)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2000) View citations (6)

1999

62. Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (7)
63. The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

1998

64. Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
65. Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
66. Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
67. Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (4)
68. Time-series properties and empirical evidence of growth and infraestructure: revised version
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)

1997

69. Desemprego regional no Brasil: uma abordagem empírica
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1996) View citations (7)
70. Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)

1995

71. Common cycles in macroeconomic aggregates (revised version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
72. Educação e investimentos externos como determinantes do crescimento a longo prazo
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
73. Estimating the term structure of volatility and fixed income derivative pricing
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
74. Growth, increasing returns, and public infrastructure: time series evidence
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)

1994

75. Common cycles in macroeconomic aggregates
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (4)
76. Estimating sectoral cycles using cointegration and common features
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations (6)
77. Testing the externalities hypothesis of endogenous growth using cointegration
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

1993

78. Previsões de M1 com dados mensais
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

Journal Articles

2021

1. Commodity prices and global economic activity: A derived-demand approach
   Energy Economics, 2021, 96, (C) View citations (5)
   See also Working Paper (2020)
2. Machine learning and oil price point and density forecasting
   Energy Economics, 2021, 102, (C) View citations (3)
   See also Working Paper (2021)

2020

3. Mixed causal–noncausal autoregressions with exogenous regressors
   Journal of Applied Econometrics, 2020, 35, (3), 328-343 View citations (11)
   See also Working Paper (2019)

2019

4. Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level
   Revista Brasileira de Economia - RBE, 2019, 73, (3)
   See also Working Paper (2013)
5. Uma medida de PIB Mensal para o Brasil usando o Term Spread
   Revista Brasileira de Economia - RBE, 2019, 73, (1)

2017

6. Applying a microfounded-forecasting approach to predict Brazilian inflation
   Empirical Economics, 2017, 53, (1), 137-163 View citations (1)
   See also Working Paper (2016)
7. Inattention in individual expectations
   Economia, 2017, 17, (1), 40_59
   See also Working Paper (2016)
8. TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA
   Macroeconomic Dynamics, 2017, 21, (5), 1119-1140
   See also Working Paper (2014)

2016

9. Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
   Revista Brasileira de Economia - RBE, 2016, 70, (4) View citations (2)
   See also Working Paper (2015)
10. Estimating Brazilian Monthly GDP: a State-Space Approach
    Revista Brasileira de Economia - RBE, 2016, 70, (1)
    See also Working Paper (2015)

2015

11. A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS?
    Macroeconomic Dynamics, 2015, 19, (2), 446-464 View citations (2)
    See also Working Paper (2013)
12. Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
    International Journal of Forecasting, 2015, 31, (3), 862-875 View citations (5)
    See also Working Paper (2015)

2014

13. 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 View citations (3)
    See also Working Paper (2013)
14. 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 View citations (36)
    See also Working Paper (2013)

2013

15. Constructing coincident and leading indices of economic activity for the Brazilian economy
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2013, 2012, (2), 43-65 View citations (5)
    See also Working Paper (2012)
16. Constructing coincident indices of economic activity for the Latin American economy
    Revista Brasileira de Economia - RBE, 2013, 67, (1) View citations (3)

2011

17. Annals issue on forecasting--Guest editors' introduction
    Journal of Econometrics, 2011, 164, (1), 1-3 View citations (1)
18. 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 (34)
    See also Working Paper (2011)

2009

19. A panel data approach to economic forecasting: The bias-corrected average forecast
    Journal of Econometrics, 2009, 152, (2), 153-164 View citations (38)
    See also Working Paper (2008)

2008

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

2006

21. Common features
    Journal of Econometrics, 2006, 132, (1), 1-5 View citations (7)
22. 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 (32)
    See also Working Paper (2003)
    Working Paper (2001)

2005

23. An investigation of cross-country incme differences
    Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (2), 3-22
24. Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis
    Revista Brasileira de Economia - RBE, 2005, 59, (1) View citations (5)
    See also Working Paper (2004)

2004

25. Testing production functions used in empirical growth studies
    Economics Letters, 2004, 83, (1), 29-35 View citations (19)
    See also Working Paper (2003)

2003

26. A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente
    Revista Brasileira de Economia - RBE, 2003, 57, (4) View citations (5)
    See also Working Paper (2003)

2002

27. The importance of common cyclical features in VAR analysis: a Monte-Carlo study
    Journal of Econometrics, 2002, 109, (2), 341-363 View citations (71)
    See also Working Paper (2001)

2001

28. Common cycles and the importance of transitory shocks to macroeconomic aggregates
    Journal of Monetary Economics, 2001, 47, (3), 449-475 View citations (111)

2000

29. Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function
    Brazilian Review of Econometrics, 2000, 20, (2) View citations (34)
30. Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992
    Journal of Development Economics, 2000, 62, (1), 131-147 View citations (14)

1999

31. Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models
    Brazilian Review of Econometrics, 1999, 19, (1) View citations (9)

1998

32. Time-Series Properties and Empirical Evidence of Growth and Infrastructure
    Brazilian Review of Econometrics, 1998, 18, (1) View citations (5)

1996

33. Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas
    Brazilian Review of Econometrics, 1996, 16, (2)

1995

34. Estimating common sectoral cycles
    Journal of Monetary Economics, 1995, 35, (1), 83-113 View citations (86)

1993

35. Common trends and common cycles in Latin America
    Revista Brasileira de Economia - RBE, 1993, 47, (2) View citations (105)

1992

36. Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports
    Brazilian Review of Econometrics, 1992, 12, (1)

1991

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