Details about João Victor Issler
Access statistics for papers by João Victor Issler.
Last updated 2022-10-20. Update your information in the RePEc Author Service.
Short-id: pis7
Jump to Journal Articles
Working Papers
2021
- 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
- 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
- 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)
- 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)
- 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)
- 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
- Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors
MPRA Paper, University Library of Munich, Germany View citations (1)
- 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
- 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)
- 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
- 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)
- 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)
- Evaluating the effectiveness of Common-Factor Portfolios
MPRA Paper, University Library of Munich, Germany
- 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)
- Investigating the Causes of the Recent Brazilian Trade Surpluses
Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
2014
- 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
- 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)
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- Constructing common-factor portfolios
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
- 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)
- 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
- 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]
- 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)
- 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
- 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)
- 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
- 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)
- An Econometric Contribution to the Intertemporal Approach of the Current Account
Working Papers Series, Central Bank of Brazil, Research Department
2006
- 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)
- Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias
Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
- Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias
Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
- 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)
- 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)
- 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
- Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial
Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
- 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
- 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)
- 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
- Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation
Econometric Society 2004 Latin American Meetings, Econometric Society
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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
- 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)
- 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
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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
- 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
- Commodity prices and global economic activity: A derived-demand approach
Energy Economics, 2021, 96, (C) View citations (5)
See also Working Paper (2020)
- Machine learning and oil price point and density forecasting
Energy Economics, 2021, 102, (C) View citations (3)
See also Working Paper (2021)
2020
- 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
- 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)
- Uma medida de PIB Mensal para o Brasil usando o Term Spread
Revista Brasileira de Economia - RBE, 2019, 73, (1)
2017
- Applying a microfounded-forecasting approach to predict Brazilian inflation
Empirical Economics, 2017, 53, (1), 137-163 View citations (1)
See also Working Paper (2016)
- Inattention in individual expectations
Economia, 2017, 17, (1), 40_59 
See also Working Paper (2016)
- TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA
Macroeconomic Dynamics, 2017, 21, (5), 1119-1140 
See also Working Paper (2014)
2016
- 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)
- Estimating Brazilian Monthly GDP: a State-Space Approach
Revista Brasileira de Economia - RBE, 2016, 70, (1) 
See also Working Paper (2015)
2015
- 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)
- 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
- 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)
- 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
- 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)
- Constructing coincident indices of economic activity for the Latin American economy
Revista Brasileira de Economia - RBE, 2013, 67, (1) View citations (3)
2011
- Annals issue on forecasting--Guest editors' introduction
Journal of Econometrics, 2011, 164, (1), 1-3 View citations (1)
- 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
- 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
- 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
- Common features
Journal of Econometrics, 2006, 132, (1), 1-5 View citations (7)
- 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
- An investigation of cross-country incme differences
Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (2), 3-22
- 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
- Testing production functions used in empirical growth studies
Economics Letters, 2004, 83, (1), 29-35 View citations (19)
See also Working Paper (2003)
2003
- 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
- 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
- Common cycles and the importance of transitory shocks to macroeconomic aggregates
Journal of Monetary Economics, 2001, 47, (3), 449-475 View citations (111)
2000
- 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)
- 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
- Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models
Brazilian Review of Econometrics, 1999, 19, (1) View citations (9)
1998
- Time-Series Properties and Empirical Evidence of Growth and Infrastructure
Brazilian Review of Econometrics, 1998, 18, (1) View citations (5)
1996
- Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas
Brazilian Review of Econometrics, 1996, 16, (2)
1995
- Estimating common sectoral cycles
Journal of Monetary Economics, 1995, 35, (1), 83-113 View citations (86)
1993
- Common trends and common cycles in Latin America
Revista Brasileira de Economia - RBE, 1993, 47, (2) View citations (105)
1992
- Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports
Brazilian Review of Econometrics, 1992, 12, (1)
1991
- Inflation level and uncertainty: evidence using Brazilian data
Revista Brasileira de Economia - RBE, 1991, 45, (3) View citations (1)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|