Details about João Victor Issler

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 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pis7

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Working Papers

2023

1. Predicting Recessions in (almost) Real Time in a Big-data Setting
   Working Papers Series, Central Bank of Brazil, Research Department

2021

2. Machine Learning and Oil Price Point and Density Forecasting
   Working Papers Series, Central Bank of Brazil, Research Department View citations (9)
   See also Journal Article Machine learning and oil price point and density forecasting, Energy Economics, Elsevier (2021) View citations (3) (2021)

2020

3. 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 Commodity prices and global economic activity: A derived-demand approach, Energy Economics, Elsevier (2021) View citations (5) (2021)

2019

4. 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)
5. Incentive-driven Inattention
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Working Papers Series, Central Bank of Brazil, Research Department (2018) View citations (6)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2019) View citations (3)
   See also Journal Article Incentive-driven inattention, Journal of Econometrics, Elsevier (2022) View citations (4) (2022)
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)
7. 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 Mixed causal–noncausal autoregressions with exogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (12) (2020)

2017

8. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors
   MPRA Paper, University Library of Munich, Germany View citations (1)
9. 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

10. Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation
    Working Papers Series, Central Bank of Brazil, Research Department
    See also Journal Article Applying a microfounded-forecasting approach to predict Brazilian inflation, Empirical Economics, Springer (2017) View citations (1) (2017)
11. 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 Inattention in individual expectations, Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2017) (2017)

2015

12. 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 Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2016) View citations (3) (2016)
13. 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) (2014) View citations (1)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013)
    See also Journal Article Estimating Brazilian Monthly GDP: a State-Space Approach, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2016) (2016)
14. Evaluating the effectiveness of Common-Factor Portfolios
    MPRA Paper, University Library of Munich, Germany
15. 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) (2013) View citations (1)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2014)
    See also Journal Article Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions, International Journal of Forecasting, Elsevier (2015) View citations (5) (2015)
16. Investigating the Causes of the Recent Brazilian Trade Surpluses
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA

2014

17. 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 TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA, Macroeconomic Dynamics, Cambridge University Press (2017) (2017)

2013

18. 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 A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS?, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (2) (2015)
19. 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 Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2019) (2019)
20. 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 On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (4) (2014)
21. 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)
22. 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)
23. 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 Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons, Journal of International Money and Finance, Elsevier (2014) View citations (39) (2014)

2012

24. 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)
25. 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 Constructing coincident and leading indices of economic activity for the Brazilian economy, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2013) View citations (5) (2013)
26. Constructing common-factor portfolios
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
27. 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)
28. 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) (2007) View citations (1)
    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) (2009)

2011

29. 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]
30. 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)
31. 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 FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009)
    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)
    See also Journal Article Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions, Journal of Econometrics, Elsevier (2011) View citations (34) (2011)

2009

32. 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)
33. 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

34. 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 A panel data approach to economic forecasting: The bias-corrected average forecast, Journal of Econometrics, Elsevier (2009) View citations (38) (2009)
35. An Econometric Contribution to the Intertemporal Approach of the Current Account
    Working Papers Series, Central Bank of Brazil, Research Department

2006

36. 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)
37. Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
38. Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
39. 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 Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (9)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (10)
40. 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)
41. 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
42. Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
43. 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) (2005) View citations (6)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) View citations (5)
    See also Journal Article The welfare cost of macroeconomic uncertainty in the post-war period, Economics Letters, Elsevier (2008) View citations (3) (2008)

2005

44. 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)
45. 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

46. Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation
    Econometric Society 2004 Latin American Meetings, Econometric Society
47. 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)
48. 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)
49. 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)
50. 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 Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (5) (2005)

2003

51. 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 (8)
    See also Journal Article A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) View citations (6) (2003)
52. 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)
53. 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 Testing production functions used in empirical growth studies, Economics Letters, Elsevier (2004) View citations (19) (2004)
54. 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 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)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2001) View citations (4)
    See also Journal Article The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity, Journal of Econometrics, Elsevier (2006) View citations (33) (2006)

2002

55. 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

56. 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)
57. 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)
58. 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 The importance of common cyclical features in VAR analysis: a Monte-Carlo study, Journal of Econometrics, Elsevier (2002) View citations (72) (2002)
59. 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 The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity, Journal of Econometrics, Elsevier (2006) View citations (33) (2006)

2000

60. 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)
61. 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)
62. 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

63. 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)
64. 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

65. 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)
66. 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)
67. 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)
68. 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)
69. 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

70. 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)
71. 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

72. 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)
73. 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)
74. 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)
75. 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

76. 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)
77. 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)
78. 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

79. 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

2022

1. Incentive-driven inattention
   Journal of Econometrics, 2022, 231, (1), 188-212 View citations (4)
   See also Working Paper Incentive-driven Inattention, CEPR Discussion Papers (2019) View citations (3) (2019)

2021

2. Commodity prices and global economic activity: A derived-demand approach
   Energy Economics, 2021, 96, (C) View citations (5)
   See also Working Paper Commodity Prices and Global Economic Activity: a derived-demand approach, Working Papers Series (2020) View citations (1) (2020)
3. Machine learning and oil price point and density forecasting
   Energy Economics, 2021, 102, (C) View citations (3)
   See also Working Paper Machine Learning and Oil Price Point and Density Forecasting, Working Papers Series (2021) View citations (9) (2021)

2020

4. Mixed causal–noncausal autoregressions with exogenous regressors
   Journal of Applied Econometrics, 2020, 35, (3), 328-343 View citations (12)
   See also Working Paper Mixed causal-noncausal autoregressions with exogenous regressors, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2019) View citations (1) (2019)

2019

5. 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 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) (2013) (2013)
6. Uma medida de PIB Mensal para o Brasil usando o Term Spread
   Revista Brasileira de Economia - RBE, 2019, 73, (1) View citations (1)

2017

7. Applying a microfounded-forecasting approach to predict Brazilian inflation
   Empirical Economics, 2017, 53, (1), 137-163 View citations (1)
   See also Working Paper Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation, Working Papers Series (2016) (2016)
8. Inattention in individual expectations
   Economia, 2017, 17, (1), 40_59
   See also Working Paper Inattention in individual expectations, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2016) View citations (2) (2016)
9. TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA
   Macroeconomic Dynamics, 2017, 21, (5), 1119-1140
   See also Working Paper Testing consumption optimality using aggregate data, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2014) (2014)

2016

10. Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
    Revista Brasileira de Economia - RBE, 2016, 70, (4) View citations (3)
    See also Working Paper Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2015) (2015)
11. Estimating Brazilian Monthly GDP: a State-Space Approach
    Revista Brasileira de Economia - RBE, 2016, 70, (1)
    See also Working Paper Estimating Brazilian monthly GDP: a state-space approach, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2015) (2015)

2015

12. 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 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) (2013) (2013)
13. 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 Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2015) View citations (5) (2015)

2014

14. 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 (4)
    See also Working Paper 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) (2013) (2013)
15. 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 (39)
    See also Working Paper 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) (2013) View citations (1) (2013)

2013

16. 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 Constructing coincident and leading indices of economic activity for the Brazilian economy, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2012) View citations (2) (2012)
17. Constructing coincident indices of economic activity for the Latin American economy
    Revista Brasileira de Economia - RBE, 2013, 67, (1) View citations (3)

2011

18. Annals issue on forecasting--Guest editors' introduction
    Journal of Econometrics, 2011, 164, (1), 1-3 View citations (1)
19. 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 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2011) View citations (32) (2011)

2009

20. 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 A panel data approach to economic forecasting: the bias-corrected average forecast, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2008) (2008)

2008

21. The welfare cost of macroeconomic uncertainty in the post-war period
    Economics Letters, 2008, 98, (2), 167-175 View citations (3)
    See also Working Paper The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period, IBMEC RJ Economics Discussion Papers (2006) (2006)

2006

22. Common features
    Journal of Econometrics, 2006, 132, (1), 1-5 View citations (7)
23. 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 (33)
    See also Working Paper 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) (2001) View citations (6) (2001)
    Working Paper 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) (2003) View citations (12) (2003)

2005

24. An investigation of cross-country incme differences
    Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (2), 3-22
25. 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 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) (2004) View citations (2) (2004)

2004

26. Testing production functions used in empirical growth studies
    Economics Letters, 2004, 83, (1), 29-35 View citations (19)
    See also Working Paper Testing production functions used in empirical growth studies, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2003) View citations (5) (2003)

2003

27. 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 (6)
    See also Working Paper 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) (2003) View citations (8) (2003)

2002

28. The importance of common cyclical features in VAR analysis: a Monte-Carlo study
    Journal of Econometrics, 2002, 109, (2), 341-363 View citations (72)
    See also Working Paper The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study, Monash Econometrics and Business Statistics Working Papers (2001) View citations (5) (2001)

2001

29. Common cycles and the importance of transitory shocks to macroeconomic aggregates
    Journal of Monetary Economics, 2001, 47, (3), 449-475 View citations (112)

2000

30. 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)
31. 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 (15)

1999

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

1998

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

1996

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

1995

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

1993

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

1992

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

1991

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