Details about Luiz Renato Regis de Oliveira Lima

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

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Short-id: pli389

Working Papers

2016

1. Migration and Regional Trade Agreements: A (New) Gravity Estimation
   Post-Print, HAL View citations (3)
   Also in Working Papers, CEPII research center (2014) View citations (1)
   See also Journal Article Migration and Regional Trade Agreements: A (New) Gravity Estimation, Review of International Economics, Wiley Blackwell (2016) View citations (5) (2016)
2. TRABALHO INFANTIL E TEORIA DO "U INVERTIDO": EVIDÊNCIAS PARA O BRASIL
   Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
3. Third Country Effect of Migration: the Trade-Migration Nexus Revisited
   Working Papers, CEPII research center View citations (1)

2012

4. Constructing Optimal Density Forecasts from Point Forecast Combinations
   Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba View citations (34)
   See also Journal Article CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (15) (2014)

2010

5. Evaluating Value-at-Risk Models via Quantile Regression
   NCER Working Paper Series, National Centre for Econometric Research View citations (10)
   Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2009)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2008) View citations (1)
   Working Papers Series, Central Bank of Brazil, Research Department (2008) View citations (1)
   See also Journal Article Evaluating Value-at-Risk Models via Quantile Regression, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) View citations (84) (2011)

2008

6. 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 (1)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2007) View citations (3)
   See also Journal Article A panel data approach to economic forecasting: The bias-corrected average forecast, Journal of Econometrics, Elsevier (2009) View citations (39) (2009)
7. Fatores Econômicos e Incidência de Divórcios: Evidências com Dados Agregados Brasileiros
   Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

2007

8. ESTIMANDO A DEMANDA DOMICILIAR POR TELEFONES FIXOS COM DADOS AGREGADOS BRASILEIROS
   Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

2006

9. Comparing Value-at-Risk Methodologies
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (6)
   Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) View citations (7)
   See also Journal Article Comparing Value-at-Risk Methodologies, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2007) View citations (8) (2007)
10. Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach
    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 Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach, Journal of Development Economics, Elsevier (2008) View citations (16) (2008)
11. 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)
12. Testing covariance stationarity
    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 Testing Covariance Stationarity, Econometric Reviews, Taylor & Francis Journals (2007) View citations (6) (2007)

2005

13. DINÂMICA NÃO-LINEAR E SUSTENTABILIDADE DA DÍVIDA PÚBLICA BRASILEIRA
    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]
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (5)
14. Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (9)
15. The asymmetric behavior of the U.S. public debt
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (12)

2004

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

1998

21. 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)
22. 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)

1997

23. 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)

Journal Articles

2020

1. Do economic integration agreements affect trade predictability? A group effect analysis
   Canadian Journal of Economics/Revue canadienne d'économique, 2020, 53, (2), 637-664 View citations (1)
2. Migration, trade and spillover effects
   Journal of Comparative Economics, 2020, 48, (2), 405-421 View citations (1)
3. Quantile forecasting with mixed-frequency data
   International Journal of Forecasting, 2020, 36, (3), 1149-1162 View citations (11)

2017

4. Out‐of‐Sample Return Predictability: A Quantile Combination Approach
   Journal of Applied Econometrics, 2017, 32, (4), 877-895 View citations (23)
5. Stages of diversification in high performing Asian economies
   Journal of Economic Studies, 2017, 44, (6), 1017-1029

2016

6. Migration and Regional Trade Agreements: A (New) Gravity Estimation
   Review of International Economics, 2016, 24, (1), 99-125 View citations (5)
   See also Working Paper Migration and Regional Trade Agreements: A (New) Gravity Estimation, Post-Print (2016) View citations (3) (2016)
7. Stages of diversification in Africa
   Economics Letters, 2016, 144, (C), 68-70 View citations (2)
8. The effect of the Euro on the bilateral trade distribution
   Empirical Economics, 2016, 50, (1), 17-29 View citations (10)

2015

9. Child labor and the wealth paradox: The role of altruistic parents
   Economics Letters, 2015, 130, (C), 80-82 View citations (8)

2014

10. CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS
    Journal of Applied Econometrics, 2014, 29, (5), 736-757 View citations (15)
    See also Working Paper Constructing Optimal Density Forecasts from Point Forecast Combinations, Série Textos para Discussão (Working Papers) (2012) View citations (34) (2012)
11. Uma Análise para o Efeito-Fronteira no Brasil
    Revista Brasileira de Economia - RBE, 2014, 68, (4)

2013

12. Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
    Journal of the American Statistical Association, 2013, 108, (503), 1075-1089 View citations (45)

2012

13. Constructing Density Forecasts from Quantile Regressions
    Journal of Money, Credit and Banking, 2012, 44, (8), 1589-1607 View citations (16)
    Also in Journal of Money, Credit and Banking, 2012, 44, (8), 1589-1607 (2012) View citations (49)

2011

14. Evaluating Value-at-Risk Models via Quantile Regression
    Journal of Business & Economic Statistics, 2011, 29, (1), 150-160 View citations (84)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 150-160 (2011) View citations (84)
    See also Working Paper Evaluating Value-at-Risk Models via Quantile Regression, NCER Working Paper Series (2010) View citations (10) (2010)

2010

15. Empirical Evidence on Convergence Across Brazilian States
    Revista Brasileira de Economia - RBE, 2010, 64, (2) View citations (4)
16. Is there long memory in financial time series?
    Applied Financial Economics, 2010, 20, (6), 487-500 View citations (8)
17. Local persistence and the PPP hypothesis
    Journal of International Money and Finance, 2010, 29, (3), 555-569 View citations (13)
18. Testing Unit Root Based on Partially Adaptive Estimation
    Journal of Time Series Econometrics, 2010, 2, (1), 34 View citations (3)
    See also Working Paper Testing Unit Root Based on Partially Adaptive Estimation, Econometric Society 2004 Latin American Meetings (2004) (2004)

2009

19. A panel data approach to economic forecasting: The bias-corrected average forecast
    Journal of Econometrics, 2009, 152, (2), 153-164 View citations (39)
    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)
20. Nonparametric and robust methods in econometrics
    Journal of Econometrics, 2009, 152, (2), 79-80

2008

21. Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach
    Journal of Development Economics, 2008, 86, (2), 313-335 View citations (16)
    See also Working Paper Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2006) View citations (6) (2006)
22. Further investigation of the uncertain trend in US GDP
    Applied Economics, 2008, 40, (9), 1207-1216 View citations (3)

2007

23. Comparing Value-at-Risk Methodologies
    Brazilian Review of Econometrics, 2007, 27, (1) View citations (8)
    See also Working Paper Comparing Value-at-Risk Methodologies, Computing in Economics and Finance 2006 (2006) View citations (6) (2006)
24. Do shocks last forever? Local persistency in economic time series
    Journal of Macroeconomics, 2007, 29, (1), 103-122 View citations (11)
25. Testing Covariance Stationarity
    Econometric Reviews, 2007, 26, (6), 643-667 View citations (6)
    See also Working Paper Testing covariance stationarity, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2006) View citations (1) (2006)

2006

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

2000

27. 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)