Details about Diogo de Prince Mendonça

Access statistics for papers by Diogo de Prince Mendonça.

Last updated 2025-01-13. Update your information in the RePEc Author Service.

Short-id: pme257

Working Papers

2016

1. Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
2. DOES MIXED FREQUENCY VECTOR ERROR CORRECTION MODEL ADD RELEVANT INFORMATION TO EXCHANGE MISALIGNMENT CALCULUS? EVIDENCE FOR UNITED STATES
   Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
   Also in Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2015)
3. Is fiscal policy effective in Brazil? An empirical analysis
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (1)
   See also Journal Article Is fiscal policy effective in Brazil? An empirical analysis, The Quarterly Review of Economics and Finance, Elsevier (2020) (2020)

2015

4. Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
5. Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
   See also Journal Article Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2018) View citations (1) (2018)
6. Time-dependent or state-dependent pricing? Evidence from firms’ response to inflation shocks
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (5)
   See also Journal Article Time-dependent or State-dependent Pricing? Evidence from Firms' Response to Inflation Shocks, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2016) View citations (1) (2016)

2014

7. RESTRIÇÃO FINANCEIRA E FINANCIAMENTO PÚBLICO À INOVAÇÃO NO BRASIL: UMA ANÁLISE A PARTIR DOS MICRODADOS DA PINTEC
   Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

2013

8. Política monetária em tempos de crise
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
   See also Journal Article Política Monetária em Tempos de Crise, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013) (2013)

2010

9. Hysteresis e o comércio exterior de produtos industrializados brasileiros
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (1)

2007

10. DETERMINANTES DO CRÉDITO BANCÁRIO: UMA ANÁLISE COM DADOS EM PAINEL PARA AS MAIORES INSTITUIÇÕES
    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]

Journal Articles

2023

1. Pricing-to-market of Brazilian exports: a case of vehicle currency invoicing
   EconomiA, 2023, 25, (1), 1-31
2. Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach
   Open Economies Review, 2023, 34, (4), 919-958 View citations (1)

2022

3. Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes
   Journal of Economic Studies, 2022, 50, (3), 429-447 View citations (1)
4. Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy
   Econometrics, 2022, 10, (2), 1-34

2020

5. Is fiscal policy effective in Brazil? An empirical analysis
   The Quarterly Review of Economics and Finance, 2020, 75, (C), 40-52
   See also Working Paper Is fiscal policy effective in Brazil? An empirical analysis, Textos para discussão (2016) View citations (1) (2016)

2018

6. Are price hazard functions really decreasing functions in Brazil?
   Journal of Macroeconomics, 2018, 57, (C), 266-276
7. Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR
   Revista Brasileira de Economia - RBE, 2018, 72, (4) View citations (1)
   See also Working Paper Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR, Textos para discussão (2015) (2015)

2016

8. Time-dependent or State-dependent Pricing? Evidence from Firms' Response to Inflation Shocks
   Brazilian Review of Econometrics, 2016, 36, (1) View citations (1)
   See also Working Paper Time-dependent or state-dependent pricing? Evidence from firms’ response to inflation shocks, Textos para discussão (2015) View citations (5) (2015)

2015

9. Macro-Hysteresis Test for Brazilian Exports of Manufactured Products: A threshold Panel Approach
   Metroeconomica, 2015, 66, (4), 606-637
10. Restrição financeira e financiamento público à inovação no Brasil: uma análise com base em microdados da PINTEC [Financial constraint and public funding for innovation in Brazil: an analysis based on PINTEC microdata]
    Nova Economia, 2015, 25, (3), 553-574

2013

11. Política Monetária em Tempos de Crise
    Revista Brasileira de Economia - RBE, 2013, 67, (4)
    See also Working Paper Política monetária em tempos de crise, Textos para discussão (2013) (2013)
12. Strong hysteresis in Brazilian imports: a panel cointegration approach
    Journal of Economic Studies, 2013, 40, (4), 528-548 View citations (3)
13. What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market
    Economics Bulletin, 2013, 33, (3), 1780-1787