Brazilian Review of Econometrics

1981 - 2024

Current editor(s): Daniel Monte

From Sociedade Brasileira de Econometria - SBE
Contact information at EDIRC.
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Volume 42, issue 2, 2024

Decomposing Gender Segregation

Diego Camargo Botassio and Rodolfo Hoffmann

Parenthood and the Gender Gaps in the Brazilian Labor Market

Janaina Feijó, Luisa Cardoso and Valdemar Pinho Neto

THE INFLUENCE OF THE U.S. UNCERTAINTY SHOCKS ON LATIN AMERICAN ECONOMIES

Luccas Assis Attílio

HOUSING PROGRAM AND SLUMS: an identification strategy using a regression discontinuity design for the Brazilian case

Fabio Nishimura and Marcelo Cortes Neri

Consumption (a)symmetric response to predictable income: a new test for myopia and liquidity constraints

Marcos Hitoshi Endo and Fabio Augusto Reis Gomes

Public-Private Wage Differential and Economic Cycle in Brazil

Fernando Fabian de Freitas Martins and Daniela Verzola Vaz

Volume 42, issue 1, 2023

Occupational Feminization and Pay: The Case of Brazil

Diego Camargo Botassio and Daniela Verzola Vaz

China Shock and Female Labor Market Participation in Brazil

Juliana Cristofani, Ana Fava and Mônica Yukie Kuwahara

Are Social Skills Helping Women in the Brazilian Labor Market?

Vanessa Neumann Sulzbach, Guilherme Stein and Marcelo de Carvalho Griebeler

The effects of income shocks on female headship and poverty in Brazil

Andrezza Batista and Lorena Costa

Income Shocks and Gender Inequality: The Chinese Shock and Its Effects on School Indicators of Brazilian Teenagers

Ana Cecília Almeida, Lorena Vieira Costa and Liana Bohn

Does the Family Structure Affect the Health Risk Behavior of Adolescents in Brazil?

Rayen Heredia Peñaloza, Vitor Miro Couto Silva, Edward Martins Costa, Guilherme Dniz Irffi and Ahmad Saeed Khan

Identifying and Explaining Gender Peer Effects in Elementary Schools

Eduardo Tillmann and Flávio V. Comim

Volume 41, issue 2, 2023

College quality, students performance and labor market outcomes

Enlinson Mattos, Priscilla Bacalhau and Vladimir Ponczek

The Effect of Parental Occupation and Family Arragements on Occupational Choices among Brazilian Youth

Danyella Brito, Ana Maria Hermeto Camilo de Oliveira and Stélio Coêlho Lombardi Filho

Financial cycles: how long and how certain?

Rodrigo Gonzalez, Leonardo Marinho and Joaquim Lima

Preschool Attendance and Intra-Household Time Allocation: Evidence from Brazil

Edi Flores Reyna and Maria Da Costa Silva

The Effect of the “Apprenticeship Law” on the Employment of Young Apprentices in Brazil

Erivelton de Souza Nunes, Ahmad Saeed Khan, Cícero Francisco de Lima, Edward Martins Costa, Guilherme Irffi and Rayssa Alexandre Costa

An Analysis of Recidivism by Gender Based on Brazilian Prison Microdata

Francis Petterini, Jeniffer Gonçalves and Silvio Sallum

Volume 41, issue 1, 2022

Universal Basic Income in a DevelopingEconomy with a Large Informal Sector

Otavio Rubião and Cezar Santos

Tail risk exposures of hedge funds: Evidence from unique Brazilian data

Caio Almeida, Marcelo Fernandes and Joao Paulo Valente

Trading off static efficiency and dynamic incentives in apprenticeship relations

Pedro Bitencourt Melgare

The Paradox of Concessions in Developing Countries

Mauricio Soares Bugarin and Frederico Ribeiro

A Macroeconomic Perspective on Brazilian FX Swaps

Adonias Evaristo da Costa Filho

Thin subsidies effects on food consumption pattern and nutritional status of poor Brazilian children

Maria Da Costa Silva

Volume 40, issue 2, 2021

Do extended school day programs affect performance in college admission tests?

Daniel Araujo, Guilherme Bayma, Carolina Melo, Milena Mendonça and Luciano Sampaio

Monte Carlo Test for Stochastic Trend in Space State Models for the Location-Scale Family

Ivair Ramos Silva, Dulcidia Ernesto, Fernando Oliveira, Reinaldo Marques and Anderson Oliveira

Decomposing public-private teachers’ wage gap: evidence from Brazil

Thais Barcellos and Guilherme Hirata

Country risk for emerging economies: a dynamical index proposal with a case study

Ernesto Mordecki and Andrés Sosa Rodríguez

Evaluating the performance of degrees of freedom estimation in asymmetric GARCH models with t-student innovations

Thais C O Fonseca, Vinicius S Cerqueira, Helio S Migon and Christian A C Torres

What Drives the Nominal Yield Curve in Brazil?

Marcelo Fernandes, Clemens Nunes and Yuri Reis

Volume 40, issue 1, 2020

Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real

Julia P. Araujo and Mauro Rodrigues

Wealth, Credit Constraints and Small Firms’ Investment: Evidence from Brazil

Flávia Chein and Cristine Pinto

A note on the estimation of minimum tracking error portfolios

Paulo Ferreira Naibert, João F. Caldeira and Andre Santos

Incentives in Brazilian Bolsa Família CCT Program: Adverse selection, moral hazard, improving mechanisms and simulations

Mauricio Soares Bugarin, Sérgio Gadelha, Artur Santos, Janete Duarte, João B. Amaral , José Neves, Plinio Oliveira and Rebeca Regatieri

Effects of asset frequency components on value-at-risk in emerging and developed markets

Milton Biage and Pierre Joseph Nelcide

Fiscal Multipliers in Bad Times: Does the Nature of a Recession Matter?

Nicolas Borsoi and Vladimir Teles

Volume 39, issue 2, 2020

Winners and Losers from China's Ascension in International Trade: a Structural Approach

João Paulo Pessoa and Francisco Costa

The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness

Marcelo Fernandes and Jose Gil Vieira Filho

Sanitation and Health: Empirical evidence for Brazilian Municipalities

Enlinson Mattos, Cristine Pinto, Lucas Iten Teixeira and Luis Meloni

Existence and Non-Triviality of Equilibria in Economies with Default and Government

Jaime Orrillo and Jolive de Santana Filho Filho

Wage gap decomposition models: A methodological contribution

Magno Rogério Gomes, Solange de Cássia Inforzato de Souza, Gabriela Gomes Mantovani and Vanessa Fortunato de Paiva

Estimating the returns to education using a parametric control function approach: evidences for a developing country

André Souza and Eduardo Zylberstajn

Volume 39, issue 1, 2019

Social Promotion in Primary School: Effects on Grade Progression

Margaret Leighton, Priscila Souza and Stephane Straub

Measuring Long Run Risks for Brazil

Caio Almeida and Diego Brandao

Heterogeneity and the Energy Consumption of Brazilian Households: A Structural Analysis

Cezar Santos, Mariana Weiss and Guilherme Zimmermann

Long-term Yields Implied by Stochastic Discount Factor Decompositions

Caio Almeida and Fernando Cordeiro

The collapse of Brazilian Social Security: Macroeconomic impacts of the increase of the minimum age of PEC nº 287/2016 reform

Carlos Eduardo de Freitas and Nelson Leitão Paes

Estimating Risk and Risk Aversion in the Automobile Insurance Market

Bruno Cesar Aurichio Ledo and Caio Matteucci de Andrade Lopes

Volume 38, issue 2, 2019

Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries

Caio Almeida, Pedro Engel and Joao Paulo Valente

Financial Aid and Student Performance in College: Evidence from Brazil

Andrea Lepine

Multivariate Spatial IV Regression

Marcus Gerardus Lavagnole Nascimento, Carlos Antonio Abanto-Valle and Mario Jorge Mendonça

Teacher Pay and Student Performance: Evidence from Brazil

Priscilla Tavares and Vladimir Ponczek

Does the Lending Rate Impact ETF's Prices?

Alan de Genaro and Marco Avellaneda

The Role of Jumps and Options in the Risk Premia of Interest Rates

Bruno Lund

Volume 38, issue 1, 2018

Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching

Andre Oliveira and Pedro Valls Pereira

Can Switching Costs Reduce Prices?

Rafael Castilho

Predictability of Aggregate Consumption in Brazil: habits, Non-Separability between Consumption and Leisure, or Credit Constraint?

Fernando Antônio de Barros Júnior, Bruno Ricardo Delalibera and Valdemar Rodrigues de Pinho Neto

Correcting the population of Brazilian municipalities using the Jackknife

Enlinson Mattos and Pedro Santos

Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence

Fernando Henrique de Paula e Silva Mendes, João Frois Caldeira and Guilherme Moura

Monetary Policy and Exchange Rate: Effects on Disaggregated Prices in a FAVAR Model for Brazil

Elcyon Caiado Rocha Lima, Thiago Sevilhano Martinez and Vinícius Santos Cerqueira