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Brazilian Review of Econometrics

1981 - 2021

Current editor(s): Daniel Monte

From Sociedade Brasileira de Econometria - SBE
Contact information at EDIRC.

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Volume 40, issue 2, 2021

Do extended school day programs affect performance in college admission tests? Downloads
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 Downloads
Ivair Ramos Silva, Dulcidia Ernesto, Fernando Oliveira, Reinaldo Marques and Anderson Oliveira
Decomposing public-private teachers’ wage gap: evidence from Brazil Downloads
Thais Barcellos and Guilherme Hirata
Country risk for emerging economies: a dynamical index proposal with a case study Downloads
Ernesto Mordecki and Andrés Sosa Rodríguez
Evaluating the performance of degrees of freedom estimation in asymmetric GARCH models with t-student innovations Downloads
Thais C O Fonseca, Vinicius S Cerqueira, Helio S Migon and Christian A C Torres
What Drives the Nominal Yield Curve in Brazil? Downloads
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 Downloads
Julia P. Araujo and Mauro Rodrigues
Wealth, Credit Constraints and Small Firms’ Investment: Evidence from Brazil Downloads
Flávia Chein and Cristine Pinto
A note on the estimation of minimum tracking error portfolios Downloads
Paulo Ferreira Naibert, João F. Caldeira and André A. P. Santos
Incentives in Brazilian Bolsa Família CCT Program: Adverse selection, moral hazard, improving mechanisms and simulations Downloads
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 Downloads
Milton Biage and Pierre Joseph Nelcide
Fiscal Multipliers in Bad Times: Does the Nature of a Recession Matter? Downloads
Nicolas Borsoi and Vladimir Teles

Volume 39, issue 2, 2020

Winners and Losers from China's Ascension in International Trade: a Structural Approach Downloads
Joao Paulo Pessoa and Francisco Costa
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness Downloads
Marcelo Fernandes and Jose Gil Vieira Filho
Sanitation and Health: Empirical evidence for Brazilian Municipalities Downloads
Enlinson Mattos, Cristine Pinto, Lucas Iten Teixeira and Luis Meloni
Existence and Non-Triviality of Equilibria in Economies with Default and Government Downloads
Jaime Orrillo and Jolive de Santana Filho Filho
Wage gap decomposition models: A methodological contribution Downloads
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 Downloads
André Portela Souza and Eduardo Zylberstajn

Volume 39, issue 1, 2019

Social Promotion in Primary School: Effects on Grade Progression Downloads
Margaret Leighton, Priscila Souza and Stephane Straub
Measuring Long Run Risks for Brazil Downloads
Caio Almeida and Diego Brandao
Heterogeneity and the Energy Consumption of Brazilian Households: A Structural Analysis Downloads
Cezar Santos, Mariana Weiss and Guilherme Zimmermann
Long-term Yields Implied by Stochastic Discount Factor Decompositions Downloads
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 Downloads
Carlos Eduardo de Freitas and Nelson Leitão Paes
Estimating Risk and Risk Aversion in the Automobile Insurance Market Downloads
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 Downloads
Caio Almeida, Pedro Engel and Joao Paulo Valente
Financial Aid and Student Performance in College: Evidence from Brazil Downloads
Andrea Lepine
Multivariate Spatial IV Regression Downloads
Marcus Gerardus Lavagnole Nascimento, Carlos Antonio Abanto-Valle and Mario Jorge Mendonça
Teacher Pay and Student Performance: Evidence from Brazil Downloads
Priscilla Tavares and Vladimir Ponczek
Does the Lending Rate Impact ETF's Prices? Downloads
Alan de Genaro and Marco Avellaneda
The Role of Jumps and Options in the Risk Premia of Interest Rates Downloads
Bruno Lund

Volume 38, issue 1, 2018

Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching Downloads
Andre Oliveira and Pedro Valls Pereira
Can Switching Costs Reduce Prices? Downloads
Rafael Castilho
Predictability of Aggregate Consumption in Brazil: habits, Non-Separability between Consumption and Leisure, or Credit Constraint? Downloads
Fernando Antônio de Barros Júnior, Bruno Ricardo Delalibera and Valdemar Rodrigues de Pinho Neto
Correcting the population of Brazilian municipalities using the Jackknife Downloads
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 Downloads
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 Downloads
Elcyon Caiado Rocha Lima, Thiago Sevilhano Martinez and Vinícius Santos Cerqueira

Volume 37, issue 2, 2017

Another Look at Panel Estimates of the Elasticity of Substitution between Capital and Labor Downloads
Marcelo Mello
Functional Autoregressive Models: An Application to Brazilian Hourly Electricity Load Downloads
Lucélia Viviane Vaz and Getulio Borges da Silveira Filho
Misallocation in the Brazilian Manufacturing Sector Downloads
Rafael Vasconcelos
Heterogeneous Sticky-Information Economies Downloads
Carlos Carvalho
Expectations about Monetary Policy and the Behaviour of the Central Bank Downloads
Bernardo Dutra
Economies of Scale and Scope in the Sanitation Sector Downloads
Claudio Lucinda and Francisco Anuatti

Volume 37, issue 1, 2017

On the choice of covariance specifications for portfolio selection problems Downloads
Andre Santos and Alexandre R. Ferreira
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds Downloads
Laura Simonsen Leal and Caio Almeida
Automated Democracy Scores Downloads
Thiago Marzagão
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil Downloads
Clemens Vinicius Nunes, Jonas Doi and Marcelo Fernandes
Failure of the Ricardian Equivalence Theory in Economies with Incomplete Markets Downloads
Jose Angelo Divino and Jaime Orrillo
The Pattern of Entry of Generic Drugs into the Brazilian Pharmaceutical Market Downloads
Klenio Barbosa and Everton Silva

Volume 36, issue 2, 2016

Measuring the Monetary Policy’s Structural Credibility by the Expected Inflation Determinants: a Kalman Filter Approach for Brazil Downloads
Ricardo Ramalhete Moreira
Time-Dependent or State-Dependent Pricing? Evidence From a Large Devaluation Downloads
Bernardo Guimaraes and Celio Feltrin
Forecasting Brazilian Inflation with High-Dimensional Models Downloads
Marcelo Medeiros, Gabriel Vasconcelos and Eduardo Freitas
How does Emigration affect Labor Markets? Evidence from Road Construction in Brazil Downloads
Flávia Chein and Juliano Junqueira Assunção
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets Downloads
Francisco Luna Santos, Márcio Gomes Pinto Garcia and Marcelo Medeiros
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil Downloads
Caio Almeida, Bernardo Ricca and Cristina Tessari

Volume 36, issue 1, 2016

Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters Downloads
Adriano Faria, Rafael Ornelas and Caio Almeida
Tax Filing Choices for the Household Downloads
Carlos Eugênio da Costa and Érica Diniz Oliveira
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies Downloads
Jose Ornelas
The External Finance Premium in Brazil: Empirical Analyses Using State Space Models Downloads
Fernando Oliveira
Time-dependent or State-dependent Pricing? Evidence from Firms' Response to Inflation Shocks Downloads
Bernardo Guimaraes, Andre Mazini and Diogo de Prince
Pricing Options Embedded in Debentures with Credit Risk Downloads
Caio Almeida and Leonardo Tavares Pereira
Page updated 2021-07-23