Brazilian Review of Econometrics

1981 - 2025

Current editor(s): Daniel Monte

From Sociedade Brasileira de Econometria - SBE
Contact information at EDIRC.
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Local Exponential Frontier Estimation: Carlos Martins-Filho, Flávio Augusto Ziegelmann and Hudson da Silva Torrent
Nonlinear Error Correction Models With an Application to Commodity Prices: Marcelo Medeiros and Rafael Magri
Financial Constraints, Endogenous Educational Choices and Self-Selection of Migrants: Juliano Junqueira Assunção and Leandro Carvalho
A Study of the Brazilian business cycles (1900 – 2012): Pedro Valls Pereira and Heleno Piazentini Vieira

Poverty Dynamics in Mexico, 2002-2005. An Ethnicity Approach: Jennifer Castañeda Navarrete
Subnational Government Investment in Brazil: Estimation and Analysis by State Space Models: Rodrigo Orair and Wesley de Jesus Silva
Are Political Institutions Substitutes for Democracy? A Political Economy Analysis of Economic Growth: Vladimir Teles and Carlos Pereira
Optimal Exchange Rate Policy and Business Cycles: Alexandre Cunha

Does the Growth Acceleration Program Accelerate Growth?: Julio Mereb and Eduardo Zilberman
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals: Marcelo Fernandes and Pierre-Yves Preumont
Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach: Pedro Valls Pereira and Marcelo Gonçalves da Silva Fonseca
Non-Parametric Pricing of Interest Rates Options: Márcio Laurini and Roberto Mauad

Gender Bias at the Brazilian Superior Labor Court: Vladimir Ponczek and Stefânia Grezzana
Combining Strategies for the Estimation of Treatment Effects: Sergio Firpo and Rafael de Carvalho Cayres Pinto
Is the Bank Interest Rate Pass-Through of Selic Rate Movements Asymmetric?: João Manoel Pinho de Mello and Pedro Henrique Rosado de Castro
The impact of Tax substituition on the price of pharmaceutical products in the of São Paulo: André Chagas

A Simple Method of Elicitation of Preferences under Risk: José Guilherme Lara Resende and Patricia Langsch Tecles
Human Capital and the Recent Fall of Earnings Inequality in Brazil: Priscilla Albuquerque Tavares and Naercio Menezes-Filho
Generalized Tests of Investment Fund Performance: Márcio Laurini, Antonio Sanvicente and Rogério da Costa Monteiro
Identification of Gaussian Term Structure Models with Observable Factors: Marco Matsumura, Ajax Moreira and Jose Valentim Machado Vicente
Are Dual and Primal Estimations Equivalent in the Presence of Stochastic Errors in Input Demand?: Mauricio Bittencourt and Armando Vaz Sampaio
Modeling and Forecasting of Realized Volatility: Evidence from Brazil: Marcos Vinicio Wink and Pedro Valls Pereira

Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem: Hedibert F. Lopes and Ronaldo Dias
Qualis as a measuring stick for research output in Economics: Bernardo Guimaraes
The Relation between Expected Returns and Volatility in the Brazilian Stock Market: Ricardo R. G. Avelino
Leading Indicators for the Capital Goods Industry: Igor Alexandre C. Morais and Marcelle Chauvet
Monetary Policy and Exchange Rate Shocks in Brazil: Sign Restrictions versus A New Hybrid Identification Approach: Elcyon Caiado Rocha Lima, Alexis Maka and Paloma Alves
Some Alternatives for Robust Estimation of the Spectrum in Stationary Processes: Fabio Alexander Fajardo

Minimal and Maximal Just-Identified Assumptions in Nonparametric Selection Models: Ricardo Paes de Barros
The Assumptions Underlying Evaluation Estimators: James Heckman
Measuring Progress Toward Basic Opportunities for All: Ricardo Paes de Barros, José R. Molinas Vega and Jaime Saavedra
Duration Dependence and Timevarying Variables in Discrete Time Duration Models: Anna D'Addio and Bo E. Honoré
The Impact of Social Interventions: Nonparametric Identification from Choice-Based Samples: Ricardo Paes de Barros
Nonparametric Estimation of Causal Effects in Observational Studies: Ricardo Paes de Barros
Evaluation of Small-sample Compromised Randomization: Long-term Effects of Early Childhood Intervention on Health and Addictive Behavior: Rodrigo Pinto
On the empirical content of the formal-informal labor market segmentation hypothesis: Gabriel Ulyssea and Ricardo Paes de Barros
The formal-informal labor market segmentation hypothesis revisited: Gabriel Ulyssea

Measuring the Cyclical Component of a Time Series: a New Proposed Methodology: Maria Helena Ambrosio Dias and Joilson Dias
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility: João F. Caldeira, Márcio Laurini and Marcelo S. Portugal
Self-Selection and the Impact of Migration on Earnings: Ricardo R. G. Avelino
Does Violence Deter Investment, Hinder Economic Growth?: Paulo Loureiro and Emilson Silva
Stochastic Convergence Across Brazilian States: Marcelo Mello
From a Miracle to a Disaster: the Brazilian Economy in the Last 3 Decades: Victor Gomes, Arilton Teixeira, Mirta Sataka Bugarin and Roberto Ellery

Identification of monetary policy shocks and its effects: FAVAR methodology for the Brazilian economy: Jose Rossi
Labor Adjustment Dynamics in Brazilian Manufacturing: Gustavo Gonzaga
Social Security and Rural Poverty in Brazil: Juliano J. Assunção and Flávia Chein
Labor Supply, Criminal Behavior and Income Redistribution: Marcelo Santos
Effects of Monetary Policy on Firms in Brazil: An Empirical Analysis of the Balance Sheet Channel: Fernando Oliveira
Political Economy and Tenure of Coaches in Brazilian Soccer: Bruno Rocha, Fábio A. Miessi Sanches, Igor Viveiros Souza and José Carlos Domingos da Silva

Using Spatial Covariance Function for Antitrust Market Delineation: Claudio Lucinda and Arthur Barrionuevo Filho
Central Bank preferences and monetary rules under the inflation targeting regime in Brasil: Edilean da Silva Bejarano Aragón and Marcelo Savino Portugal
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features: Carlos Carrasco-Gutierrez, Reinaldo Castro Souza and Osmani Guillén
Evidence on Common Features and Business Cycle Synchronization in Mercosur: Carlos Carrasco-Gutierrez and Fábio Gomes
Is Brazil the Land of Happiness? A Comparative Study Using a Sample with Economics Students from UFPE and Purdue: Tiago Cavalcanti, Juliana Ferraz Guimarães and Jose Nogueira
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation: Daniel Ventosa-Santaulària and Manuel Gómez-Zaldívar