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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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

A Back-of-the-Envelope Rule to Identify Atheoretical VARs: Carlos Urzúa
On the Existence of Equilibrium with Incomplete Markets and Non-Monotonic Preferences: Andrés Carvajal, John Geanakoplos and Alvaro Riascos
The Determinants of Criminal Victimization in São Paulo State, Brazil: Fábio Gomes and Lourenco Paz
Testing the Hypothesis of Contagion Using Multivariate Volatility Models: Emerson Marçal and Pedro Valls Pereira
Measures of Interbank Market Structure: An Application to Brazil: Eui Jung Chang, Eduardo José Araújo Lima, Solange Guerra and Benjamin Tabak
The Revealed Social Welfare Function: USA X Brazil: Enlinson Mattos

A Probabilistic Approach for Assessing the Signiﬁcance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks: Geraldo da Silva e Souza, Roberta Blass Staub and Benjamin Tabak
Duality and Symmetry with Time-Changed Lévy Processes: José Fajardo and Ernesto Mordecki
Extracting Default Probabilities from Sovereign Bonds: Bernardo Meres and Caio Almeida
Nominal Adjustment Regimes in an Evolutionary Macrodynamics: Gilberto Lima and Jaylson Silveira
Corrected Maximum Likelihood Estimators in Linear Heteroskedastic Regression Models: Gauss M. Cordeiro