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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The Use of Martingale Theory for the Superreplication of Exotic Options in Incomplete Markets: Christian Zimmer
A Dynamic Price-Setting Mechanism for a Hybrid Matching Market: Marilda Sotomayor
Estimation of the Brazilian Consumer Demand System: Seki Asano and Eduardo P. S. Fiuza
A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach: Luis Gil-Alana
Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model: Anderson C. O. Motta and Luiz Hotta

Multivariate Threshold Models: TVARs and TVECMs: Ana Galvão
The Secular Trend of Brazilian Terms of Trade Revisited - 1850 to 2000: , Sergio Kannebley and Amaury Patrick Gremaud
Determinants of the Differential Pricing between Voting and Non-Voting Shares in Brazil': Richard Saito
A Competitive Growth Model with Endogenous Fertility: Fernando A. Veloso
Effects of Trade Policy on Technology Adoption and Investment: Arilton Teixeira

Political risk, incentives and international credit market equilibrium: Carlos Hamilton Vasconcelos Araújo
Additive nonparametric regression estimation via backfitting and marginal integration: Small sample performance: Fernando A. Boeira Sabino da Silva
Unemployment insurance and transitions in the labor market: An evaluation of the Brazilian program: José Paulo Zeetano Chahad and Reynaldo Fernandes
Hyperinflation: Inflation tax and economic policy regime: Fernando Barbosa
Private sector credit and inflation during Brazilian stabilization plans: Models with endogenously determined structural breaks: Maria Beatriz Zerbini and Fabiana Rocha

Nonparametric econometrics: Ronaldo Dias
Non-stationary Gaussian ARFIMA processes: Estimation and application: Sílvia Regina Costa Lopes, Bárbara Patrícia Olbermann and Valderio Anselmo Reisen
Equilibrium in stochastic economies with incomplete financial markets: José Fajardo
Vertical integration in telecommunications and foreclosure: The role of quality and the long run: César Mattos
Collusion in the Brazilian steel sector: A new industrial economy approach: Silvinha Pinto Vasconcelos and Francisco Ramos

Review of major results of Martingale theory applied to the valuation of contingent claims: Cícero Augusto Vieira Neto and Pedro Valls Pereira
Instability and chaotic dynamics in stock returns: Alberto Masayoshi F . Ohashi
Statistical properties of data envelopment analysis estimators of production functions: Geraldo da Silva e Souza
Lévy processes and the Brazilian market: José Fajardo, Andrés Ricardo Schuschny and Andre Silva
Effect of the rise of a person's income on inequality: Rodolfo Hoffmann

The Use of Multivariate Analysis in the Characterization of Satellite Tracking Systems in Highway: Lilian Cristina Anefalos and Jose Vicente Caixeta Filho
Job Placement: Gender Differences and Consequences on Welfare: Ricardo Paes de Barros, Carlos Corseuil, Daniel Domingues dos Santos and Sergio Firpo
Error and Model Misspecification in ARFIMA Process: Valderio A. Reisen, Manoel R. Sena and Silvia R. C . Lopes
A Monthly Indicator of Brazilian GDP: Marcelle Chauvet

A Note on Inverse Moments of Binomial Variates: Francisco Cribari-Neto, Nancy Lopes Garcia and Klaus L. P. Vasconcellos
CAUSALITY INFLATION-RELATIVE,PRICES: COMPARATIVE EVIDENCE FROM LATIN-AMERICA: Carlos Dabús and Liliana Cerioni
Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function: João Issler and Natalia Piqueira
Cycles, Steady States and Sunspot Equilibrium in Models with Memory: Wilfredo Maldonado
The Political Economy of Non Convergence: Fabio Kanczuk

Global Price Caps and the Regulation of Access: Jean-Jacques Laffont and Jean Tirole
Real Wages and the Lucas Critique: Can the Government Tax Policy Influence Wage Growth in Brazil?: Francisco Carneiro and Andrew Henley
Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?: Marco Bonomo
Optimal Consumption and Investment with Hyperbolic Lévy Motion: José Fajardo
Bayesian forecasting and inference in latent structure for the Brazilian Industrial Production Index: Gabriel Huerta and Hedibert Freitas Lopes

ESTRUTURA ESTRATÉGICA DE UM SIMPLES MERCADO DE COMPRA E VENDA: Marilda Sotomayor
SUSTAINABLE CLUBS UNDER VARIABLE PARTICIPATION: Flavio Menezes and Emilson Silva
DETERMINAÇÃO DE SALÁRIOS NO BRASIL: DUALIDADE OU NÃO-LINEARIDADE NO RETORNO À EDUCAÇÃO?: Rodrigo Soares and Gustavo Gonzaga
LABOR MARKET AND POVERTY IN BRAZIL: Ricardo Paes de Barros, Carlos Corseuil and Phillippe G. Leite
THE SLIPPERY SLOPE: EXPLAINING THE INCREASE IN EXTREME POVERTY IN URBAN BRAZIL, 1976-1996: Francisco Ferreira and Ricardo Paes de Barros

Robust Estimation for ARCH Models: Beatriz Vaz de Melo Mendes and Antonio Marcos Duarte Júnior
Modelos GARCH Bayesianos: Métodos Aproximados e Aplicações: Helio S. Migon and Josmar Mazucheli
ALTERNATIVE MODELS TO EXTRACT ASSET VOLATILITY: A COMPARATIVE STUDY: Pedro Valls Pereira, Luiz Hotta, Luiz Alvares R. de Souza and Nuno Miguel C. G. de Almeida
Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models: João Issler

Cournot Competition Under Knightian Uncertainty: Hugo Pedro Boff and Sergio Werlang
Longa Persistência Nas Taxas De Inflação: Vera Lucia Fava and Denisard C.O. Alves
Um Simples Mercado de Compra e Venda: Marilda Sotomayor

Financial Modeling Using Sampling-Importance Resampling: Beatriz Vaz de Melo Mendes
Risk Aversion and Optimal Trade Dependency: Celia Cabral
Time-Series Properties and Empirical Evidence of Growth and Infrastructure: João Issler and Pedro Cavalcanti Ferreira
How Does Government Wage Policy Affect Wage Bargaining in Brazil?: Gustavo Gonzaga and João Carlos Scandiuzzi