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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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

The Demand and Supply of Money Under High Inflation: Brazil 1974-1994: Octavio Augusto Tourinho
Integração, Crescimento E Bem-Estar: Marcelo Leite de Moura e Silva and Pedro Ferreira
Debt Crisis and Inflation: Cristina Terra
A Framework for the Active Management of a Global Currency Fund: Antonio Marcos Duarte Júnior

A Contribuição Acadêmica de Mário Henrique Simonsen: Fernando Barbosa
Um Modelo para a Previsão Conjunta do PIB, Inflação e Liquidez: Ajax R. Bello Moreira, Antonio Fiorencio and Hedibert Freitas Lopes
Estimadores Corrigidos para Modelos SUR Não-Lineares: Klaus L.P. Vasconcellos and Gauss M. Cordeiro
Um Procedimento Para Análise De Persistência Na Volatilidade: Marcelo Fernandes and Marcos de Bustamante Monteiro
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon: Lykke Andersen, Clive Granger and Eustáquio J. Reis