FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)

From EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
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744: Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons

João Issler, Claudia Ferreira Rodrigues and Rafael Burjack

743: A note on the forward and the equity-premium puzzles: two symptoms of the same illness?

Carlos Eugênio da Costa, João Issler and Paulo Rogério Faustino Matos

742: Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

Osmani Guillén, Alain Hecq, João Issler and Diogo Vinícius Menezes Saraiva

741: On the efficiency of equal sacrifice income tax schedules

Carlos Eugênio da Costa and Thiago Neves Pereira

740: Estimating Brazilian Monthly GDP: a State-Space Approach

João Issler and Hilton Hostalácio Notini

739: Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level

Victor Pina Dias, Érica Diniz and João Issler

738: The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness

Carlos Eugênio da Costa, João Issler and Paulo Rogério Faustino Matos

737: Approximate recursive equilibrium with minimal state space

Rodrigo Raad

735: Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons

João Issler, Claudia Ferreira Rodrigues and Rafael Burjack

734: On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century

Osmani Teixeira Carvalho Guillen, João Issler and Afonso Arinos de Mello Franco Neto

733: Tax filing choices for the household under separable spheres bargaining

Carlos Eugênio da Costa and Érica Diniz

732: The forward- and the equity-premium puzzles: two symptoms of the same illness?

Carlos Eugênio da Costa, João Issler and Paulo Rogério Faustino Matos

731: Constructing common-factor portfolios

Carlos Enrique Carrasco-Gutierrez and João Issler

730: Constructing coincident and leading indices of economic activity for the Brazilian economy

João Issler, Hilton Hostalácio Notini and Claudia Oliveira da Fontoura Rodrigues

729: On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century

Osmani Guillén, João Issler and Afonso Franco Neto

728: A Common-feature approach for testing present-value restrictions with financial data

Alain Hecq and João Issler

727: The effect of social security, health, demography and technology on retirement

Pedro Ferreira and Marcelo Santos

726: Targeting the poor: a macroeconomic analysis of cash transfer programs

Tiago Berriel and Eduardo Zilberman

725: Sacrifice and efficiency of the income tax schedule

Carlos Eugênio da Costa and Thiago Neves Pereira

723: On the evolution of TFP in Latin America

Pedro Ferreira, Samuel de Abreu Pessôa and Fernando Veloso

722: A note on convergence of Peck-Shell and Green-Lin mechanisms in the Diamond-Dybvig model

Ricardo Cavalcanti, Jefferson Bertolai and Paulo Monteiro

721: Enriching information to prevent bank runs

Ricardo Cavalcanti and Paulo Monteiro

720: The n-dimensional bailey-divisia measure as a general-equilibrium measure of the welfare costs of inflation

Rubens Cysne

719: Endogenous debt constraints in collateralized economies with default penalties

V. Filipe Martins-da-Rocha and Yiannis Vailakis

718: On Ponzi schemes in infinite horizon collateralized economies with default penalties

V. Filipe Martins-da-Rocha and Yiannis Vailakis

717: A stochastic discount factor approach to asset pricing using panel data asymptotics

Fabio Araújo and João Issler

716: Non-emptiness of the alpha-core

V. Filipe Martins-da-Rocha and Nicholas C. Yannelis

715: Exogenous expectations on endogenous uncertainty: recursive equilibrium and survival

Rodrigo Raad

714: Constructing coincident and leading indices of economic activity for the brazilian economy

João Issler, Hilton Hostalácio Notini and Claudia Oliveira da Fontoura Rodrigues

713: Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

George Athanasopoulos, Osmani Guillén, João Issler and Farshid Vahid

712: The forward- and the equity-premium puzzles: two symptoms of the same illness?

Carlos Eugênio da Costa, João Issler and Paulo Rogério Faustino Matos

711: Gains from trade and measured total factor productivity

Pedro Cavalcanti Ferreira and Alberto Trejos

710: The effect of social security, demography and technology on retirement

Pedro Cavalcanti Ferreira and Marcelo Santos

709: Avaliação dos impactos macro-econômicos e de bem-estar da reforma tributária no Brasil

Ricardo Antonio de Castro Pereira and Pedro Ferreira

708: Globalization and the Industrial Revolution

Pedro Ferreira, Samuel de Abreu Pessôa and Marcelo Santos

707: Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

George Athanasopoulos, Osmani Guillén, João Issler and Farshid Vahid

706: The private memory of aggregate shocks

Carlos Eugênio da Costa and Vitor Farinha Luz

705: Eficiência e produtividade total dos fatores em Minas Gerais

Pedro Cavalcanti Ferreira

704: Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

George Athanasopoulos, Osmani Guillén, João Issler and Farshid Vahid

703: Competitive equilibria in infinite-horizon collateralized economies with default penalties

V. Filipe Martins-da-Rocha and Yiannis Vailakis

702: Money supply and capital accumulation on the transition path revisited

Rubens Cysne and David Turchick

701: The effects of tax incentives for small firms on employment levels

Carlos Corseuil and Rodrigo Leandro de Moura

700: Welfare costs of inflation when interest-bearing deposits are disregarded: a calculation of the bias

Rubens Cysne and David Turchick

699: The evolution of TFP in Latin America: high productivity when distortions were high?

Pedro Ferreira, Samuel de Abreu Pessôa and Fernando Veloso

698: Uma nota sobre desvalorização, crescimento e a relação entre poupança doméstica e câmbio

Pedro Ferreira and Renato Cardoso

697: The forward- and the equity-premium puzzles: two symptoms of the same illness?

Carlos Eugênio da Costa, João Issler and Paulo Rogério Faustino Matos

696: Interim efficiency with MEU-preferences

V. Filipe Martins-da-Rocha

695: Um indicador coincidente e antecedente da atividade econômica brasileira

João Issler, Hilton Hostalácio Notini and Claudia Oliveira da Fontoura Rodrigues

694: Constructing coincident and leading indices of economic activity for the brazilian economy

João Issler, Hilton Hostalácio Notini and Claudia Oliveira da Fontoura Rodrigues

693: Avaliação dos impactos macro-econômicos e de bem-estar da reforma tributária no Brasil

Ricardo Antonio de Castro Pereira and Pedro Ferreira