João Victor Issler : Citation Profile


Are you João Victor Issler?

Fundação Getúlio Vargas (FGV)

11

H index

13

i10 index

486

Citations

RESEARCH PRODUCTION:

31

Articles

109

Papers

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 18
   Journals where João Victor Issler has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 57 (10.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis7
   Updated: 2019-10-15    RAS profile: 2017-09-17    
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Relations with other researchers


Works with:

Guillén, Osmani (14)

Gaglianone, Wagner (6)

da Costa, Carlos Eugênio (6)

Hecq, Alain (6)

FRANCO NETO, AFONSO (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with João Victor Issler.

Is cited by:

Guillén, Osmani (36)

Hecq, Alain (33)

Carrasco Gutierrez, Carlos Enrique (20)

Cubadda, Gianluca (19)

Narayan, Paresh (17)

Balcilar, Mehmet (11)

GUPTA, RANGAN (11)

Méon, Pierre-Guillaume (11)

Palm, Franz (10)

Lima, Luiz (9)

Cysne, Rubens (9)

Cites to:

Engle, Robert (92)

Vahid, Farshid (80)

Campbell, John (65)

Watson, Mark (40)

Hansen, Lars (37)

Mankiw, N. Gregory (35)

Guillén, Osmani (34)

Plosser, Charles (31)

Stock, James (29)

King, Robert (28)

Johansen, Soren (27)

Main data


Where João Victor Issler has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE7
Journal of Econometrics6
Brazilian Review of Econometrics5
Macroeconomic Dynamics2
Economics Letters2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)81
Working Papers Series / Central Bank of Brazil, Research Department8
Discussion Papers / Instituto de Pesquisa Econmica Aplicada - IPEA5
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics4
MPRA Paper / University Library of Munich, Germany2
IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro2

Recent works citing João Victor Issler (2018 and 2017)


YearTitle of citing document
2019Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:1904.05952.

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2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

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2018Monetary union in West Africa and business cycles synchronicity: New evidence. (2018). Simons, Daniel ; Louis, Rosmy Jean. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2828-2848.

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2017Academic rankings and pluralism : the case of Brazil and the new version of Qualis. (2017). De Almeida, Rafael ; de Carvalho, Lucas Resende ; de Souza, Ian Coelho. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td569.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2017Synchronization of Economic Activity between Dollarized Economies and the United States. The cases of Ecuador and El Salvador. (2017). de Lourdes, Maria ; Castillo-Ponce, Ramon A. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:17:y:2017:i:1_6.

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2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2019Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Forecasting elections at the constituency level: A correction–combination procedure. (2017). Munzert, Simon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:467-481.

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2019The longitudinal effects of internationalization on firm performance: The moderating role of marketing capability. (2019). Sun, Wenbin ; Ding, Yuan ; Price, Joseph. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:326-337.

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2017Sustainability of platinum production in South Africa and the dynamics of commodity pricing. (2017). ROBINSON, ZURIKA. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:107-114.

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2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2017A time-varying fiscal reaction function for Brazil. (2017). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:795.

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2018A time-varying fiscal reaction function for Brazil. (2018). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:798.

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2017Variance Premium and Implied Volatility in a Low-Liquidity Option Market. (2017). Giovannetti, Bruno ; Chague, Fernando ; da Silva, Marcos Eugenio ; Astorino, Eduardo . In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:71:y:2017:i:1:a:59368.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

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2018Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama. (2018). Wong, Shirly Siew-Ling ; Liew, Venus Khim-Sen ; Mansor, Shazali Abu ; Tan, Toh-Hao. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:12:p:127-133.

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2019The role of household debt and delinquency decisions in consumption-based asset pricing. (2019). Faustino, Paulo Rogerio. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:2:d:10.1007_s10436-019-00344-1.

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2019Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9639-7.

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2018Historical Decoupling in the EU: Evidence from Time-Frequency Analysis. (2018). Kucerova, Zuzana ; Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:75_2018.

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2017Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254.

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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80791.

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2019Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2019). Wróblewska, Justyna ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:93813.

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2019.

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2017Are South American Countries Really Converging?: The Influence of the Regions Integration Projects. (2017). Bonilla Bolaños, Andrea Gabriela ; Bolaos, Andrea Bonilla. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:130-149.

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2018Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model. (2018). Tsoku, Johannes Tshepiso ; Moroke, Ntebogang Dinah ; Metsileng, Lebotsa Daniel. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:5:p:220-229.

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2018Detecting Co-Movements in Noncausal Time Series. (2018). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:430.

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2018Predictability of Aggregate Consumption in Brazil: habits, Non-Separability between Consumption and Leisure, or Credit Constraint?. (2018). de Barros, Fernando Antonio ; de Pinho, Valdemar Rodrigues ; Delalibera, Bruno Ricardo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:38:y:2018:i:1:a:59824.

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2018Inventory control in dual sourcing commodity procurement with price correlation. (2018). Inderfurth, Karl ; Kleber, Rainer ; Kelle, Peter. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:26:y:2018:i:1:d:10.1007_s10100-017-0475-x.

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2017Evaluating the use of internet search volumes for time series modeling of sales in the video game industry. (2017). Ruohonen, Jukka ; Hyrynsalmi, Sami . In: Electronic Markets. RePEc:spr:elmark:v:27:y:2017:i:4:d:10.1007_s12525-016-0244-z.

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2018Modeling dynamics of metal price series via state space approach with two common factors. (2018). Rossen, Anja ; Golosnoy, Vasyl. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1267-9.

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2018The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model. (2018). Lopes, Luckas Sabioni ; Lima, Joo Eustaquio ; Chauvet, Marcelle. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1324-4.

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2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

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2017When does information on forecast variance improve the performance of a combined forecast?. (2017). Conrad, Christian. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168200.

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Works by João Victor Issler:


YearTitleTypeCited
2005ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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2011A COMMON-FEATURE MODEL FOR COINCIDENTINDEX OF BRAZILIAN ECONOMIC ACTIVITY In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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2009An Econometric Cntribution to the Intertemporal Approach of the Current Account In: Working Papers Series.
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions In: Working Papers Series.
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2012On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century In: Working Papers Series.
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2012On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series.
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2014Microfounded Forecasting In: Working Papers Series.
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2015Microfounded forecasting.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2015Inattention in Individual Expectations In: Working Papers Series.
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2016Inattention in Individual Expectations.(2016) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation In: Working Papers Series.
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2017Applying a microfounded-forecasting approach to predict Brazilian inflation.(2017) In: Empirical Economics.
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2004Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo In: Working Papers Series.
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2015A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? In: Macroeconomic Dynamics.
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2013A note on the forward and the equity-premium puzzles: two symptoms of the same illness?.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2017TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA In: Macroeconomic Dynamics.
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2014Testing consumption optimality using aggregate data.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Testing consumption optimality using aggregate data.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation In: Econometric Society 2004 Latin American Meetings.
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2000On the Nature of Income Inequality Across Nations In: Econometric Society World Congress 2000 Contributed Papers.
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2000On the nature of income inequality across nations.(2000) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2000Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 In: Journal of Development Economics.
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2014On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond In: Journal of Economic Dynamics and Control.
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2013On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Testing production functions used in empirical growth studies In: Economics Letters.
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2002Testing production functions used in empirical growth studies.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003Testing production functions used in empirical growth studies.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters.
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2005The welfare cost of macroeconomic uncertainty in the post-war period.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006The welfare cost of macroeconomic uncertainty in the post-war period.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period.(2006) In: IBMEC RJ Economics Discussion Papers.
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2002The importance of common cyclical features in VAR analysis: a Monte-Carlo study In: Journal of Econometrics.
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2001The importance of common cyclical features in VAR analysis: a Monte-Carlo study.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2006Common features In: Journal of Econometrics.
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2006The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity In: Journal of Econometrics.
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2001The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2009A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics.
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2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008A panel data approach to economic forecasting: the bias-corrected average forecast.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Annals issue on forecasting--Guest editors introduction In: Journal of Econometrics.
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2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting.
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2013Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2015Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons In: Journal of International Money and Finance.
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2013Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Estimating common sectoral cycles In: Journal of Monetary Economics.
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2001Common cycles and the importance of transitory shocks to macroeconomic aggregates In: Journal of Monetary Economics.
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1993Previsões de M1 com dados mensais In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1994Estimating sectoral cycles using cointegration and common features In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1993Estimating Sectoral Cycles Using Cointegration and Common Features.(1993) In: NBER Working Papers.
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1994Common cycles in macroeconomic aggregates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1994Testing the externalities hypothesis of endogenous growth using cointegration In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Common cycles in macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Growth, increasing returns, and public infrastructure : time series evidence In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Estimating the term structure of volatility and fixed income derivative pricing In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Educação e investimentos externos como determinantes do crescimento a longo prazo In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1997Desemprego regional no Brasil: uma abordagem empírica In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1996Desemprego regional no Brasil: Uma abordagem empírica..(1996) In: Textos para discussão.
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1997Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Time-series properties and empirical evidence of growth and infraestructure: revised version In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1999Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1999The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2000Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2000Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente.(2003) In: Revista Brasileira de Economia - RBE.
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2003On the welfare costs of business cycles in the 20th century In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais.(2004) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2005Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis.(2005) In: Revista Brasileira de Economia - RBE.
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2005Estimating the stochastic discount factor without a utility function In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2005Estimating the Stochastic Discount Factor without a Utility Function.(2005) In: Computing in Economics and Finance 2005.
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2005Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2006) In: IBMEC RJ Economics Discussion Papers.
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2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2006A stochastic discount factor approach to asset pricing using panel data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007The forward- and the equity-premium puzzles: two symptoms of the same illness? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Constructing coincident and leading indices of economic activity for the brazilian economy In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Constructing coincident and leading indices of economic activity for the brazilian economy.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012Constructing coincident and leading indices of economic activity for the Brazilian economy.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Constructing coincident and leading indices of economic activity for the Brazilian economy.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2009Um indicador coincidente e antecedente da atividade econômica brasileira In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011A stochastic discount factor approach to asset pricing using panel data asymptotics In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012A Common-feature approach for testing present-value restrictions with financial data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012Constructing common-factor portfolios In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Estimating Brazilian Monthly GDP: a State-Space Approach In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Estimating brazilian monthly GDP: a state-space approach.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2015Estimating Brazilian monthly GDP: a state-space approach.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016Estimating Brazilian Monthly GDP: a State-Space Approach.(2016) In: Revista Brasileira de Economia - RBE.
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2015Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries.(2016) In: Revista Brasileira de Economia - RBE.
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2017Using common features to investigate common growth cycles for BRICS Countries In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1991Inflation level and uncertainty: evidence using Brazilian data In: Revista Brasileira de Economia - RBE.
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1993Common trends and common cycles in Latin America In: Revista Brasileira de Economia - RBE.
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2005An investigation of cross-country incme differences In: Revista de Analisis Economico – Economic Analysis Review.
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2015Investigating the Causes of the Recent Brazilian Trade Surpluses In: Discussion Papers.
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2006Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial In: Discussion Papers.
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2006Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias In: Discussion Papers.
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2006Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias In: Discussion Papers.
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2006Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias In: Discussion Papers.
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2015Evaluating the effectiveness of Common-Factor Portfolios In: MPRA Paper.
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2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper.
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1992Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports In: Brazilian Review of Econometrics.
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1996Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas In: Brazilian Review of Econometrics.
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1998Time-Series Properties and Empirical Evidence of Growth and Infrastructure In: Brazilian Review of Econometrics.
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1999Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models In: Brazilian Review of Econometrics.
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2000Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function In: Brazilian Review of Econometrics.
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