Emerson Fernandes Marçal : Citation Profile


Are you Emerson Fernandes Marçal?

Fundação Getúlio Vargas (FGV)

3

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

18

Articles

39

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 1
   Journals where Emerson Fernandes Marçal has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (6.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma289
   Updated: 2024-04-18    RAS profile: 2023-08-06    
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Relations with other researchers


Works with:

Mendonça, Diogo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Emerson Fernandes Marçal.

Is cited by:

Bhanumurthy, N R (2)

Raza, Syed (2)

Valls Pereira, Pedro (2)

Ahmad, Wasim (2)

Salisu, Afees (1)

Awartani, Basel (1)

Ahmad, Wasim (1)

Maghyereh, Aktham (1)

Besarria, Cássio (1)

Kumar, Dilip (1)

Hotta, Luiz (1)

Cites to:

Johansen, Soren (35)

Hendry, David (33)

Pesaran, Mohammad (26)

Engle, Robert (25)

Smith, Ronald (15)

Castle, Jennifer (14)

Rossi, Barbara (14)

Rahbek, Anders (12)

Reinhart, Carmen (11)

Taylor, Robert (10)

Cavaliere, Giuseppe (10)

Main data


Where Emerson Fernandes Marçal has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE5
Economia2
Brazilian Review of Finance2
Applied Economics2

Working Papers Series with more than one paper published# docs
Textos para discusso / FGV EESP - Escola de Economia de So Paulo, Fundao Getulio Vargas (Brazil)23
Discussion Papers / Instituto de Pesquisa Econmica Aplicada - IPEA4
MPRA Paper / University Library of Munich, Germany3

Recent works citing Emerson Fernandes Marçal (2024 and 2023)


YearTitle of citing document
2023The effects of a shock to critical minerals prices on the world oil price and inflation. (2023). Galkin, Phillip ; Considine, Jennifer ; Aldayel, Abdullah ; Hatipoglu, Emre. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004322.

Full description at Econpapers || Download paper

2023Economic growth and deviations from the equilibrium exchange rate. (2023). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:764-786.

Full description at Econpapers || Download paper

Works by Emerson Fernandes Marçal:


YearTitleTypeCited
2009Saldos Comerciais e Taxa de Câmbio Real: Uma Nova Análise do Caso Brasileiro In: Economia.
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2005SALDOS COMERCIAIS E TAXA DE CÂMBIO REAL: UMA NOVA ANÁLISE DO CASO BRASILEIRO.(2005) In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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2006Há Realmente uma Tendência a Deterioração dos Termos de Troca? Uma Análise dos Dados Brasileiros In: Economia.
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2006UM ESTUDO DOS EFEITOS DE ALTERAÇÕES DO PREÇO DA NAFTA NA FORMAÇÃO DE PREÇOS DA CADEIA PETROQUÍMICA In: Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting].
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2011RATIONAL VALUATIONFORMULA AND FIRST GENERATION MODELS IN FINANCIAL ECONOMICS: FIRM-LEVELBRAZILIAN MARKET EFFICIENCY EVIDENCES FROM DYNAMIC PANEL UNIT ROOT ANDCOINTEGRATION TESTS In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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2011TAXA DE CÂMBIO, RENTABILIDADE E QUANTUMEXPORTADO: EXISTE ALGUMA RELAÇÃO AFINAL? EVIDÊNCIAS PARA O BRASIL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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2010Taxa de câmbio, rentabilidade e quantum exportado: existe alguma relação afinal? Evidências para o Brasil.(2010) In: Textos para discussão.
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2014TRANSMISSÃODA VARIAÇÃO CAMBIAL PARA AS TAXAS DE INFLAÇÃO NO BRASIL: ESTIMAÇÃO DOPASS-THROUGH ATRAVÉS DE MODELOS DE VETORES AUTORREGRESSIVOS ESTRUTURAISCOM CORREÇÃO DE ERROS In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
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2013Transmissão da variação cambial para as taxas de inflação no Brasil: estimação do pass-through através de modelos de vetores autorregressivos estruturais com correção de erros.(2013) In: Textos para discussão.
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2014A ESTRUTURA A TERMO DA TAXA DE JUROS E AOFERTA DE TÍTULOS PÚBLICOS In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
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2016DOES MIXED FREQUENCY VECTOR ERROR CORRECTION MODEL ADD RELEVANT INFORMATION TO EXCHANGE MISALIGNMENT CALCULUS? EVIDENCE FOR UNITED STATES In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
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2015Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States.(2015) In: Textos para discussão.
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2012Present value model between prices and dividends with constant and time-varying expected returns: enterprise-level Brazilian stock market evidence from non-stationary panels In: Brazilian Business Review.
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2016Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case. In: Brazilian Review of Finance.
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2009Market Overreaction to Intangible Information In: Brazilian Review of Finance.
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2021Industrial Output Growth Forecast: A Machine Learning Approach Based on Cross-Validation In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2020Is fiscal policy effective in Brazil? An empirical analysis In: The Quarterly Review of Economics and Finance.
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2016Is fiscal policy effective in Brazil? An empirical analysis.(2016) In: Textos para discussão.
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2014Trade rules and exchange rate misalignments: in search for a WTO solution In: Brazilian Journal of Political Economy.
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2010“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change” In: Working Papers.
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2009Testing the hypothesis of contagion using multivariate volatility models In: Textos para discussão.
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2008Testing the Hypothesis of Contagion using Multivariate Volatility Models.(2008) In: MPRA Paper.
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2008Testing the Hypothesis of Contagion Using Multivariate Volatility Models.(2008) In: Brazilian Review of Econometrics.
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2009Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change In: Textos para discussão.
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2009Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change.(2009) In: MPRA Paper.
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2009Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals In: Textos para discussão.
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2011Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals.(2011) In: Applied Economics.
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2011Modelando a mudança estrutural do consumo e da renda agregados no Brasil: fatos estilizados a partir de um modelo de cointegração com parâmetros variando no tempo In: Textos para discussão.
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2012Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: evidência a partir de dados brasileiros In: Textos para discussão.
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2012Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: Evidência a partir de dados brasileiros.(2012) In: Revista Brasileira de Economia - RBE.
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2012Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break In: Textos para discussão.
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2013Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon In: Textos para discussão.
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2016Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon.(2016) In: Applied Economics.
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2013A estrutura a termo da taxa de juros brasileira e a oferta de títulos públicos In: Textos para discussão.
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2013Exchange rate misalignments, interdependence, crises, and currency wars: an empirical assessment In: Textos para discussão.
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2015Assessing interdependence among countries fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR In: Textos para discussão.
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2018Assessing interdependence among countries fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR.(2018) In: Revista Brasileira de Economia - RBE.
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2015Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates In: Textos para discussão.
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2016Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression In: Textos para discussão.
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2016A time series analysis of household income inequality in Brazil 1977-2013 In: Textos para discussão.
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2019A time series analysis of household income inequality in Brazil 1977 to 2013.(2019) In: Revista Brasileira de Economia - RBE.
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2017The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”? In: Textos para discussão.
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2017Descobrindo e avaliando modelos de predição para a inflação brasileira: uma análise a partir de uma gama ampla de indicadores In: Textos para discussão.
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2018Modeling how macroeconomic shocks a ect regional employment: analyzing the Brazilian formal labor market using the global VAR approach In: Textos para discussão.
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2019Cross-validation based forecasting method: a machine learning approach In: Textos para discussão.
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2019Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions In: Textos para discussão.
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2020Taxa de Desemprego no Brasil em quatro décadas: retropolação da PNAD contínua de 1976 a 2016 In: Textos para discussão.
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2003Paridade do Poder de Compra: Testando Dados Brasileiros In: Revista Brasileira de Economia - RBE.
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2014Desalinhamentos Cambiais, Interdependência, Crises, Guerras cambiais: Uma avaliação empírica In: Revista Brasileira de Economia - RBE.
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2022Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy In: Econometrics.
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2000Purchasing Parity Power: the empirical evidence for Brazil In: Insper Working Papers.
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2011Estimando o Desalinhamento Cambial Brasileiro a Partir de Modelos Multivariados com Cointegração In: Discussion Papers.
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2011Levado pelos Fundamentos? Estimando o Desalinhamento Cambial Norte-Americano a partir de Técnicas de Cointegração In: Discussion Papers.
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2012O Mistério da Taxa de Câmbio Real Chinesa: Algumas Razões Que Podem Explicar a Diversidade dos Resultados In: Discussion Papers.
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2013Estimando o Desalinhamento Cambial Brasileiro: Uma Análise de Robustez a Partir do Modelo Global com Mecanismo de Correção de Erros In: Discussion Papers.
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2008TESTANDO A HIPÓTESE DE CONTÁGIO A PARTIR DE MODELOS MULTIVARIADOS DE VOLATILIDADE. In: MPRA Paper.
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2023An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching In: Empirical Economics.
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