12
H index
16
i10 index
669
Citations
João Victor Issler : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 38 Articles 118 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1991 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with João Victor Issler. | Is cited by:
| Cites to:
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Main data
Where João Victor Issler has published?
| Journals with more than one article published | # docs |
|---|---|
| Revista Brasileira de Economia - RBE | 9 |
| Journal of Econometrics | 7 |
| Brazilian Review of Econometrics | 5 |
| Energy Economics | 2 |
| Economics Letters | 2 |
| Macroeconomic Dynamics | 2 |
| Journal of Monetary Economics | 2 |
Recent works citing João Victor Issler (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
| 2023 | Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574. Full description at Econpapers || Download paper |
| 2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper |
| 2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper |
| 2023 | Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper |
| 2023 | Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196. Full description at Econpapers || Download paper |
| 2024 | Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399. Full description at Econpapers || Download paper |
| 2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper |
| 2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2023 | Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Gözgör, Giray ; Yarovaya, Larisa ; Khalfaoui, Rabeh ; Gozgor, Giray. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642. Full description at Econpapers || Download paper |
| 2023 | Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619. Full description at Econpapers || Download paper |
| 2024 | A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Hecq, Alain ; Voisin, Elisa ; Issler, Joo Victor. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445. Full description at Econpapers || Download paper |
| 2023 | On the welfare costs of business cycles: Beyond nondurable goods. (2023). , Fabio ; Couto, Gabriel T ; Barros, Fernando. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000605. Full description at Econpapers || Download paper |
| 2023 | Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042. Full description at Econpapers || Download paper |
| 2023 | Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461. Full description at Econpapers || Download paper |
| 2023 | Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261. Full description at Econpapers || Download paper |
| 2023 | Rational Inattention: A Review. (2022). Wiederholt, Mirko ; Matjka, Filip ; Makowiak, Bartosz. In: Post-Print. RePEc:hal:journl:hal-03878692. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Uncertainty and the effectiveness of fiscal policy in the United States and Brasil: SVAR Approach. (2023). de Sa, Eduardo. In: Working Papers. RePEc:inf:wpaper:2023.03. Full description at Econpapers || Download paper |
| 2023 | Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555. Full description at Econpapers || Download paper |
| 2023 | The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556. Full description at Econpapers || Download paper |
| 2023 | A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2023). Zurika, Robinson. In: Working Papers. RePEc:uza:wpaper:30192. Full description at Econpapers || Download paper |
| 2023 | Inattention and the impact of monetary policy. (2023). Sheng, Xuguang Simon ; Abozaid, Salem ; An, Zidong. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:623-643. Full description at Econpapers || Download paper |
| 2023 | Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and nonâ€energy sectors. (2018). Han, Liyan ; Liu, Yang ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261. Full description at Econpapers || Download paper |
| 2023 | Monetary Policy, Neutrality, and the Environment. (2023). McAdam, Peter ; Faria, Joao R ; Viscolani, Bruno. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:7:p:1889-1906. Full description at Econpapers || Download paper |
Works by João Victor Issler:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Inattention in individual expectations In: Economia. [Full Text][Citation analysis] | article | 3 |
| 2015 | Inattention in Individual Expectations.(2015) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Inattention in individual expectations.(2016) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 1 |
| 2011 | A COMMON-FEATURE MODEL FOR COINCIDENTINDEX OF BRAZILIAN ECONOMIC ACTIVITY In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An Econometric Contribution to the Intertemporal Approach of the Current Account. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series. [Full Text][Citation analysis] | paper | 26 |
| 2011 | Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2009 | Model 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2010 | Model 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2010 | Model 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2011 | Model 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2009 | Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2012 | On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | On 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | On 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Microfounded Forecasting In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Microfounded forecasting.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Microfounded forecasting.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Applying a microfounded-forecasting approach to predict Brazilian inflation.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Incentive-driven Inattention In: Working Papers Series. [Full Text][Citation analysis] | paper | 11 |
| 2019 | Incentive-driven Inattention.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2022 | Incentive-driven inattention.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2019 | Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Commodity Prices and Global Economic Activity: a derived-demand approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Commodity prices and global economic activity: A derived-demand approach.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2021 | Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Machine learning and oil price point and density forecasting.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2023 | Predicting Recessions in (almost) Real Time in a Big-data Setting In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2015 | A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2013 | A 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Testing consumption optimality using aggregate data.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Testing consumption optimality using aggregate data.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation In: Econometric Society 2004 Latin American Meetings. [Citation analysis] | paper | 0 |
| 2000 | On the Nature of Income Inequality Across Nations In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 10 |
| 2000 | On the nature of income inequality across nations.(2000) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2000 | Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 In: Journal of Development Economics. [Full Text][Citation analysis] | article | 15 |
| 2014 | On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2013 | On 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Testing production functions used in empirical growth studies In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2002 | Testing production functions used in empirical growth studies.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2003 | Testing production functions used in empirical growth studies.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2008 | The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2005 | The welfare cost of macroeconomic uncertainty in the post-war period.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | The welfare cost of macroeconomic uncertainty in the post-war period.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period.(2006) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2002 | The importance of common cyclical features in VAR analysis: a Monte-Carlo study In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
| 2001 | The importance of common cyclical features in VAR analysis: a Monte-Carlo study.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2001 | The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2006 | Common features In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2006 | The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2001 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2002 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2002 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2003 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2001 | The 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2009 | A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2007 | A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2007 | A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2008 | A panel data approach to economic forecasting: the bias-corrected average forecast.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2011 | Annals issue on forecasting--Guest editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2013 | Forecasting 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Forecasting 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Forecasting 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 39 |
| 2013 | Using 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2013 | Using 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 1995 | Estimating common sectoral cycles In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 64 |
| 2001 | Common cycles and the importance of transitory shocks to macroeconomic aggregates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 69 |
| 1993 | Previsões de M1 com dados mensais In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1994 | Estimating sectoral cycles using cointegration and common features In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 7 |
| 1993 | Estimating Sectoral Cycles Using Cointegration and Common Features.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1994 | Common cycles in macroeconomic aggregates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 4 |
| 1994 | Testing the externalities hypothesis of endogenous growth using cointegration In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1995 | Common cycles in macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1995 | Growth, increasing returns, and public infrastructure : time series evidence In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 1995 | Estimating the term structure of volatility and fixed income derivative pricing In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1995 | Educação e investimentos externos como determinantes do crescimento a longo prazo In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1997 | Desemprego regional no Brasil: uma abordagem empírica In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 9 |
| 1996 | Desemprego regional no Brasil: Uma abordagem empírica..(1996) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1997 | Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 1998 | Como 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). [Full Text][Citation analysis] | paper | 0 |
| 1998 | Public 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). [Full Text][Citation analysis] | paper | 0 |
| 1998 | Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1998 | Time-series properties and empirical evidence of growth and infraestructure: revised version In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 1998 | Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 1999 | Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 7 |
| 1999 | The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2000 | Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2000 | Estimando 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). [Full Text][Citation analysis] | paper | 1 |
| 2001 | Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2001 | Estimando 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). [Full Text][Citation analysis] | paper | 0 |
| 2002 | Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2003 | A 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). [Full Text][Citation analysis] | paper | 9 |
| 2003 | A 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2003 | On the welfare costs of business cycles in the 20th century In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2003 | Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 4 |
| 2004 | Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais.(2004) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 4 |
| 2004 | Principais 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). [Full Text][Citation analysis] | paper | 7 |
| 2005 | Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis.(2005) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2005 | Estimating the stochastic discount factor without a utility function In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 6 |
| 2005 | Estimating the Stochastic Discount Factor without a Utility Function.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2005 | Forecasting 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). [Full Text][Citation analysis] | paper | 10 |
| 2006 | Forecasting 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2005 | Forecasting 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2006 | A stochastic discount factor approach to asset pricing using panel data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 2006 | Impacto 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). [Full Text][Citation analysis] | paper | 0 |
| 2007 | The forward- and the equity-premium puzzles: two symptoms of the same illness? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2009 | The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2009 | Constructing coincident and leading indices of economic activity for the brazilian economy In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 5 |
| 2011 | Constructing coincident and leading indices of economic activity for the brazilian economy.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Constructing coincident and leading indices of economic activity for the Brazilian economy.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Constructing coincident and leading indices of economic activity for the Brazilian economy.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2009 | Um indicador coincidente e antecedente da atividade econômica brasileira In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2011 | A stochastic discount factor approach to asset pricing using panel data asymptotics In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Common-feature approach for testing present-value restrictions with financial data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 6 |
| 2012 | Constructing common-factor portfolios In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2013 | The 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). [Full Text][Citation analysis] | paper | 0 |
| 2013 | Non-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). [Full Text][Citation analysis] | paper | 0 |
| 2019 | Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level.(2019) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Estimating Brazilian Monthly GDP: a State-Space Approach In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2014 | Estimating brazilian monthly GDP: a state-space approach.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Estimating Brazilian monthly GDP: a state-space approach.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Estimating Brazilian Monthly GDP: a State-Space Approach.(2016) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2015 | Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 2016 | Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries.(2016) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Using common features to investigate common growth cycles for BRICS Countries In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2019 | Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 12 |
| 2020 | Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2019 | Central Bank credibility and inflation expectations: a microfounded forecasting approach In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1991 | Inflation level and uncertainty: evidence using Brazilian data In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 1 |
| 1993 | Common trends and common cycles in Latin America In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 98 |
| 2013 | Constructing coincident indices of economic activity for the Latin American economy In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 2 |
| 2019 | Uma medida de PIB Mensal para o Brasil usando o Term Spread In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2005 | An investigation of cross-country incme differences In: Revista de Analisis Economico – Economic Analysis Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Investigating the Causes of the Recent Brazilian Trade Surpluses In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Evaluating the effectiveness of Common-Factor Portfolios In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1992 | Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1996 | Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1998 | Time-Series Properties and Empirical Evidence of Growth and Infrastructure In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2000 | Estimating 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. [Full Text][Citation analysis] | article | 34 |
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