11
H index
16
i10 index
652
Citations
Fundação Getúlio Vargas (FGV) | 11 H index 16 i10 index 652 Citations RESEARCH PRODUCTION: 37 Articles 117 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Revista Brasileira de Economia - RBE | 9 |
Journal of Econometrics | 6 |
Brazilian Review of Econometrics | 5 |
Journal of Monetary Economics | 2 |
Energy Economics | 2 |
Macroeconomic Dynamics | 2 |
Economics Letters | 2 |
Year | Title of citing document |
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2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper |
2022 | Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888. Full description at Econpapers || Download paper |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper |
2022 | Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924. Full description at Econpapers || Download paper |
2022 | Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557. Full description at Econpapers || Download paper |
2022 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2022 | Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830. 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 |
2022 | Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382. 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 |
2022 | Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Li, Shaoting ; Wang, Xuerui. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519. 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 |
2022 | Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254. Full description at Econpapers || Download paper |
2022 | Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116. Full description at Econpapers || Download paper |
2022 | Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach. (2022). Wang, Ping ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s014098832200490x. 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 |
2022 | The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892. 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 |
2022 | What type of information calls the attention of forecasters? Evidence from survey data in an emerging market. (2022). de Azevedo, Mateus ; Vereda, Luciano ; de Mendona, Helder Ferreira. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001255. Full description at Econpapers || Download paper |
2022 | Fiscal opacity and reduction of income inequality through taxation: Effects on economic growth. (2022). de Mendonça, Helder ; Baca, Adriana Cabrera ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:69-82. 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 |
2022 | Fuel tax, cross subsidy and transport: Assessing the effects on income and consumption distribution in Brazil. (2022). Perobelli, Fernando Salgueiro ; Betarelli, Admir Antonio ; Proque, Andressa Lemes. In: Research in Transportation Economics. RePEc:eee:retrec:v:95:y:2022:i:c:s0739885922000270. Full description at Econpapers || Download paper |
2022 | Power of unit root tests against nonlinear and noncausal alternatives. (2022). Saidi, Sarra ; Nielsen, Heino Bohn ; Guay, Alain ; Bec, Frederique. In: THEMA Working Papers. RePEc:ema:worpap:2022-14. Full description at Econpapers || Download paper |
2022 | Causal Transmission in Reduced-Form Models. (2022). Nielsen, Bent ; Bazinas, Vassilios. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:14-:d:778807. 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 |
2022 | . 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 |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc. 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 |
2022 | Can news-based economic sentiment predict bubbles in precious metal markets?. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00341-w. Full description at Econpapers || Download paper |
2022 | Time and risk preferences among the European seniors, relationship and associated factors. (2022). Tavares, Aida Isabel. In: Journal of Business Economics. RePEc:spr:jbecon:v:92:y:2022:i:8:d:10.1007_s11573-022-01097-6. 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 |
2022 | Relative Risk Aversion: A Meta-Analysis. (2022). Irsova, Zuzana ; Havranek, Tomas ; Elminejad, Ali. In: EconStor Preprints. RePEc:zbw:esprep:260586. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 0 | paper | |
2016 | Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Applying a microfounded-forecasting approach to predict Brazilian inflation.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Incentive-driven Inattention In: Working Papers Series. [Full Text][Citation analysis] | paper | 10 |
2019 | Incentive-driven Inattention.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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 another version. Agregated cites: 4 | article | |
2021 | Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2021 | Machine learning and oil price point and density forecasting.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
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 another 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 another 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 another 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 another 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 | 13 |
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 | 3 |
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 another version. Agregated cites: 3 | 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 another 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 another 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 | 11 |
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 another version. Agregated cites: 11 | 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 another version. Agregated cites: 11 | 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 another version. Agregated cites: 11 | paper | |
2002 | The importance of common cyclical features in VAR analysis: a Monte-Carlo study In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
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 another version. Agregated cites: 51 | 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 another version. Agregated cites: 51 | 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 36 |
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 another version. Agregated cites: 36 | 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 another version. Agregated cites: 36 | 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 another 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 empÃrica In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 9 |
1996 | Desemprego regional no Brasil: Uma abordagem empÃrica..(1996) In: Textos para discussão. [Full Text][Citation analysis] This paper has another 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 empÃricas 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 cientÃfica 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 | 8 |
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 another version. Agregated cites: 8 | 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 another 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 caracterÃsticas 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 CaracterÃsticas 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 2 |
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 another version. Agregated cites: 2 | 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 | 11 |
2020 | Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 àPrevisão 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 EmpÃricas 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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