João Victor Issler : Citation Profile

Are you João Victor Issler?

Fundação Getúlio Vargas (FGV)

11

H index

16

i10 index

652

Citations

RESEARCH PRODUCTION:

37

Articles

117

Papers

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 21
   Journals where João Victor Issler has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 65 (9.07 %)

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   Permalink: http://citec.repec.org/pis7
   Updated: 2023-11-04    RAS profile: 2022-10-20    
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Relations with other researchers

Works with:

Gaglianone, Wagner (8)

Giacomini, Raffaella (3)

Skreta, Vasiliki (3)

Telg, Sean (2)

Hecq, Alain (2)

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

Is cited by:

Hecq, Alain (54)

Cubadda, Gianluca (33)

Carrasco Gutierrez, Carlos (21)

Guillén, Osmani (20)

Gomes, Fábio (19)

Narayan, Paresh (17)

GUPTA, RANGAN (12)

Méon, Pierre-Guillaume (12)

Balcilar, Mehmet (11)

Cysne, Rubens (11)

Nason, James (11)

Cites to:

Engle, Robert (108)

Vahid, Farshid (89)

Campbell, John (85)

Hansen, Lars (56)

Mankiw, N. Gregory (51)

Watson, Mark (45)

Johansen, Soren (43)

Plosser, Charles (36)

King, Robert (33)

Hecq, Alain (31)

Phillips, Peter (31)

Main data

Where João Victor Issler has published?

Journals with more than one article published# docs
Revista Brasileira de Economia - RBE9
Journal of Econometrics6
Brazilian Review of Econometrics5
Journal of Monetary Economics2
Energy Economics2
Macroeconomic Dynamics2
Economics Letters2

Working Papers Series with more than one paper published# docs
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)85
Working Papers Series / Central Bank of Brazil, Research Department11
Discussion Papers / Instituto de Pesquisa Econômica Aplicada - IPEA5
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics4
MPRA Paper / University Library of Munich, Germany2
IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro2

Recent works citing João Victor Issler (2023 and 2022)

YearTitle of citing document
2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2022Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022Evaluation 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.

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2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

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2022Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2022Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830.

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2023Anchoring 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.

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2022Do 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.

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2023Noncausal 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.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2022Point 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.

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2023Can 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.

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2022Global 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.

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2022Breaks, 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.

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2022Interval 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.

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2023Using 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.

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2022The 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.

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2023Global 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.

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2022What 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.

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2022Fiscal 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.

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2023Sustainable 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.

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2022Fuel 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.

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2022Power 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.

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2022Causal 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.

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2023Detecting 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.

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2022.

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2023Rational Inattention: A Review. (2022). Wiederholt, Mirko ; Matjka, Filip ; Makowiak, Bartosz. In: Post-Print. RePEc:hal:journl:hal-03878692.

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2023.

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2023Uncertainty 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.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc.

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2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2022Can 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.

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2022Time 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.

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2023A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2023). Zurika, Robinson. In: Working Papers. RePEc:uza:wpaper:30192.

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2023Inattention 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.

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2022Relative Risk Aversion: A Meta-Analysis. (2022). Irsova, Zuzana ; Havranek, Tomas ; Elminejad, Ali. In: EconStor Preprints. RePEc:zbw:esprep:260586.

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Works by João Victor Issler:

YearTitleTypeCited
2017Inattention in individual expectations In: Economia.
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2015Inattention in Individual Expectations.(2015) In: Working Papers Series.
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2016Inattention in individual expectations.(2016) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2005ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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2011A COMMON-FEATURE MODEL FOR COINCIDENTINDEX OF BRAZILIAN ECONOMIC ACTIVITY In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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2008An Econometric Contribution to the Intertemporal Approach of the Current Account. In: Working Papers Series.
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2010Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series.
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2012On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century In: Working Papers Series.
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2012On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series.
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2014Microfounded Forecasting In: Working Papers Series.
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2015Microfounded forecasting.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2019Microfounded forecasting.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation In: Working Papers Series.
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2017Applying a microfounded-forecasting approach to predict Brazilian inflation.(2017) In: Empirical Economics.
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2018Incentive-driven Inattention In: Working Papers Series.
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2019Incentive-driven Inattention.(2019) In: CEPR Discussion Papers.
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2019Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2020Commodity Prices and Global Economic Activity: a derived-demand approach In: Working Papers Series.
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2021Commodity prices and global economic activity: A derived-demand approach.(2021) In: Energy Economics.
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2021Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series.
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2021Machine learning and oil price point and density forecasting.(2021) In: Energy Economics.
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2004Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo In: Working Papers Series.
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2015A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? In: Macroeconomic Dynamics.
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2013A note on the forward and the equity-premium puzzles: two symptoms of the same illness?.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2017TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA In: Macroeconomic Dynamics.
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2014Testing consumption optimality using aggregate data.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Testing consumption optimality using aggregate data.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation In: Econometric Society 2004 Latin American Meetings.
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2000On the Nature of Income Inequality Across Nations In: Econometric Society World Congress 2000 Contributed Papers.
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2000On the nature of income inequality across nations.(2000) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2000Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 In: Journal of Development Economics.
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2014On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2013On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Testing production functions used in empirical growth studies In: Economics Letters.
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2002Testing production functions used in empirical growth studies.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003Testing production functions used in empirical growth studies.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters.
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2005The welfare cost of macroeconomic uncertainty in the post-war period.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006The welfare cost of macroeconomic uncertainty in the post-war period.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period.(2006) In: IBMEC RJ Economics Discussion Papers.
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2002The importance of common cyclical features in VAR analysis: a Monte-Carlo study In: Journal of Econometrics.
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2001The importance of common cyclical features in VAR analysis: a Monte-Carlo study.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2006Common features In: Journal of Econometrics.
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2006The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2001The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2009A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics.
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2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008A panel data approach to economic forecasting: the bias-corrected average forecast.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Annals issue on forecasting--Guest editors introduction In: Journal of Econometrics.
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2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting.
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2013Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2015Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article36
2013Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Estimating common sectoral cycles In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article64
2001Common cycles and the importance of transitory shocks to macroeconomic aggregates In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article69
1993Previsões de M1 com dados mensais In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1994Estimating sectoral cycles using cointegration and common features In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1993Estimating Sectoral Cycles Using Cointegration and Common Features.(1993) In: NBER Working Papers.
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1994Common cycles in macroeconomic aggregates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper4
1994Testing the externalities hypothesis of endogenous growth using cointegration In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper0
1995Common cycles in macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper0
1995Growth, increasing returns, and public infrastructure : time series evidence In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Estimating the term structure of volatility and fixed income derivative pricing In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1995Educação e investimentos externos como determinantes do crescimento a longo prazo In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1997Desemprego regional no Brasil: uma abordagem empírica In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1996Desemprego regional no Brasil: Uma abordagem empírica..(1996) In: Textos para discussão.
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1997Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Time-series properties and empirical evidence of growth and infraestructure: revised version In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1998Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1999Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1999The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2000Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2000Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente.(2003) In: Revista Brasileira de Economia - RBE.
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2003On the welfare costs of business cycles in the 20th century In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais.(2004) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2005Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis.(2005) In: Revista Brasileira de Economia - RBE.
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2005Estimating the stochastic discount factor without a utility function In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2005Estimating the Stochastic Discount Factor without a Utility Function.(2005) In: Computing in Economics and Finance 2005.
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2005Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2006) In: IBMEC RJ Economics Discussion Papers.
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2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2006A stochastic discount factor approach to asset pricing using panel data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007The forward- and the equity-premium puzzles: two symptoms of the same illness? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Constructing coincident and leading indices of economic activity for the brazilian economy In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Constructing coincident and leading indices of economic activity for the brazilian economy.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012Constructing coincident and leading indices of economic activity for the Brazilian economy.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Constructing coincident and leading indices of economic activity for the Brazilian economy.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2009Um indicador coincidente e antecedente da atividade econômica brasileira In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011A stochastic discount factor approach to asset pricing using panel data asymptotics In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012A Common-feature approach for testing present-value restrictions with financial data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012Constructing common-factor portfolios In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2019Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level.(2019) In: Revista Brasileira de Economia - RBE.
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2013Estimating Brazilian Monthly GDP: a State-Space Approach In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2014Estimating brazilian monthly GDP: a state-space approach.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2015Estimating Brazilian monthly GDP: a state-space approach.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016Estimating Brazilian Monthly GDP: a State-Space Approach.(2016) In: Revista Brasileira de Economia - RBE.
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2015Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries.(2016) In: Revista Brasileira de Economia - RBE.
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2017Using common features to investigate common growth cycles for BRICS Countries In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2019Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2020Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics.
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2019Central Bank credibility and inflation expectations: a microfounded forecasting approach In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1991Inflation level and uncertainty: evidence using Brazilian data In: Revista Brasileira de Economia - RBE.
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1993Common trends and common cycles in Latin America In: Revista Brasileira de Economia - RBE.
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2013Constructing coincident indices of economic activity for the Latin American economy In: Revista Brasileira de Economia - RBE.
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2019Uma medida de PIB Mensal para o Brasil usando o Term Spread In: Revista Brasileira de Economia - RBE.
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2005An investigation of cross-country incme differences In: Revista de Analisis Economico – Economic Analysis Review.
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2015Investigating the Causes of the Recent Brazilian Trade Surpluses In: Discussion Papers.
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2006Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial In: Discussion Papers.
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2006Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias In: Discussion Papers.
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2006Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias In: Discussion Papers.
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2006Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias In: Discussion Papers.
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2015Evaluating the effectiveness of Common-Factor Portfolios In: MPRA Paper.
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2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper.
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1992Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports In: Brazilian Review of Econometrics.
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1996Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas In: Brazilian Review of Econometrics.
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1998Time-Series Properties and Empirical Evidence of Growth and Infrastructure In: Brazilian Review of Econometrics.
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1999Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models In: Brazilian Review of Econometrics.
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2000Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function In: Brazilian Review of Econometrics.
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