13
H index
19
i10 index
712
Citations
João Victor Issler : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 41 Articles 118 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1991 - 2024). 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 | 10 |
| Journal of Econometrics | 7 |
| Brazilian Review of Econometrics | 5 |
| Macroeconomic Dynamics | 3 |
| Journal of Monetary Economics | 2 |
| Economics Letters | 2 |
| Energy Economics | 2 |
| Journal of International Money and Finance | 2 |
Recent works citing João Victor Issler (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Examining Inflation Expectations within Asian Economies: Application of Wavelet Quantile Analysis towards Assessing Monetary Policy Credibility. (2024). Ul, Khaliq ; Ghouse, Ghulam. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:70-80. Full description at Econpapers || Download paper |
| 2024 | Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
| 2025 | Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers || Download paper |
| 2025 | Lumpy Forecasts. (2025). Turen, Javier ; Baley, Isaac. In: Working Papers. RePEc:bge:wpaper:1476. Full description at Econpapers || Download paper |
| 2024 | Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728. Full description at Econpapers || Download paper |
| 2024 | On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136. Full description at Econpapers || Download paper |
| 2024 | Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2024). Mignon, Valérie ; HACHE, Emmanuel ; Bucciarelli, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-3. Full description at Econpapers || Download paper |
| 2025 | Revisiting the welfare costs of consumption fluctuations and reduced growth: What matters most to consumers?. (2025). Barros, Fernando ; Couto, Gabriel T. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000690. Full description at Econpapers || Download paper |
| 2025 | Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x. Full description at Econpapers || Download paper |
| 2025 | Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341. Full description at Econpapers || Download paper |
| 2025 | Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12. Full description at Econpapers || Download paper |
| 2024 | The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x. 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 ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. 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). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper |
| 2024 | A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419. Full description at Econpapers || Download paper |
| 2024 | Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152. Full description at Econpapers || Download paper |
| 2025 | Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models. (2025). Cepni, Oguzhan ; Bakkar, Yassine ; ben Jabeur, Sami. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008211. Full description at Econpapers || Download paper |
| 2025 | Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper |
| 2024 | Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751. Full description at Econpapers || Download paper |
| 2024 | Energy Performance of Building Refurbishments: Predictive and Prescriptive AI-based Machine Learning Approaches. (2024). Nyawa, Serge ; Dey, Prasanta Kumar ; Tchuente, Dieudonne ; Gnekpe, Christian. In: Journal of Business Research. RePEc:eee:jbrese:v:183:y:2024:i:c:s0148296324003254. Full description at Econpapers || Download paper |
| 2024 | Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China. (2024). Tunc, Ahmet. In: Politická ekonomie. RePEc:prg:jnlpol:v:2024:y:2024:i:6:id:1443:p:958-984. Full description at Econpapers || Download paper |
| 2025 | VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611. Full description at Econpapers || Download paper |
| 2024 | The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1. Full description at Econpapers || Download paper |
| 2024 | A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns. (2024). Ülkü, Numan ; Kizlerli, Deniz ; Erolu, Burak Alparslan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02541-4. Full description at Econpapers || Download paper |
| 2024 | Commodity markets and the global macroeconomy: evidence from machine learning and GVAR. (2024). Junttila, Juha ; Boakye, Ernest Owusu ; Heimonen, Kari. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02612-0. Full description at Econpapers || Download paper |
| 2024 | Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w. Full description at Econpapers || Download paper |
| 2025 | Is Public Debt Sustainable in Indian States? An Empirical Insight. (2025). Bal, Debi Prasad ; Sucharita, Sanhita ; Mohanty, Seba ; Sethi, Narayan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02221-3. Full description at Econpapers || Download paper |
| 2024 | A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2024). Robinson, Zurika. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00386-y. Full description at Econpapers || Download paper |
| 2024 | Lumpy forecasts. (2024). Turen, Javier ; Baley, Isaac. In: Economics Working Papers. RePEc:upf:upfgen:1898. 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 | 1 |
| 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: 1 | 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: 1 | 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 | 13 |
| 2019 | Incentive-driven Inattention.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2022 | Incentive-driven inattention.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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: 13 | paper | |
| 2020 | Commodity Prices and Global Economic Activity: a derived-demand approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | article | |
| 2021 | Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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 | |
| 2023 | Central bank credibility and inflation expectations: a microfounded forecasting approach In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Central Bank credibility and inflation expectations: a microfounded forecasting approach.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 16 |
| 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 | 6 |
| 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: 6 | 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 | 14 |
| 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: 14 | 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: 14 | 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: 14 | 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 | 24 |
| 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: 24 | 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: 24 | 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: 24 | 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: 24 | 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: 24 | paper | |
| 2009 | A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
| 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: 28 | 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: 28 | 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: 28 | 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 | |
| 2024 | A short term credibility index for central banks under inflation targeting: An application to Brazil In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 | 46 |
| 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: 46 | 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: 46 | paper | |
| 1995 | Estimating common sectoral cycles In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 63 |
| 2001 | Common cycles and the importance of transitory shocks to macroeconomic aggregates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 68 |
| 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 | 4 |
| 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 | 4 |
| 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 | 14 |
| 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: 14 | 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 | 4 |
| 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 | 9 |
| 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: 9 | 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: 9 | 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: 9 | 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 | 7 |
| 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 | 13 |
| 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: 13 | article | |
| 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 | 100 |
| 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 |
| 2023 | An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 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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