Access Statistics for João Victor Issler

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMMON-FEATURE MODEL FOR COINCIDENTINDEX OF BRAZILIAN ECONOMIC ACTIVITY 0 0 0 11 0 1 4 49
A Common-feature approach for testing present-value restrictions with financial data 0 0 0 53 0 3 10 132
A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente 0 0 1 44 0 4 12 260
A note on the forward and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 39 1 3 9 86
A panel data approach to economic forecasting: the bias-corrected average forecast 0 1 2 135 0 3 9 199
A panel data approach to economic forecasting: the bias-corrected average forecast 0 0 0 167 0 2 5 395
A panel data approach to economic forecasting: the bias-corrected average forecast 0 0 0 142 0 3 5 256
A stochastic discount factor approach to asset pricing using panel data 0 0 0 185 0 2 11 542
A stochastic discount factor approach to asset pricing using panel data asymptotics 1 1 5 117 3 7 18 243
ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? 0 0 0 92 3 4 9 281
An Econometric Cntribution to the Intertemporal Approach of the Current Account 0 0 0 82 0 1 4 170
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 1 32 1 4 14 70
Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation 0 0 0 0 0 0 1 1,918
Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais 0 0 0 42 0 3 4 376
Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais 0 0 0 20 0 1 1 371
Central Bank credibility and inflation expectations: a microfounded forecasting approach 1 4 26 52 2 9 47 49
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 70 0 1 7 163
Common cycles in macroeconomic aggregates 0 0 0 0 0 1 5 254
Common cycles in macroeconomic aggregates (revised version) 0 0 0 1 0 1 2 94
Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? 0 0 1 11 0 1 3 206
Constructing coincident and leading indices of economic activity for the Brazilian economy 0 0 0 42 1 4 7 111
Constructing coincident and leading indices of economic activity for the brazilian economy 0 0 0 21 0 0 4 74
Constructing coincident and leading indices of economic activity for the brazilian economy 0 0 0 74 1 1 3 193
Constructing common-factor portfolios 0 0 0 36 0 1 6 103
Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias 0 0 0 25 0 2 4 99
Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias 0 0 0 25 0 1 2 119
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries 0 0 2 19 1 2 6 64
Desemprego regional no Brasil: Uma abordagem empírica 0 0 0 25 1 2 8 309
Desemprego regional no Brasil: uma abordagem empírica 0 0 0 7 0 2 3 194
Educação e investimentos externos como determinantes do crescimento a longo prazo 0 0 1 6 0 1 4 153
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) 0 0 0 248 0 1 12 608
Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade 0 0 2 20 0 3 8 301
Estimating Brazilian Monthly GDP: a State-Space Approach 0 0 0 44 0 1 4 123
Estimating Brazilian monthly GDP: a state-space approach 0 0 2 29 2 6 16 53
Estimating Sectoral Cycles Using Cointegration and Common Features 0 0 0 156 1 2 9 496
Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) 0 0 0 159 1 3 3 380
Estimating brazilian monthly GDP: a state-space approach 0 0 0 57 1 1 1 39
Estimating sectoral cycles using cointegration and common features 0 0 0 1 1 3 7 152
Estimating the Stochastic Discount Factor without a Utility Function 0 4 10 141 3 13 63 719
Estimating the stochastic discount factor without a utility function 0 1 3 293 1 6 21 741
Estimating the term structure of volatility and fixed income derivative pricing 0 0 0 7 0 3 6 206
Evaluating the effectiveness of Common-Factor Portfolios 0 0 0 14 1 6 14 66
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 223 1 4 6 667
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 1 2 6 744
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 1 3 44 2 9 22 128
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 0 92 0 3 4 427
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 23 0 2 8 54
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 2 64 1 1 8 117
Growth, increasing returns, and public infrastructure: time series evidence 0 0 0 8 0 2 5 152
Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo 0 0 1 19 0 3 5 107
Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável 0 0 0 34 1 3 7 227
Inattention in Individual Expectations 0 1 1 12 0 4 10 51
Inattention in individual expectations 0 0 0 4 1 1 2 36
Incentive-driven Inattention 0 3 9 25 1 7 22 23
Incentive-driven Inattention 0 0 1 8 2 4 19 42
Incentive-driven Inattention 0 0 0 14 1 5 9 16
Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias 0 0 0 29 0 3 4 133
Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil 0 0 1 73 0 3 13 401
Investigating the Causes of the Recent Brazilian Trade Surpluses 0 0 1 15 1 5 9 34
Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros 0 0 0 19 0 2 3 170
Microfounded Forecasting 0 0 2 57 0 2 18 106
Microfounded forecasting 0 0 5 12 1 4 22 23
Microfounded forecasting 0 0 2 14 1 3 16 45
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 3 194 1 4 18 124
Mixed causal-noncausal autoregressions with exogenous regressors 0 2 14 37 2 5 30 37
Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 0 1 1 32 0 3 9 203
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 66 1 4 6 307
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 186 0 3 11 493
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 3 114 1 8 15 314
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 58 0 1 3 123
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 3 82 0 6 16 227
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 3 57 0 5 14 119
Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial 0 0 0 35 0 3 8 145
Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level 0 0 0 49 1 3 9 135
On the Nature of Income Inequality Across Nations 0 0 0 143 0 3 4 744
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 2 52 0 2 9 121
On the nature of income inequality across nations 0 0 1 48 0 1 4 291
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 1 3 359
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 46 1 2 6 90
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 0 0 3 12 27
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 13 1 2 7 54
Previsões de M1 com dados mensais 0 0 0 2 0 4 5 131
Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis 0 0 0 41 0 1 9 469
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version 1 1 2 95 2 4 9 220
Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 0 0 2 16 1 3 9 206
Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente 0 0 1 57 1 2 8 208
Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada 0 0 0 2 0 2 9 259
Testing consumption optimality using aggregate data 0 0 0 16 0 1 5 52
Testing consumption optimality using aggregate data 0 0 0 20 1 1 5 50
Testing production functions used in empirical growth studies 0 0 0 168 0 0 3 472
Testing production functions used in empirical growth studies 0 0 0 55 0 2 3 238
Testing the externalities hypothesis of endogenous growth using cointegration 0 0 1 1 0 4 15 97
Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? 0 0 1 84 0 3 6 228
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 181 2 4 8 755
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 2 4 10 964
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 0 6 509
The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness 0 0 0 6 0 0 2 27
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 41 0 0 5 147
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 10 0 2 7 46
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 14 0 0 3 65
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 35 0 0 3 99
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 0 26 0 3 9 110
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 3 86 0 4 16 360
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 25 0 2 10 247
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 0 2 4 727
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 37 0 1 7 244
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 0 1 3 295
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 15 1 1 6 138
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 21 0 2 9 222
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 36 0 1 4 93
Time-series properties and empirical evidence of growth and infraestructure: revised version 0 0 0 3 0 2 4 117
Um indicador coincidente e antecedente da atividade econômica brasileira 0 0 0 44 0 0 8 416
Using common features to investigate common growth cycles for BRICS Countries 0 0 2 19 3 3 9 30
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 1 2 103 0 4 13 95
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 30 1 2 5 99
Total Working Papers 3 26 129 6,787 61 314 1,030 27,468


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente 0 0 0 0 0 3 11 32
A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? 0 0 0 7 0 2 5 35
A panel data approach to economic forecasting: The bias-corrected average forecast 0 2 8 220 1 9 35 642
An investigation of cross-country incme differences 0 0 0 71 2 2 3 261
Annals issue on forecasting--Guest editors' introduction 0 0 0 21 2 3 4 72
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 1 5 0 4 23 58
Common cycles and the importance of transitory shocks to macroeconomic aggregates 1 1 7 186 1 2 17 416
Common features 0 0 0 64 1 2 4 153
Common trends and common cycles in Latin America 0 0 0 8 0 0 5 38
Constructing coincident and leading indices of economic activity for the Brazilian economy 0 0 3 28 0 5 16 104
Constructing coincident indices of economic activity for the Latin American economy 0 0 0 1 0 2 3 22
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries 0 0 0 2 0 1 1 29
Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas 0 0 1 1 0 1 6 11
Estimating Brazilian Monthly GDP: a State-Space Approach 0 0 0 6 1 5 11 39
Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function 0 1 5 8 1 3 12 31
Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models 0 0 0 1 0 1 3 10
Estimating common sectoral cycles 1 1 3 144 1 3 8 332
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 1 12 0 3 7 47
Inattention in individual expectations 0 0 1 4 2 3 15 43
Inflation level and uncertainty: evidence using Brazilian data 0 0 3 5 0 1 4 35
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 3 3 1 1 12 12
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 9 200 0 6 19 577
Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level 1 1 3 3 1 2 7 8
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 4 61 0 1 13 124
Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis 0 0 0 1 0 1 5 26
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 1 2 6 125 1 3 11 308
TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA 0 0 0 7 0 1 3 40
Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports 1 1 1 1 1 2 2 5
Testing production functions used in empirical growth studies 0 0 1 83 1 1 5 228
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 1 1 3 91 1 3 15 354
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 0 113 1 2 8 511
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 38 1 2 9 153
Time-Series Properties and Empirical Evidence of Growth and Infrastructure 0 0 0 0 0 1 2 13
Uma medida de PIB Mensal para o Brasil usando o Term Spread 0 0 0 0 0 1 16 23
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 1 5 83 1 5 18 226
Total Journal Articles 6 13 68 1,603 21 87 338 5,018


Statistics updated 2020-11-03