| Working Paper |
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Abstract Views |
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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 |
14 |
0 |
1 |
4 |
61 |
| A Common-feature approach for testing present-value restrictions with financial data |
0 |
0 |
0 |
53 |
0 |
5 |
15 |
157 |
| A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente |
0 |
0 |
1 |
47 |
0 |
4 |
11 |
285 |
| A note on the forward and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
40 |
0 |
5 |
29 |
132 |
| A panel data approach to economic forecasting: the bias-corrected average forecast |
0 |
0 |
2 |
169 |
0 |
1 |
16 |
418 |
| A panel data approach to economic forecasting: the bias-corrected average forecast |
0 |
0 |
0 |
135 |
0 |
2 |
15 |
226 |
| A panel data approach to economic forecasting: the bias-corrected average forecast |
0 |
0 |
1 |
144 |
1 |
4 |
26 |
290 |
| A short term credibility index for central banks under inflation targeting: an application to Brazil |
0 |
0 |
0 |
15 |
0 |
0 |
12 |
42 |
| A stochastic discount factor approach to asset pricing using panel data |
0 |
0 |
1 |
192 |
2 |
6 |
31 |
591 |
| A stochastic discount factor approach to asset pricing using panel data asymptotics |
0 |
2 |
2 |
132 |
0 |
6 |
28 |
322 |
| ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? |
0 |
0 |
0 |
93 |
0 |
0 |
18 |
307 |
| An Econometric Contribution to the Intertemporal Approach of the Current Account |
0 |
0 |
0 |
83 |
0 |
1 |
12 |
190 |
| Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation |
0 |
0 |
0 |
35 |
0 |
5 |
19 |
123 |
| Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
1,928 |
| Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais |
0 |
0 |
0 |
42 |
0 |
6 |
13 |
397 |
| Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais |
0 |
0 |
0 |
20 |
0 |
4 |
19 |
401 |
| Central Bank credibility and inflation expectations: a microfounded forecasting approach |
0 |
0 |
2 |
83 |
2 |
10 |
27 |
167 |
| Commodity Prices and Global Economic Activity: a derived-demand approach |
0 |
0 |
1 |
14 |
4 |
5 |
24 |
88 |
| Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) |
0 |
0 |
1 |
73 |
0 |
5 |
14 |
181 |
| Common cycles in macroeconomic aggregates |
0 |
0 |
1 |
1 |
0 |
0 |
9 |
270 |
| Common cycles in macroeconomic aggregates (revised version) |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
107 |
| Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? |
0 |
1 |
1 |
14 |
0 |
1 |
6 |
219 |
| Constructing coincident and leading indices of economic activity for the Brazilian economy |
0 |
0 |
1 |
44 |
3 |
8 |
18 |
142 |
| Constructing coincident and leading indices of economic activity for the brazilian economy |
0 |
0 |
1 |
76 |
0 |
4 |
8 |
209 |
| Constructing coincident and leading indices of economic activity for the brazilian economy |
0 |
0 |
0 |
21 |
1 |
2 |
11 |
90 |
| Constructing common-factor portfolios |
0 |
0 |
0 |
37 |
0 |
1 |
13 |
128 |
| Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias |
0 |
0 |
0 |
25 |
0 |
6 |
12 |
113 |
| Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias |
0 |
0 |
0 |
25 |
0 |
4 |
8 |
135 |
| Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
0 |
0 |
0 |
22 |
0 |
3 |
23 |
102 |
| Desemprego regional no Brasil: Uma abordagem empírica |
0 |
0 |
0 |
26 |
0 |
0 |
6 |
321 |
| Desemprego regional no Brasil: uma abordagem empírica |
0 |
0 |
1 |
9 |
0 |
3 |
10 |
212 |
| Educação e investimentos externos como determinantes do crescimento a longo prazo |
0 |
0 |
0 |
7 |
0 |
3 |
10 |
174 |
| 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 |
1 |
263 |
1 |
5 |
17 |
671 |
| 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 |
0 |
27 |
2 |
7 |
26 |
348 |
| Estimating Brazilian Monthly GDP: a State-Space Approach |
0 |
0 |
0 |
46 |
0 |
3 |
11 |
148 |
| Estimating Brazilian monthly GDP: a state-space approach |
0 |
0 |
1 |
33 |
0 |
6 |
18 |
87 |
| Estimating Sectoral Cycles Using Cointegration and Common Features |
0 |
0 |
0 |
158 |
0 |
2 |
6 |
514 |
| Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) |
0 |
0 |
1 |
160 |
0 |
4 |
17 |
406 |
| Estimating brazilian monthly GDP: a state-space approach |
0 |
0 |
0 |
59 |
1 |
4 |
10 |
56 |
| Estimating sectoral cycles using cointegration and common features |
0 |
0 |
1 |
4 |
0 |
4 |
14 |
175 |
| Estimating the Stochastic Discount Factor without a Utility Function |
0 |
0 |
0 |
154 |
1 |
4 |
18 |
808 |
| Estimating the stochastic discount factor without a utility function |
0 |
0 |
0 |
295 |
1 |
1 |
18 |
801 |
| Estimating the term structure of volatility and fixed income derivative pricing |
0 |
0 |
0 |
7 |
0 |
5 |
17 |
227 |
| Evaluating the effectiveness of Common-Factor Portfolios |
0 |
0 |
0 |
16 |
1 |
5 |
21 |
95 |
| Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study |
0 |
0 |
2 |
226 |
1 |
3 |
16 |
693 |
| Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study |
0 |
0 |
0 |
193 |
0 |
4 |
15 |
763 |
| Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions |
0 |
0 |
0 |
45 |
0 |
3 |
19 |
177 |
| Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study |
0 |
0 |
2 |
94 |
0 |
3 |
22 |
459 |
| Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
0 |
0 |
0 |
66 |
0 |
4 |
15 |
146 |
| Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
0 |
0 |
0 |
28 |
0 |
3 |
10 |
80 |
| Growth, increasing returns, and public infrastructure: time series evidence |
0 |
0 |
0 |
9 |
0 |
3 |
12 |
170 |
| Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo |
0 |
0 |
0 |
21 |
0 |
2 |
8 |
125 |
| Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável |
0 |
0 |
1 |
35 |
0 |
2 |
11 |
246 |
| Inattention in Individual Expectations |
0 |
0 |
0 |
12 |
0 |
3 |
9 |
73 |
| Inattention in individual expectations |
0 |
0 |
0 |
4 |
1 |
6 |
15 |
61 |
| Incentive-driven Inattention |
0 |
0 |
0 |
12 |
0 |
2 |
15 |
93 |
| Incentive-driven Inattention |
0 |
0 |
0 |
30 |
0 |
2 |
19 |
73 |
| Incentive-driven Inattention |
0 |
0 |
0 |
17 |
1 |
3 |
7 |
38 |
| Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias |
0 |
0 |
0 |
30 |
0 |
3 |
7 |
147 |
| Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil |
0 |
0 |
0 |
75 |
0 |
4 |
5 |
417 |
| Investigating the Causes of the Recent Brazilian Trade Surpluses |
0 |
0 |
0 |
16 |
0 |
1 |
8 |
49 |
| Machine Learning and Oil Price Point and Density Forecasting |
0 |
0 |
2 |
62 |
0 |
5 |
23 |
233 |
| Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros |
0 |
0 |
1 |
24 |
0 |
5 |
11 |
199 |
| Microfounded Forecasting |
0 |
0 |
0 |
59 |
0 |
5 |
17 |
142 |
| Microfounded forecasting |
0 |
0 |
0 |
17 |
0 |
4 |
20 |
79 |
| Microfounded forecasting |
0 |
0 |
1 |
23 |
0 |
3 |
14 |
72 |
| Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors |
0 |
0 |
0 |
200 |
1 |
1 |
23 |
169 |
| Mixed causal-noncausal autoregressions with exogenous regressors |
0 |
0 |
0 |
48 |
1 |
6 |
25 |
96 |
| Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 |
0 |
0 |
1 |
33 |
1 |
3 |
9 |
220 |
| Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions |
0 |
0 |
0 |
116 |
0 |
4 |
17 |
342 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
2 |
84 |
0 |
3 |
17 |
264 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
57 |
0 |
2 |
10 |
139 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
2 |
62 |
0 |
1 |
16 |
148 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
188 |
1 |
4 |
14 |
519 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
68 |
1 |
2 |
16 |
335 |
| Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial |
0 |
0 |
1 |
37 |
0 |
2 |
10 |
159 |
| Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level |
0 |
0 |
0 |
49 |
0 |
1 |
11 |
157 |
| On the Nature of Income Inequality Across Nations |
0 |
0 |
0 |
143 |
1 |
3 |
18 |
774 |
| On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century |
0 |
0 |
0 |
52 |
1 |
5 |
16 |
152 |
| On the nature of income inequality across nations |
0 |
0 |
1 |
49 |
0 |
0 |
15 |
316 |
| On the welfare costs of business cycles in the 20th century |
0 |
0 |
0 |
80 |
0 |
0 |
3 |
370 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century |
0 |
0 |
1 |
4 |
1 |
4 |
14 |
54 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century |
0 |
0 |
0 |
48 |
0 |
5 |
13 |
115 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond |
0 |
0 |
0 |
14 |
0 |
2 |
10 |
74 |
| Predicting Recessions in (almost) Real Time in a Big-data Setting |
0 |
0 |
1 |
26 |
1 |
4 |
20 |
62 |
| Previsões de M1 com dados mensais |
0 |
0 |
1 |
4 |
0 |
2 |
10 |
147 |
| Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis |
0 |
0 |
0 |
41 |
0 |
1 |
12 |
494 |
| Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version |
0 |
0 |
2 |
101 |
1 |
6 |
16 |
251 |
| Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 |
0 |
0 |
0 |
17 |
0 |
2 |
15 |
231 |
| Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente |
0 |
0 |
1 |
58 |
0 |
3 |
8 |
225 |
| Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada |
0 |
0 |
1 |
4 |
0 |
2 |
7 |
273 |
| Testing consumption optimality using aggregate data |
0 |
0 |
0 |
23 |
0 |
1 |
5 |
64 |
| Testing consumption optimality using aggregate data |
0 |
0 |
0 |
18 |
0 |
3 |
13 |
71 |
| Testing production functions used in empirical growth studies |
0 |
0 |
0 |
169 |
0 |
1 |
7 |
491 |
| Testing production functions used in empirical growth studies |
0 |
0 |
0 |
56 |
1 |
4 |
12 |
261 |
| Testing the externalities hypothesis of endogenous growth using cointegration |
0 |
0 |
1 |
2 |
0 |
3 |
22 |
125 |
| Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? |
0 |
0 |
0 |
84 |
0 |
2 |
13 |
246 |
| The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study |
0 |
0 |
0 |
182 |
0 |
2 |
9 |
772 |
| The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity |
0 |
0 |
0 |
188 |
0 |
4 |
10 |
1,006 |
| The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period |
0 |
0 |
0 |
82 |
0 |
4 |
5 |
523 |
| The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness |
0 |
0 |
0 |
7 |
0 |
6 |
15 |
48 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
1 |
42 |
0 |
2 |
9 |
161 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
58 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
1 |
16 |
0 |
2 |
14 |
90 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
1 |
36 |
0 |
5 |
13 |
114 |
| The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) |
0 |
0 |
1 |
27 |
0 |
2 |
9 |
124 |
| The importance of common cyclical features in VAR analysis: a Monte-Carlo study |
0 |
0 |
1 |
91 |
1 |
5 |
14 |
386 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
162 |
1 |
6 |
12 |
753 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
1 |
28 |
2 |
5 |
12 |
277 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
1 |
39 |
0 |
2 |
10 |
260 |
| The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity |
0 |
0 |
0 |
48 |
0 |
6 |
14 |
317 |
| The welfare cost of macroeconomic uncertainty in the post-war period |
0 |
0 |
0 |
23 |
0 |
2 |
15 |
251 |
| The welfare cost of macroeconomic uncertainty in the post-war period |
0 |
0 |
1 |
17 |
1 |
1 |
14 |
161 |
| Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions |
0 |
0 |
0 |
38 |
0 |
3 |
8 |
114 |
| Time-series properties and empirical evidence of growth and infraestructure: revised version |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
131 |
| Um indicador coincidente e antecedente da atividade econômica brasileira |
0 |
0 |
1 |
48 |
0 |
4 |
11 |
449 |
| Using common features to investigate common growth cycles for BRICS Countries |
0 |
0 |
1 |
21 |
0 |
5 |
14 |
54 |
| Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons |
0 |
0 |
0 |
30 |
0 |
5 |
13 |
136 |
| Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons |
0 |
0 |
0 |
109 |
1 |
4 |
11 |
131 |
| Total Working Papers |
0 |
3 |
55 |
7,198 |
40 |
388 |
1,627 |
31,059 |