Access Statistics for João Victor Issler

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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 0 4 48
A Common-feature approach for testing present-value restrictions with financial data 0 0 0 53 2 5 10 131
A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente 0 1 2 44 1 5 14 257
A note on the forward and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 39 1 2 9 84
A panel data approach to economic forecasting: the bias-corrected average forecast 0 0 0 142 2 3 4 255
A panel data approach to economic forecasting: the bias-corrected average forecast 0 0 0 167 0 0 3 393
A panel data approach to economic forecasting: the bias-corrected average forecast 1 1 2 135 1 2 8 197
A stochastic discount factor approach to asset pricing using panel data 0 0 1 185 1 3 12 541
A stochastic discount factor approach to asset pricing using panel data asymptotics 0 2 7 116 3 5 22 239
ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? 0 0 0 92 0 1 5 277
An Econometric Cntribution to the Intertemporal Approach of the Current Account 0 0 1 82 0 0 5 169
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 1 1 32 2 7 16 68
Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation 0 0 0 0 0 0 2 1,918
Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais 0 0 0 20 0 0 0 370
Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais 0 0 0 42 2 3 3 375
Central Bank credibility and inflation expectations: a microfounded forecasting approach 0 1 48 48 1 8 41 41
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 70 0 0 7 162
Common cycles in macroeconomic aggregates 0 0 0 0 0 2 4 253
Common cycles in macroeconomic aggregates (revised version) 0 0 0 1 0 0 1 93
Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? 0 0 1 11 0 0 2 205
Constructing coincident and leading indices of economic activity for the Brazilian economy 0 0 0 42 1 2 6 108
Constructing coincident and leading indices of economic activity for the brazilian economy 0 0 0 21 0 2 6 74
Constructing coincident and leading indices of economic activity for the brazilian economy 0 0 0 74 0 1 3 192
Constructing common-factor portfolios 0 0 0 36 1 1 7 103
Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias 0 0 0 25 1 2 4 98
Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias 0 0 0 25 0 0 1 118
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries 0 0 2 19 1 1 5 63
Desemprego regional no Brasil: Uma abordagem empírica 0 0 0 25 0 2 6 307
Desemprego regional no Brasil: uma abordagem empírica 0 0 0 7 1 1 4 193
Educação e investimentos externos como determinantes do crescimento a longo prazo 0 0 1 6 0 0 3 152
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 6 11 607
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 5 20 1 1 13 299
Estimating Brazilian Monthly GDP: a State-Space Approach 0 0 0 44 1 3 6 123
Estimating Brazilian monthly GDP: a state-space approach 0 0 2 29 4 6 20 51
Estimating Sectoral Cycles Using Cointegration and Common Features 0 0 0 156 1 1 11 495
Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) 0 0 0 159 1 1 4 378
Estimating brazilian monthly GDP: a state-space approach 0 0 0 57 0 0 1 38
Estimating sectoral cycles using cointegration and common features 0 0 0 1 2 2 9 151
Estimating the Stochastic Discount Factor without a Utility Function 1 3 7 138 2 16 55 708
Estimating the stochastic discount factor without a utility function 0 1 2 292 1 3 20 736
Estimating the term structure of volatility and fixed income derivative pricing 0 0 0 7 1 1 4 204
Evaluating the effectiveness of Common-Factor Portfolios 0 0 1 14 3 4 14 63
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 223 1 1 4 664
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 2 5 742
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 1 1 5 44 5 7 27 124
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 0 92 2 2 4 426
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 2 64 0 1 11 116
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 23 2 3 14 54
Growth, increasing returns, and public infrastructure: time series evidence 0 0 0 8 1 1 5 151
Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo 0 0 1 19 2 2 5 106
Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável 0 0 0 34 1 1 6 225
Inattention in Individual Expectations 1 1 1 12 3 5 12 50
Inattention in individual expectations 0 0 0 4 0 0 3 35
Incentive-driven Inattention 1 3 23 23 2 6 18 18
Incentive-driven Inattention 0 0 2 8 1 4 18 39
Incentive-driven Inattention 0 0 0 14 3 4 7 14
Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias 0 0 1 29 2 2 5 132
Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil 0 0 1 73 1 2 15 399
Investigating the Causes of the Recent Brazilian Trade Surpluses 0 0 1 15 2 3 8 31
Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros 0 0 0 19 0 0 2 168
Microfounded Forecasting 0 2 2 57 0 4 19 104
Microfounded forecasting 0 0 2 14 1 3 14 43
Microfounded forecasting 0 0 12 12 2 4 21 21
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 5 194 1 3 22 121
Mixed causal-noncausal autoregressions with exogenous regressors 0 1 35 35 0 4 32 32
Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 0 0 0 31 0 2 9 200
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 80 3 5 14 224
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 113 5 6 13 311
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 58 1 1 3 123
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 1 2 56 4 5 13 118
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 186 1 4 10 491
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 66 2 2 5 305
Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial 0 0 0 35 1 3 8 143
Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level 0 0 0 49 2 3 9 134
On the Nature of Income Inequality Across Nations 0 0 0 143 1 1 3 742
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 2 52 0 4 8 119
On the nature of income inequality across nations 0 0 1 48 0 0 4 290
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 0 4 358
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 0 2 4 14 26
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 46 0 2 5 88
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 13 0 1 7 52
Previsões de M1 com dados mensais 0 0 0 2 3 3 5 130
Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis 0 0 0 41 0 2 9 468
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version 0 1 1 94 1 4 10 217
Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 0 0 2 16 1 2 7 204
Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente 0 0 1 57 0 2 7 206
Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada 0 0 0 2 1 2 8 258
Testing consumption optimality using aggregate data 0 0 0 16 1 1 9 52
Testing consumption optimality using aggregate data 0 0 0 20 0 0 8 49
Testing production functions used in empirical growth studies 0 0 0 55 1 1 3 237
Testing production functions used in empirical growth studies 0 0 0 168 0 0 5 472
Testing the externalities hypothesis of endogenous growth using cointegration 0 0 1 1 1 2 15 94
Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? 0 0 1 84 3 4 6 228
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 181 1 2 6 752
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 1 1 8 961
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 1 11 509
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 14 0 0 5 65
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 35 0 0 5 99
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 10 0 0 6 44
The forward- and the equity-premium puzzles: two symptoms of the same illness? 0 0 0 41 0 0 9 147
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 0 26 2 4 9 109
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 3 86 2 3 15 358
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 1 1 4 726
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 37 0 2 9 243
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 25 1 3 10 246
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 0 0 4 294
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 15 0 1 7 137
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 21 0 2 10 220
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 36 1 2 4 93
Time-series properties and empirical evidence of growth and infraestructure: revised version 0 0 0 3 1 2 5 116
Um indicador coincidente e antecedente da atividade econômica brasileira 0 0 0 44 0 3 14 416
Using common features to investigate common growth cycles for BRICS Countries 0 0 2 19 0 0 8 27
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 30 1 2 6 98
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 1 2 102 2 3 16 93
Total Working Papers 6 21 198 6,767 117 264 1,056 27,271


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 2 3 12 31
A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? 0 0 0 7 0 1 4 33
A panel data approach to economic forecasting: The bias-corrected average forecast 2 3 10 220 5 11 37 638
An investigation of cross-country incme differences 0 0 0 71 0 0 2 259
Annals issue on forecasting--Guest editors' introduction 0 0 0 21 0 0 1 69
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 1 1 5 2 4 22 56
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 7 185 0 1 22 414
Common features 0 0 0 64 0 0 2 151
Common trends and common cycles in Latin America 0 0 0 8 0 1 10 38
Constructing coincident and leading indices of economic activity for the Brazilian economy 0 2 4 28 2 7 18 101
Constructing coincident indices of economic activity for the Latin American economy 0 0 0 1 1 1 2 21
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries 0 0 0 2 0 0 1 28
Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas 0 0 1 1 0 1 5 10
Estimating Brazilian Monthly GDP: a State-Space Approach 0 0 0 6 2 2 9 36
Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function 0 0 4 7 0 0 11 28
Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models 0 0 0 1 0 0 3 9
Estimating common sectoral cycles 0 0 2 143 0 0 10 329
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 1 1 12 2 4 9 46
Inattention in individual expectations 0 0 1 4 1 2 18 41
Inflation level and uncertainty: evidence using Brazilian data 0 1 3 5 0 1 3 34
Mixed causal–noncausal autoregressions with exogenous regressors 0 2 3 3 0 6 11 11
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 1 9 199 3 4 18 574
Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level 0 0 2 2 0 0 6 6
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 4 61 0 1 15 123
Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis 0 0 0 1 0 2 6 25
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 0 1 6 123 0 2 10 305
TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA 0 0 0 7 0 0 7 39
Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports 0 0 0 0 0 0 0 3
Testing production functions used in empirical growth studies 0 0 1 83 0 0 7 227
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 2 90 0 1 15 351
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 1 113 0 0 8 509
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 38 0 1 8 151
Time-Series Properties and Empirical Evidence of Growth and Infrastructure 0 0 0 0 0 0 1 12
Uma medida de PIB Mensal para o Brasil usando o Term Spread 0 0 0 0 0 0 18 22
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 1 1 6 83 2 5 24 223
Total Journal Articles 4 13 68 1,594 22 61 355 4,953


Statistics updated 2020-09-04