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A COMMON-FEATURE MODEL FOR COINCIDENTINDEX OF BRAZILIAN ECONOMIC ACTIVITY |
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14 |
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0 |
0 |
56 |
A Common-feature approach for testing present-value restrictions with financial data |
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0 |
0 |
53 |
0 |
0 |
1 |
141 |
A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente |
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0 |
0 |
46 |
1 |
2 |
2 |
274 |
A note on the forward and the equity-premium puzzles: two symptoms of the same illness? |
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0 |
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40 |
1 |
1 |
2 |
102 |
A panel data approach to economic forecasting: the bias-corrected average forecast |
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167 |
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1 |
2 |
402 |
A panel data approach to economic forecasting: the bias-corrected average forecast |
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0 |
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135 |
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0 |
2 |
211 |
A panel data approach to economic forecasting: the bias-corrected average forecast |
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0 |
0 |
143 |
2 |
3 |
4 |
263 |
A stochastic discount factor approach to asset pricing using panel data |
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1 |
191 |
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0 |
2 |
560 |
A stochastic discount factor approach to asset pricing using panel data asymptotics |
0 |
0 |
0 |
129 |
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0 |
1 |
292 |
ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? |
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0 |
0 |
93 |
2 |
2 |
2 |
289 |
An Econometric Contribution to the Intertemporal Approach of the Current Account |
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0 |
0 |
83 |
0 |
0 |
2 |
176 |
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation |
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0 |
0 |
34 |
1 |
2 |
3 |
100 |
Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation |
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0 |
0 |
0 |
0 |
0 |
1 |
1,924 |
Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais |
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0 |
0 |
20 |
1 |
1 |
1 |
381 |
Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
383 |
Central Bank credibility and inflation expectations: a microfounded forecasting approach |
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1 |
4 |
80 |
1 |
4 |
12 |
137 |
Commodity Prices and Global Economic Activity: a derived-demand approach |
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0 |
1 |
12 |
0 |
0 |
6 |
61 |
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) |
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0 |
0 |
72 |
0 |
0 |
0 |
166 |
Common cycles in macroeconomic aggregates |
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0 |
0 |
0 |
1 |
1 |
1 |
261 |
Common cycles in macroeconomic aggregates (revised version) |
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0 |
0 |
1 |
0 |
0 |
0 |
97 |
Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? |
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0 |
0 |
13 |
0 |
0 |
0 |
213 |
Constructing coincident and leading indices of economic activity for the Brazilian economy |
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1 |
43 |
0 |
0 |
3 |
120 |
Constructing coincident and leading indices of economic activity for the brazilian economy |
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75 |
0 |
0 |
0 |
200 |
Constructing coincident and leading indices of economic activity for the brazilian economy |
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0 |
0 |
21 |
1 |
1 |
1 |
79 |
Constructing common-factor portfolios |
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0 |
0 |
37 |
0 |
2 |
3 |
115 |
Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias |
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0 |
0 |
25 |
0 |
0 |
0 |
101 |
Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias |
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0 |
0 |
25 |
1 |
1 |
2 |
125 |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
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0 |
0 |
22 |
0 |
0 |
0 |
77 |
Desemprego regional no Brasil: Uma abordagem empírica |
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0 |
0 |
26 |
0 |
0 |
1 |
314 |
Desemprego regional no Brasil: uma abordagem empírica |
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0 |
0 |
8 |
0 |
0 |
0 |
200 |
Educação e investimentos externos como determinantes do crescimento a longo prazo |
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0 |
0 |
7 |
0 |
0 |
1 |
164 |
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) |
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0 |
1 |
261 |
0 |
0 |
5 |
653 |
Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade |
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0 |
1 |
26 |
1 |
1 |
2 |
321 |
Estimating Brazilian Monthly GDP: a State-Space Approach |
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0 |
0 |
45 |
1 |
3 |
4 |
134 |
Estimating Brazilian monthly GDP: a state-space approach |
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0 |
0 |
32 |
0 |
0 |
1 |
68 |
Estimating Sectoral Cycles Using Cointegration and Common Features |
0 |
0 |
0 |
158 |
0 |
0 |
2 |
507 |
Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) |
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0 |
0 |
159 |
0 |
0 |
0 |
387 |
Estimating brazilian monthly GDP: a state-space approach |
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0 |
0 |
59 |
0 |
0 |
0 |
46 |
Estimating sectoral cycles using cointegration and common features |
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0 |
0 |
3 |
0 |
0 |
3 |
160 |
Estimating the Stochastic Discount Factor without a Utility Function |
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0 |
2 |
153 |
0 |
0 |
9 |
788 |
Estimating the stochastic discount factor without a utility function |
0 |
1 |
1 |
295 |
1 |
4 |
8 |
773 |
Estimating the term structure of volatility and fixed income derivative pricing |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
210 |
Evaluating the effectiveness of Common-Factor Portfolios |
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0 |
0 |
16 |
1 |
1 |
1 |
72 |
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study |
0 |
0 |
1 |
224 |
1 |
1 |
3 |
675 |
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study |
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0 |
0 |
193 |
0 |
0 |
0 |
746 |
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions |
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0 |
0 |
45 |
1 |
2 |
3 |
158 |
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study |
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0 |
0 |
92 |
0 |
1 |
2 |
434 |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
1 |
1 |
2 |
28 |
2 |
2 |
5 |
68 |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
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0 |
0 |
66 |
2 |
2 |
3 |
128 |
Growth, increasing returns, and public infrastructure: time series evidence |
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0 |
0 |
9 |
0 |
0 |
0 |
157 |
Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo |
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0 |
0 |
21 |
1 |
1 |
1 |
117 |
Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável |
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0 |
0 |
34 |
1 |
1 |
1 |
235 |
Inattention in Individual Expectations |
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0 |
0 |
12 |
0 |
0 |
1 |
64 |
Inattention in individual expectations |
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0 |
0 |
4 |
0 |
0 |
0 |
45 |
Incentive-driven Inattention |
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0 |
1 |
30 |
0 |
0 |
2 |
54 |
Incentive-driven Inattention |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
30 |
Incentive-driven Inattention |
0 |
0 |
0 |
12 |
2 |
2 |
3 |
76 |
Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
140 |
Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
412 |
Investigating the Causes of the Recent Brazilian Trade Surpluses |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
40 |
Machine Learning and Oil Price Point and Density Forecasting |
0 |
1 |
1 |
58 |
0 |
1 |
11 |
203 |
Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
187 |
Microfounded Forecasting |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
123 |
Microfounded forecasting |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
59 |
Microfounded forecasting |
0 |
0 |
1 |
20 |
1 |
4 |
7 |
52 |
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors |
0 |
0 |
0 |
199 |
1 |
1 |
5 |
143 |
Mixed causal-noncausal autoregressions with exogenous regressors |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
71 |
Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
211 |
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
324 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
244 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
1 |
188 |
0 |
0 |
4 |
504 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
132 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
128 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
317 |
Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
148 |
Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
145 |
On the Nature of Income Inequality Across Nations |
0 |
0 |
0 |
143 |
0 |
0 |
2 |
755 |
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
135 |
On the nature of income inequality across nations |
0 |
0 |
0 |
48 |
1 |
2 |
4 |
300 |
On the welfare costs of business cycles in the 20th century |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
367 |
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century |
0 |
0 |
0 |
48 |
1 |
1 |
4 |
100 |
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
39 |
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
64 |
Predicting Recessions in (almost) Real Time in a Big-data Setting |
0 |
0 |
4 |
25 |
0 |
2 |
19 |
41 |
Previsões de M1 com dados mensais |
0 |
0 |
0 |
3 |
1 |
2 |
2 |
135 |
Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
482 |
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version |
2 |
2 |
2 |
99 |
2 |
2 |
5 |
232 |
Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
216 |
Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
217 |
Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
266 |
Testing consumption optimality using aggregate data |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
58 |
Testing consumption optimality using aggregate data |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
56 |
Testing production functions used in empirical growth studies |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
249 |
Testing production functions used in empirical growth studies |
0 |
0 |
0 |
169 |
0 |
0 |
0 |
484 |
Testing the externalities hypothesis of endogenous growth using cointegration |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
103 |
Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? |
0 |
0 |
0 |
84 |
1 |
1 |
1 |
233 |
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
762 |
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity |
0 |
0 |
0 |
188 |
0 |
0 |
0 |
996 |
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
516 |
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 |
0 |
1 |
32 |
The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
76 |
The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
54 |
The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
151 |
The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
101 |
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
115 |
The importance of common cyclical features in VAR analysis: a Monte-Carlo study |
0 |
1 |
1 |
90 |
0 |
1 |
2 |
370 |
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
162 |
0 |
0 |
0 |
740 |
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
1 |
1 |
27 |
0 |
1 |
1 |
261 |
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
249 |
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
303 |
The welfare cost of macroeconomic uncertainty in the post-war period |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
236 |
The welfare cost of macroeconomic uncertainty in the post-war period |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
145 |
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
104 |
Time-series properties and empirical evidence of growth and infraestructure: revised version |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
125 |
Um indicador coincidente e antecedente da atividade econômica brasileira |
0 |
0 |
0 |
47 |
0 |
3 |
7 |
435 |
Using common features to investigate common growth cycles for BRICS Countries |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
38 |
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons |
0 |
0 |
0 |
30 |
2 |
2 |
5 |
122 |
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
117 |
Total Working Papers |
3 |
8 |
27 |
7,111 |
46 |
82 |
239 |
29,253 |