| 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 |
2 |
3 |
59 |
| A Common-feature approach for testing present-value restrictions with financial data |
0 |
0 |
0 |
53 |
1 |
7 |
10 |
152 |
| A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente |
0 |
0 |
1 |
47 |
3 |
3 |
6 |
280 |
| A note on the forward and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
40 |
8 |
19 |
24 |
127 |
| A panel data approach to economic forecasting: the bias-corrected average forecast |
0 |
0 |
1 |
144 |
4 |
15 |
22 |
286 |
| A panel data approach to economic forecasting: the bias-corrected average forecast |
0 |
1 |
2 |
169 |
2 |
9 |
14 |
416 |
| A panel data approach to economic forecasting: the bias-corrected average forecast |
0 |
0 |
0 |
135 |
3 |
9 |
12 |
223 |
| A stochastic discount factor approach to asset pricing using panel data |
0 |
0 |
1 |
192 |
5 |
10 |
25 |
585 |
| A stochastic discount factor approach to asset pricing using panel data asymptotics |
0 |
0 |
1 |
130 |
7 |
14 |
22 |
314 |
| ARE BUSINESS CYCLES ALL ALIKE IN EUROPE? |
0 |
0 |
0 |
93 |
4 |
13 |
16 |
305 |
| An Econometric Contribution to the Intertemporal Approach of the Current Account |
0 |
0 |
0 |
83 |
1 |
9 |
12 |
189 |
| Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation |
0 |
0 |
1 |
35 |
2 |
9 |
18 |
118 |
| Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
1,927 |
| Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais |
0 |
0 |
0 |
42 |
2 |
6 |
7 |
391 |
| Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais |
0 |
0 |
0 |
20 |
4 |
13 |
16 |
397 |
| Central Bank credibility and inflation expectations: a microfounded forecasting approach |
1 |
2 |
3 |
83 |
3 |
14 |
20 |
157 |
| Commodity Prices and Global Economic Activity: a derived-demand approach |
0 |
0 |
2 |
14 |
1 |
10 |
17 |
80 |
| Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) |
0 |
0 |
1 |
73 |
0 |
4 |
8 |
174 |
| Common cycles in macroeconomic aggregates |
0 |
0 |
1 |
1 |
2 |
8 |
9 |
270 |
| Common cycles in macroeconomic aggregates (revised version) |
0 |
0 |
1 |
2 |
2 |
4 |
9 |
106 |
| Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? |
0 |
0 |
0 |
13 |
0 |
3 |
5 |
218 |
| Constructing coincident and leading indices of economic activity for the Brazilian economy |
0 |
1 |
1 |
44 |
0 |
5 |
11 |
131 |
| Constructing coincident and leading indices of economic activity for the brazilian economy |
0 |
0 |
1 |
76 |
1 |
2 |
4 |
204 |
| Constructing coincident and leading indices of economic activity for the brazilian economy |
0 |
0 |
0 |
21 |
1 |
5 |
6 |
85 |
| Constructing common-factor portfolios |
0 |
0 |
0 |
37 |
2 |
6 |
10 |
125 |
| Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias |
0 |
0 |
0 |
25 |
1 |
6 |
6 |
107 |
| Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias |
0 |
0 |
0 |
25 |
0 |
4 |
4 |
131 |
| Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
0 |
0 |
0 |
22 |
2 |
17 |
20 |
97 |
| Desemprego regional no Brasil: Uma abordagem empírica |
0 |
0 |
0 |
26 |
2 |
3 |
7 |
321 |
| Desemprego regional no Brasil: uma abordagem empírica |
0 |
1 |
1 |
9 |
0 |
5 |
9 |
209 |
| Educação e investimentos externos como determinantes do crescimento a longo prazo |
0 |
0 |
0 |
7 |
0 |
7 |
7 |
171 |
| 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 |
2 |
263 |
1 |
5 |
13 |
666 |
| 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 |
1 |
27 |
5 |
15 |
20 |
341 |
| Estimating Brazilian Monthly GDP: a State-Space Approach |
0 |
0 |
1 |
46 |
1 |
7 |
10 |
145 |
| Estimating Brazilian monthly GDP: a state-space approach |
0 |
0 |
1 |
33 |
1 |
6 |
12 |
80 |
| Estimating Sectoral Cycles Using Cointegration and Common Features |
0 |
0 |
0 |
158 |
1 |
2 |
4 |
512 |
| Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version) |
0 |
0 |
1 |
160 |
3 |
11 |
12 |
401 |
| Estimating brazilian monthly GDP: a state-space approach |
0 |
0 |
0 |
59 |
0 |
5 |
6 |
52 |
| Estimating sectoral cycles using cointegration and common features |
0 |
0 |
1 |
4 |
1 |
5 |
6 |
167 |
| Estimating the Stochastic Discount Factor without a Utility Function |
0 |
0 |
1 |
154 |
1 |
9 |
16 |
804 |
| Estimating the stochastic discount factor without a utility function |
0 |
0 |
0 |
295 |
1 |
10 |
22 |
798 |
| Estimating the term structure of volatility and fixed income derivative pricing |
0 |
0 |
0 |
7 |
3 |
7 |
11 |
221 |
| Evaluating the effectiveness of Common-Factor Portfolios |
0 |
0 |
0 |
16 |
5 |
13 |
16 |
89 |
| Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study |
0 |
0 |
2 |
226 |
0 |
3 |
13 |
690 |
| Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study |
0 |
0 |
0 |
193 |
2 |
7 |
11 |
758 |
| Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions |
0 |
0 |
0 |
45 |
4 |
11 |
15 |
173 |
| Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study |
0 |
0 |
2 |
94 |
2 |
5 |
16 |
452 |
| Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
0 |
0 |
0 |
28 |
0 |
5 |
9 |
77 |
| Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
0 |
0 |
0 |
66 |
1 |
6 |
13 |
141 |
| Growth, increasing returns, and public infrastructure: time series evidence |
0 |
0 |
0 |
9 |
3 |
8 |
9 |
167 |
| Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo |
0 |
0 |
0 |
21 |
2 |
4 |
6 |
123 |
| Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável |
0 |
0 |
1 |
35 |
1 |
8 |
9 |
244 |
| Inattention in Individual Expectations |
0 |
0 |
0 |
12 |
2 |
5 |
6 |
70 |
| Inattention in individual expectations |
0 |
0 |
0 |
4 |
0 |
5 |
8 |
54 |
| Incentive-driven Inattention |
0 |
0 |
0 |
17 |
0 |
2 |
5 |
35 |
| Incentive-driven Inattention |
0 |
0 |
0 |
30 |
0 |
4 |
16 |
70 |
| Incentive-driven Inattention |
0 |
0 |
0 |
12 |
2 |
9 |
15 |
91 |
| Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias |
0 |
0 |
0 |
30 |
0 |
4 |
4 |
144 |
| Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
413 |
| Investigating the Causes of the Recent Brazilian Trade Surpluses |
0 |
0 |
0 |
16 |
0 |
6 |
6 |
47 |
| Machine Learning and Oil Price Point and Density Forecasting |
0 |
1 |
4 |
62 |
0 |
10 |
22 |
226 |
| Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros |
0 |
0 |
1 |
24 |
1 |
4 |
6 |
193 |
| Microfounded Forecasting |
0 |
0 |
0 |
59 |
1 |
7 |
9 |
133 |
| Microfounded forecasting |
0 |
0 |
0 |
17 |
1 |
13 |
14 |
73 |
| Microfounded forecasting |
0 |
1 |
2 |
23 |
3 |
6 |
15 |
68 |
| Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors |
0 |
0 |
1 |
200 |
0 |
19 |
24 |
167 |
| Mixed causal-noncausal autoregressions with exogenous regressors |
0 |
0 |
0 |
48 |
6 |
13 |
15 |
86 |
| Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997 |
0 |
0 |
1 |
33 |
0 |
3 |
5 |
216 |
| Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions |
0 |
0 |
0 |
116 |
4 |
9 |
14 |
338 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
2 |
62 |
0 |
6 |
13 |
145 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
2 |
84 |
3 |
8 |
14 |
259 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
188 |
1 |
6 |
11 |
515 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
57 |
0 |
5 |
7 |
135 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
68 |
0 |
10 |
13 |
331 |
| Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial |
0 |
0 |
1 |
37 |
4 |
5 |
7 |
156 |
| Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level |
0 |
0 |
0 |
49 |
2 |
6 |
7 |
152 |
| On the Nature of Income Inequality Across Nations |
0 |
0 |
0 |
143 |
1 |
9 |
14 |
770 |
| On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century |
0 |
0 |
0 |
52 |
0 |
6 |
7 |
143 |
| On the nature of income inequality across nations |
0 |
0 |
1 |
49 |
4 |
9 |
13 |
314 |
| On the welfare costs of business cycles in the 20th century |
0 |
0 |
0 |
80 |
0 |
1 |
2 |
369 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century |
0 |
0 |
0 |
48 |
0 |
4 |
6 |
108 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century |
0 |
0 |
1 |
4 |
0 |
8 |
10 |
49 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond |
0 |
0 |
0 |
14 |
0 |
4 |
8 |
72 |
| Predicting Recessions in (almost) Real Time in a Big-data Setting |
0 |
0 |
1 |
26 |
3 |
8 |
15 |
56 |
| Previsões de M1 com dados mensais |
0 |
0 |
1 |
4 |
2 |
4 |
8 |
145 |
| Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis |
0 |
0 |
0 |
41 |
2 |
7 |
10 |
492 |
| Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version |
0 |
0 |
2 |
101 |
1 |
6 |
11 |
244 |
| Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 |
0 |
0 |
0 |
17 |
0 |
11 |
13 |
229 |
| Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente |
0 |
0 |
1 |
58 |
2 |
4 |
5 |
222 |
| Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada |
0 |
0 |
1 |
4 |
0 |
3 |
5 |
271 |
| Testing consumption optimality using aggregate data |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
62 |
| Testing consumption optimality using aggregate data |
0 |
0 |
1 |
18 |
1 |
8 |
12 |
68 |
| Testing production functions used in empirical growth studies |
0 |
0 |
0 |
56 |
3 |
5 |
7 |
256 |
| Testing production functions used in empirical growth studies |
0 |
0 |
0 |
169 |
1 |
4 |
5 |
489 |
| Testing the externalities hypothesis of endogenous growth using cointegration |
0 |
0 |
1 |
2 |
2 |
15 |
17 |
120 |
| Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior? |
0 |
0 |
0 |
84 |
4 |
11 |
11 |
244 |
| The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study |
0 |
0 |
0 |
182 |
0 |
7 |
8 |
770 |
| The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity |
0 |
0 |
0 |
188 |
0 |
3 |
6 |
1,002 |
| The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period |
0 |
0 |
0 |
82 |
0 |
1 |
3 |
519 |
| 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 |
8 |
41 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
1 |
36 |
2 |
3 |
7 |
108 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
1 |
16 |
0 |
8 |
12 |
88 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
57 |
| The forward- and the equity-premium puzzles: two symptoms of the same illness? |
0 |
0 |
1 |
42 |
0 |
5 |
6 |
158 |
| The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) |
0 |
0 |
1 |
27 |
1 |
2 |
5 |
120 |
| The importance of common cyclical features in VAR analysis: a Monte-Carlo study |
0 |
0 |
1 |
91 |
0 |
7 |
9 |
381 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
162 |
0 |
5 |
6 |
746 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
1 |
39 |
1 |
6 |
9 |
258 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
1 |
28 |
1 |
5 |
10 |
272 |
| The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity |
0 |
0 |
0 |
48 |
1 |
5 |
7 |
310 |
| The welfare cost of macroeconomic uncertainty in the post-war period |
0 |
0 |
1 |
17 |
4 |
9 |
14 |
159 |
| The welfare cost of macroeconomic uncertainty in the post-war period |
0 |
0 |
0 |
23 |
3 |
11 |
12 |
248 |
| Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions |
0 |
0 |
1 |
38 |
1 |
4 |
6 |
111 |
| Time-series properties and empirical evidence of growth and infraestructure: revised version |
0 |
0 |
1 |
6 |
0 |
4 |
6 |
131 |
| Um indicador coincidente e antecedente da atividade econômica brasileira |
0 |
0 |
1 |
48 |
1 |
4 |
9 |
444 |
| Using common features to investigate common growth cycles for BRICS Countries |
0 |
0 |
1 |
21 |
2 |
5 |
10 |
48 |
| Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons |
0 |
0 |
0 |
109 |
0 |
4 |
9 |
127 |
| Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons |
0 |
0 |
0 |
30 |
2 |
5 |
8 |
131 |
| Total Working Papers |
1 |
7 |
67 |
7,180 |
176 |
800 |
1,222 |
30,525 |