Brazilian Review of Econometrics

The Brazilian Review of Econometrics (BRE) is the journal of the Brazilian Econometric Society (Sociedade Brasileira de Econometria) and publishes original articles that apply rigorous thinking and quantitative methods to economic problems.
    BRE has published in all branches of economics, theoretical and empirical, abstract and applied, since 1981and has a long reputation as being the outlet for the most important articles in applied theory and econometrics from members of the Brazilian scientific community. BRE has gradually become more internationalized and currently publishes in English papers from scholars based around the globe and counts with referees that are worldwidely prominent researchers in their fields of specialization.

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Vol 31, No 1 (2011)

Table of Contents

Articles

Qualis as a measuring stick for research output in Economics PDF
Bernardo Guimaraes 03-18
Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem PDF
Hedibert F. Lopes, Ronaldo Dias 19-44
The Relation between Expected Returns and Volatility in the Brazilian Stock Market PDF
Ricardo R. G. Avelino 45-68
On Some Alternatives for Robust Estimation of the Spectrum in Stationary Processes PDF
Fabio Alexander Fajardo 69-96
Monetary Policy and Exchange Rate Shocks in Brazil: Sign Restrictions versus A New Hybrid Identification Approach PDF
Elcyon Caiado Rocha Lima, Alexis Maka, Paloma Alves 97-136
Leading Indicators for the Capital Goods Industry PDF
Igor Alexandre C. Morais, Marcelle Chauvet 137-171


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