Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, nós propomos um modelo de rational-inattention, a fim de se analisar e estimar o comportamento de forecasters profissionais do Focus ...

This thesis contains three independent chapters. The first one is about central bank credibility, where we measure people’s beliefs using survey data on inflation expectations and focus on the 12-month-ahead horizon since ...

The knowledge of the current state of the economy is crucial for policy makers, economists and analysts. However, a key economic variable, the gross domestic product (GDP), are typically colected on a quartely basis and ...

Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ...

Housing is an important component of wealth for a typical household in many countries. The objective of this paper is to investigate the e§ect of real-estate price variation on welfare, trying to close a gap between the ...

This thesis has three chapters. Chapter 1 explores literature about exchange rate pass-through, approaching both empirical and theoretical issues. In Chapter 2, we formulate an estate space model for the estimation of the ...

This work proposes alternative ways to consistently estimate an abstract measure, crucial to the study of intertemporal decisions, which is at the core of most macroeconomics and financial studies: the Stochastic Discount ...

The purpose of this article is to propose and evaluate forecasting models for the Brazilian industrial GDP. Most models are based on vector auto-regressions (VARs) or on restricted VARs, but models on the ARMA class are ...

This thesis is composed of four essays referent to the subjects of macroeconometrics and nance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ...

This thesis is composed of three essays referent to the subjects of macroeconometrics and Önance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ...