Browsing by Author "Issler, João Victor"
Now showing items 1-20 of 119
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3rd. Global Conference Business Cycles - Abertura
2013-05-09 -
The BRICS economies: dissimilarities and commonalities
2015-06Apresentação do palestrante Roberto Castello Branco - FGV Crescimento e Desenvolvimento no contexto do evento "Brics: Desafios e Oportunidades". Mais informações em: <http://crescimento.fgv.br/evento/brics-desafios-oportunidades>. -
BRICS: testing for commonalities using common features
2015-06Apresentação do palestrante João Victor Issler - FGV EPGE no contexto do evento "Brics: Desafios e Oportunidades". Mais informações em: <http://crescimento.fgv.br/evento/brics-desafios-oportunidades>. -
Central Bank credibility and inflation expectations: a microfounded forecasting approach
Credibility is elusive and no generally agreed upon measure of it exists. Despite that, Blinder (2000) generated a consensus in the literature by arguing that ”A central bank is credible if people believe it will do what ... -
Commodity prices and global economic activity: A derived-demand approach
2020This paper studies the interaction between commodity prices and global economic activity in a setup where a representative cost-minimizing firm chooses optimal inputs as derived demands. Our focus is on important globally ... -
Common cycles and the importance of transitory shocks to macroeconomic aggregates
2001-06Although there has been substantial research using long-run co-movement (cointegration) restrictions in the empirical macroeconomics literature, little or no work has been done investigating the existence of short-run ... -
Common cycles in macroeconomic aggregates
1994-04Reduced form estimation of multivariate data sets currently takes into account long-run co-movement restrictions by using Vector Error Correction Models (VECM' s). However, short-run co-movement restrictions are completely ... -
Common cycles in macroeconomic aggregates (revised version)
1995-02Although there has been substantial research on long-run co-movement (common trends) in the empirical macroeconomics literature. little or no work has been done on short run co-movement (common cycles). Investigating common ... -
A Common-feature approach for testing present-value restrictions with financial data
2012-02-24It is well known that cointegration between the level of two variables (labeled Yt and yt in this paper) is a necessary condition to assess the empirical validity of a present-value model (PV and PVM, respectively, hereafter) ... -
Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos?
1998-03Em teoria econômica costuma-se analisar o comportamento de longo prazo de um agente supondo que o mesmo está sujeito a um determinado tipo de restrição intertemporal. A restrição orçamentária intertemporal do governo revela ... -
Comparing forecast accuracy of different models for prices of metal commodities
2012-08Apresentação dos palestrantes João Victor Issler - FGV EPGE e Claudia Rodrigues - Vale no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: <http://epge.fgv.br/conferencias/com ... -
Constructing coincident and leading indices of economic activity for the brazilian economy
2011-03-30This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is ... -
Constructing coincident and leading indices of economic activity for the Brazilian economy
2012-03-15This paper has three original contributions. The fi rst is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second ... -
Constructing coincident and leading indices of economic activity for the brazilian economy
2009-06-26This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is ... -
Constructing common-factor portfolios
2012-04-19In this paper we construct common-factor portfolios using a novel linear transformation of standard factor models extracted from large data sets of asset returns. The simple transformation proposed here keeps the basic ...
