Listagem FGV EESP - Textos para Discussão / Working Paper Series por autor "Cunha, Ronan"

Itens para a visualização no momento 1-2 of 2

    • The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”? 

      Marçal, Emerson Fernandes; Cunha, Ronan; Merlin, Giovanni Tondin; Simões, Oscar Rodrigues
      2017
      Financial events in 2008 had global impacts. We test whether U.S downturn had an impact on Brazilian economic activity and if it was unusual. We run policy ineffectiveness test (Pesaran and Smith [2014, 2016]) and Chow ...

    • Automatic model selection for forecasting Brazilian stock returns 

      Cunha, Ronan; Pereira, Pedro L. Valls
      2015-08-07
      This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...