Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por autor "Issler, João Victor"
Itens para a visualização no momento 81-100 of 102
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Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version
1998-12-01Using national accounts data for the revenue-GDP and expenditureGDP ratios from 1947 to 1992, we examine three central issues in public finance. First, was the path of public debt sustainable during this period? Second, ... -
Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92
1997-06Using national accounts data for the revenue-GDP and expenditure GDP ratios from 1947 to 1992, we examine two central issues in public finance. First, was the path of public debt sustainable during this period? Second, if ... -
Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente
2001-04-01Utilizando dados financeiros brasileiros do Ibovespa, testa-se a validade dos modelos de valor presente (MVP) no mercado de ações. Estes modelos relacionam o preço de uma ação ao seu fluxo de caixa futuro esperado (dividendos) ... -
A stochastic discount factor approach to asset pricing using panel data
2006-11-01Using the Pricing Equation, in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) mimicking portfolio which relies on the fact that its logarithm is the ìcommon ... -
A stochastic discount factor approach to asset pricing using panel data asymptotics
2012-12Trabalho apresentado por João Victor Issler - FGV EPGE no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias/longrun/index.php -
A stochastic discount factor approach to asset pricing using panel data asymptotics
2011-05-27Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the 'common feature' in every asset ... -
Testing consumption optimality using aggregate data
2014-06-02The objective of this paper is to test for optimality of consumption decisions at the aggregate level (representative consumer) taking into account popular deviations from the canonical CRRA utility model rule of thumb and ... -
Testing consumption optimality using aggregate data
2014-09-10This paper tests the optimality of consumption decisions at the aggregate level taking into account popular deviations from the canonical constant-relative-risk-aversion (CRRA) utility function model-rule of thumb and ... -
Testing production functions used in empirical growth studies
2002-03-01We estimate and test two alternative functional forms representing the aggregate production function for a panel of countries: the extended neoclassical growth model, and a mincerian formulation of schooling-returns to ... -
Testing production functions used in empirical growth studies
2003-10-11We estimate and test two alternative functional forms, which have been used in the growth literature, representing the aggregate production function for a panel of countries: the model of Mankiw, Romer and Weil (Quarterly ... -
Testing the externalities hypothesis of endogenous growth using cointegration
1994-04The initial endogenous growth models emphasized the importance of externaI effects in explaining sustainable growth across time. Empirically, this hypothesis can be confirmed if the coefficient of physical capital per hour ... -
Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?
2009-02-15Consumption is an important macroeconomic aggregate, being about 70% of GNP. Finding sub-optimal behavior in consumption decisions casts a serious doubt on whether optimizing behavior is applicable on an economy-wide scale, ... -
Time-series properties and empirical evidence of growth and infraestructure: revised version
1998-09After more than forty years studying growth, there are two classes of growth models that have emerged: exogenous and endogenous growth models. Since both try to mimic the same set of long-run stylized facts, they are ... -
Unit roots and the welfare gains of cycle smoothing
1996-05-30li consumption is log-Normal and is decomposed into a linear deterministic trend and a stationary cycle, a surprising result in business-cycle research is that the welfare gains of eliminating uncertainty are relatively ... -
Using common features to investigate common growth cycles for BRICS Countries
2017-05-30Emerging market economies have historically shown high cyclical volatility when compared to developed economies. Common factor models have been largely used in economics as economic theory suggests that there strong linkages ... -
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
2013-06-03The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual horizons. The data to be used consists of metal-commodity prices in a monthly frequency ... -
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
2013-08-22The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity prices at a monthly and quarterly ...
