Browsing Produção Intelectual em Bases Externas by Author "Issler, João Victor"
Now showing items 1-10 of 10
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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 ... -
Educação, investimentos externos e crescimento econômico: evidências empíricas
1996-11-02Using a sensible permanent/transitory decomposition of private output, consumption, and gross investment, we calculate potential output for the Brazilian economy and show that permanent shocks explain almost 100% of the ... -
Estimating and forecasting the volatility of Brazilian finance series using arch models
1999-05-01The goal of this paper is to present a comprehensive emprical analysis of the return and conditional variance of four Brazilian financial series using models of the ARCH class. Selected models are then compared regarding ... -
Estimating common sectoral cycles
1995-02We investigate in this paper the degree of short-run and long-run comovement in U.S. sectoral output data by estimating sectoral trends and cycles. A theoretical model based on Long and Plosser (1983) is used to derive a ... -
Estimating relative risk aversion, the discount rate, and the intertemporal elasticity of substitution in consumption for Brazil using three types of utility function
2000-11-02Using the generalized method of moments, we estimate structural parameters related to relative-risk aversion, the discount rate of future utility, and the intertemporal elasticity of substitution in consumption for the ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
2006-05We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming ... -
Novo indicador coincidente para a atividade industrial brasileira
2009-03-01In this paper we perform and evaluate, in sample, some methodologies for building of coincident indicators focusing on the detection of business cycle of the Industrial activity. Specifically, we try a version of coincident ... -
Prevendo o crescimento da produção industrial usando um número limitado de combinações de previsões
2008The 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 ... -
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992
2000-06In this paper, we investigate three central issues in public finance. First, was the path of public debt sustainable during 1947-1992? Second, how has the government balanced the budget after shocks to either revenues or ... -
Time-series properties and empirical evidence of growth and infrastructure
1998-05-01After 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 ...
