Browsing FGV EPGE - Ensaios Econômicos by Author "Issler, João Victor"
Now showing items 41-60 of 85
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Um indicador coincidente e antecedente da atividade econômica brasileira
2009-06-26Esse artigo tem três contribuições originais. A primeira é exatamente no esforço de reconstrução das séries de emprego e renda, de modo a permitir a criação de um novo índice coincidente para a atividade econômica brasileira. ... -
Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil
2004-02-01Esse trabalho discute 3 índices alternativos de atividade econômica para o Brasil e, a partir dos mesmos, busca estabelecer uma cronologia de recessões para o passado recente da economia brasileira. Isso é feito incorporando ... -
Microfounded forecasting
2015-05Our focus is on information in expectation surveys that can now be built on thousands (or millions) of respondents on an almost continuous-time basis (big data) and in continuous macroeconomic surveys with a limited number ... -
Microfounded forecasting
This paper proposes a Önancial approach to economic forecasting which can be applied to data bases of surveys of forecasts. We model the forecasting decision of an individual from Örst principles (i.e., microfounded) and ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
2003-08-01We 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 ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
2002-06-01We 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 ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
2002-05-01We 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 ... -
Mixed causal-noncausal autoregressions with exogenous regressors
The mixed causal-noncausal autoregressive (MAR) model has been proposed to estimate time series processes involving explosive roots in the autoregressive part, as it allows for stationary forward and backward solutions. ... -
Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997
2000-04-01Com base na análise histórica da economia brasileira nas últimas décadas, poder-se-ia supor que sejam expressivas as restrições aos movimentos internacionais de capitais. Para analisar essa questão, usa-se o modelo ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2009-02-05We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2011-01-27We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2010-09-13We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2010-03-29We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level
2013-04-05Housing is an important component of wealth for a typical household in many countries. The objective of this paper is to investigate the effect of real-estate price variation on welfare, trying to close a gap between the ... -
A note on the forward and the equity-premium puzzles: two symptoms of the same illness?
2013-07-12We build a stochastic discount factor—SDF— using information on US domestic financial data only, and provide evidence that it accounts for foreign markets stylized facts that escape SDF’s generated by consumption based ... -
On the nature of income inequality across nations
2000-03-01In this paper, we investigate the nature of income inequality across nations. First, rather than functional forms or parameter values in calibration exercises that can potentially drives results, we estimate, test, and ... -
On the welfare costs of business cycles in the 20th century
2003-02Lucas (1987) has shown a surprising result in business-cycle research, that the welfare cost of business cycles are relatively small. Using standard assumptions on preferences and a reasonable reduced form for consumption, ... -
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century
2012-10-17Lucas(1987) has shown a surprising result in business-cycle research: the welfare cost of business cycles are very small. Our paper has several original contributions. First, in computing welfare costs, we propose a novel ...
