Listagem FGV EPGE - Ensaios Econômicos por autor "Issler, João Victor"
Itens para a visualização no momento 81-85 of 85
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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 ... -
The welfare cost of macroeconomic uncertainty in the post-war period
2005-12-01Lucas (1987) has shown the surprising result that the welfare cost of business cycles is quite small. Using standard assumptions on preferences and a fully-áedged econometric model we computed the welfare costs of macroeconomic ... -
The welfare cost of macroeconomic uncertainty in the post-war period
2006-09-01With standard assumptions on preferences and a fully-fledged econometric model we computed the welfare costs of macroeconomic uncertainty for post-war U.S. using the BeveridgeNelson decomposition. Welfare costs are about ...
