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Search: person:"PEREIRA, PEDRO LUIZ VALLS"
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Estimation
Brasilien
20
Brazil
20
Theorie
17
Theory
17
Time series analysis
15
Zeitreihenanalyse
15
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
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8
Prognoseverfahren
8
Capital income
7
Kapitaleinkommen
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Schätzung
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Estimation theory
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Schätztheorie
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Ansteckungseffekt
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Contagion effect
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Correlation
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Dimension reduction
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Forecast
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Korrelation
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Large panels
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Markov chain
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Markov-Kette
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Portfolio selection
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Portfolio-Management
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Börsenkurs
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Financial crisis
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Finanzkrise
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Geldpolitik
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Jumps
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Monetary policy
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Share price
3
1970-1996
2
Analysis of variance
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Core
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English
5
Portuguese
2
Author
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Pereira, Pedro L. Valls
7
Marçal, Emerson Fernandes
3
Fonseca, Marcelo Gonçalves da Silva
1
Lima, Elcyon Caiado Rocha
1
Lopes, Hedibert Freitas
1
Martin, Diógenes Manoel Leiva
1
Moreira, Ajax
1
Nakamura, Wilson Toshiro
1
Rotta, Pedro Nielsen
1
Santos Filho, Otaviano Canuto dos
1
Wink Junior, Marcos Vinício
1
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Applied economics
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Pesquisa e planejamento econômico : PPE
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
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ECONIS (ZBW)
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1
Credit shocks and monetary policy in Brazil : a structural FAVAR approach
Fonseca, Marcelo Gonçalves da Silva
;
Pereira, Pedro L. …
- In:
Brazilian review of econometrics : BRE ; the review of …
32
(
2012
)
2
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011538554
Saved in:
2
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
3
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
4
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
; …
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2365-2379
Persistent link: https://www.econbiz.de/10009379734
Saved in:
5
Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009627811
Saved in:
6
Paridade do Poder de Compra : testando dados Brasileiros
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
; …
- In:
Revista brasileira de economia : RBE ; revista da …
57
(
2003
)
1
,
pp. 159-190
Persistent link: https://www.econbiz.de/10001810445
Saved in:
7
Tendência estocástica do produto no Brasil : efeitos das flutuações da taxa de crescimento da produtividade e da taxa de juro real
Lima, Elcyon Caiado Rocha
;
Lopes, Hedibert Freitas
; …
- In:
Pesquisa e planejamento econômico : PPE
25
(
1995
)
2
,
pp. 249-278
Persistent link: https://www.econbiz.de/10001234032
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