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ECONIS (ZBW)
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RePEc
11
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1
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
2
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:
3
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
Saved in:
4
On the robustness of the principal volatility components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
Ascent after decline : regrowing global economies after the Great Recession
Santos Filho, Otaviano Canuto dos
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009532930
Saved in:
7
The curious case of Brazil's closedness to trade
Santos Filho, Otaviano Canuto dos
;
Fleischhaker, Cornelius
-
2015
Persistent link: https://www.econbiz.de/10010513420
Saved in:
8
Access to finance, product innovation and middle-income traps
Agénor, Pierre-Richard
;
Santos Filho, Otaviano Canuto dos
-
2014
Persistent link: https://www.econbiz.de/10010239943
Saved in:
9
Financial deepening and post-crisis development in emerging markets : current perils and future dawns
Gevorkyan, Aleksandr V.
(
ed.
); …
-
2016
Persistent link: https://www.econbiz.de/10011486018
Saved in:
10
Gender equality and economic growth in Brazil : a long-run analysis
Agénor, Pierre-Richard
;
Santos Filho, Otaviano Canuto dos
- In:
Journal of macroeconomics
43
(
2015
),
pp. 155-172
Persistent link: https://www.econbiz.de/10011507053
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