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~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
Textos para discussão
655
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
47
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18
Economics Working Papers (Ensaios Economicos da EPGE)
12
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Nonlinear error correction models with an application to commodity prices
Magri, Rafael
;
Medeiros, Marcelo C.
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 145-170
Persistent link: https://www.econbiz.de/10011538653
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2
Unobserved heterogeneity in regression models : a semiparametric approach based on nonlinear sieves
Assunção, Juliano J.
;
Burity, Priscila
;
Medeiros, …
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011538815
Saved in:
3
Price discovery in Brazilian FX markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 65-94
Persistent link: https://www.econbiz.de/10011538826
Saved in:
4
The high-frequency impact of macroeconomic announcements on the Brazilian futures markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10011644164
Saved in:
5
Forecasting Brazilian inflation with high dimensional models
Medeiros, Marcelo C.
;
Vasconcelos, Gabriel F. R.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 223-254
Persistent link: https://www.econbiz.de/10011644505
Saved in:
6
The finite-sample size of the BDS test for GARCH standardized residuals
Fernandes, Marcelo
;
Preumont, Pierre-Yves
- In:
Brazilian review of econometrics : BRE ; the review of …
32
(
2012
)
2
,
pp. 241-260
Persistent link: https://www.econbiz.de/10011538566
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7
Market depth at the BM&FBovespa
Barros, Carlos Felipe
;
Fernandes, Marcelo
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10011538682
Saved in:
8
Voting premium in the Brazilian equity market
Souza, Vitor Frango de
;
Fernandes, Marcelo
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10011538700
Saved in:
9
Brazilian corporate debt issuance : should one invest in local or international bonds?
Nunes, Ricardo Machado
;
Fernandes, Marcelo
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10011538778
Saved in:
10
The macroeconomic determinants of the term structure of inflation expectations in Brazil
Thiele, Eduardo
;
Fernandes, Marcelo
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10011538796
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