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High-Dimensional Covariance Matrix Estimation: Shrinkage Toward a Diagonal Target
Ando, Sakai - 2023
This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of the sample covariance matrix. We derive the closed-form solution of the shrinkage parameter and...
Persistent link: https://www.econbiz.de/10015058887
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On Brazil’s Term Structure; Stylized Facts and Analysis of Macroeconomic Interactions
Cabral, Rodrigo; Munclinger, Richard; Alves, Luiz; … - International Monetary Fund (IMF) - 2011
This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to …
Persistent link: https://www.econbiz.de/10009147330
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Financial Development, the Structure of Capital Markets, and the Global Digital Divide.
Yartey, Charles Amo - 2006
Intro -- Contents -- I. INTRODUCTION -- II. FINANCE, FINANCIAL STRUCTURE, AND TECHNOLOGICAL DEVELOPMENT -- III. CROSS-COUNTRY DIFFUSION OF ICT -- IV. METHODOLOGY -- V. EMPIRICAL RESULTS -- VI. CONCLUDING REMARKS.
Persistent link: https://www.econbiz.de/10012690964
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Intra-regional spillovers in South America : is Brazil systemic after all?
Adler, Gustavo; Sosa, Sebastián - 2012
Shocks stemming from Brazil - the large neighbor in South America - have historically been a source of concern for … policy-makers in other countries of the region. This paper studies the importance of Brazil's influence on its neighboring … setting. While trade linkages with Brazil are significant for the Southern Cone countries (Argentina, Bolivia, Chile, Paraguay …
Persistent link: https://www.econbiz.de/10009618584
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Household Income As A Determinant of Child Labor and School Enrollment in Brazil
Carvalho Filho, Irineu E. - 2008
14 in Brazil using a social security reform as a source of exogenous variation in household income. Estimates imply that …
Persistent link: https://www.econbiz.de/10012677675
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Allowances for Corporate Equity in Practice.
Klemm, Alexander - 2006
Intro -- Contents -- I. INTRODUCTION -- II. ACE TAX SYSTEMS -- III. ACE SYSTEMS IN PRACTICE -- IV. PREVIOUS ANALYSES OF ACE TAX SYSTEMS -- V. THE BRAZILIAN ACE VARIANT -- VI. CONCLUSION -- Appendix I. Effective Tax Rates -- REFERENCES.
Persistent link: https://www.econbiz.de/10012690981
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Myth of Post-Reform Income Stagnation in Brazil.
Chamon, Marcos - 2006
Persistent link: https://www.econbiz.de/10012690983
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External Adjustment and Equilibrium Exchange Rate in Brazil.
Paiva, Claudio - 2006
Intro -- Contents -- I. INTRODUCTION -- II. THE EXTERNAL ADJUSTMENT -- III. THE EQUILIBRIUM EXCHANGE RATE IN BRAZIL …
Persistent link: https://www.econbiz.de/10012690990
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Common Factors in Latin America's Business Cycles.
Aiolfi, Marco - 2006
Persistent link: https://www.econbiz.de/10012691015
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Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : A "Fan-Chart" Approach
Debrun, Xavier - 2006
Intro -- Contents -- I. INTRODUCTION -- II. DEBT SUSTAINABILITY ANALYSIS AND RISK -- III. DEBT DYNAMICS AND THE CONDUCT OF FISCAL POLICY -- IV. RISKS TO DEBT SUSTAINABILITY IN FIVE EMERGING MARKET ECONOMIES -- V. CONCLUSION -- Appendix -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691046