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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

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

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

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

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

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

Taxas de câmbio, elasticidades-renda e saldo comercial na economia brasileira

Holland, Márcio; Santos Filho, Otaviano Canuto dos; … - 1997

Persistent link: https://www.econbiz.de/10000964192

Exchange rate misalignments, interdependence, crises, and currency wars : an empirical assessment

Marçal, Emerson Fernandes - In: Revista brasileira de economia : RBE ; revista da … 68 (2014) 2, pp. 243-276

Persistent link: https://www.econbiz.de/10011446550

Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? : evidence for United States

Marçal, Emerson Fernandes; Prince, Diogo de; … - In: The empirical economics letters : a monthly … 17 (2018) 3, pp. 417-429

Persistent link: https://www.econbiz.de/10011913017

Are Professional Forecasters Rational? Evidence for Brazilian Dataset

de Prince, Diogo - 2020

We test forecast rationality for Brazilian inflation using Survey of Professional Forecasters (SPF) for each month. We consider panel data traditional tests as Mincer and Zarnowitz (1969) and West and McCracken (1998) to verify if forecast errors have zero mean and are uncorrelated with the...

Persistent link: https://www.econbiz.de/10012840588