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Luiz Renato Regis de Oliveira Lima

Personal Details

First Name:Luiz
Middle Name:Renato
Last Name:Lima
Suffix:
RePEc Short-ID:pli389

Affiliation

(99%) Department of Economics
Haslam College of Business
University of Tennessee-Knoxville

Knoxville, Tennessee (United States)
https://haslam.utk.edu/economics
RePEc:edi:ecutkus (more details at EDIRC)

(1%) Departamento de Economia
Centro de Ciências Socais Aplicadas
Universidade Federal da Paraíba

João Pessoa, Brazil
http://www.ccsa.ufpb.br/de/
RePEc:edi:ccufpbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Third Country Effect of Migration: the Trade-Migration Nexus Revisited," Working Papers 2016-22, CEPII research center.
  2. Shirley Pereira De Mesquita & Luiz Renato Regis De Oliveira Lima, 2016. "Trabalho Infantil E Teoria Do "U Invertido": Evidências Para O Brasil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 223, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
  4. Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012. "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers) 5, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
  5. Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
  6. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 668, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  7. Mauricio Canêdo-Pinheiro & Luiz Renato Lima & Rodrigo Leandro de Moura, 2008. "Fatores Econômicos e Incidência de Divórcios: Evidências com Dados Agregados Brasileiros," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807101810570, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Mauricio Canêdo-Pinheiro & Luiz Renato Lima, 2007. "Estimando A Demanda Domiciliar Por Telefones Fixos Com Dados Agregados Brasileiros," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 175, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  9. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006. "Testing covariance stationarity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 632, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  10. Cysne, Rubens Penha & Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2006. "Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 640, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  11. Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
  12. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 631, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  13. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra, 2005. "The asymmetric behavior of the U.S. public debt," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 593, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  14. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2005. "Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 602, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  15. Andrei G. Simonassi & Luiz Renato Lima, 2005. "Dinâmica Não-Linear E Sustentabilidade Da Dívida Pública Brasileira," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  16. Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
  17. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2004. "Purchasing power parity and the unit root tests: a robust analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 552, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  18. Lima, Luiz Renato Regis de Oliveira & Xiao, Zhijie, 2004. "Do shocks permanently change output? : Local persistency in economic time series," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 529, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  19. Kim, Soyoung & Lima, Luiz Renato Regis de Oliveira, 2004. "A new perspective on the PPP hypothesis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 530, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  20. Lima, Luiz Renato Regis de Oliveira & Xiao, Zhijie, 2004. "Robustness of stationary tests under long-memory alternatives," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 541, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  21. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1998. "Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 321, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  22. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1998. "Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 334, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  23. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1997. "Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 306, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

Articles

  1. Figueiredo, Erik & Lima, Luiz Renato & Orefice, Gianluca, 2020. "Migration, trade and spillover effects," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 405-421.
  2. Erik Figueiredo & Luiz Renato Lima, 2020. "Do economic integration agreements affect trade predictability? A group effect analysis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 637-664, May.
  3. Lima, Luiz Renato & Meng, Fanning & Godeiro, Lucas, 2020. "Quantile forecasting with mixed-frequency data," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1149-1162.
  4. Don P. Clark & Luiz Renato Lima & W. Charles Sawyer, 2017. "Stages of diversification in high performing Asian economies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(6), pages 1017-1029, November.
  5. Luiz Renato Lima & Fanning Meng, 2017. "Out‐of‐Sample Return Predictability: A Quantile Combination Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 877-895, June.
  6. Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
  7. Erik Figueiredo & Luiz Lima & Georg Schaur, 2016. "The effect of the Euro on the bilateral trade distribution," Empirical Economics, Springer, vol. 50(1), pages 17-29, February.
  8. Clark, Don P. & Lima, Luiz Renato & Sawyer, W. Charles, 2016. "Stages of diversification in Africa," Economics Letters, Elsevier, vol. 144(C), pages 68-70.
  9. Lima, Luiz Renato & Mesquita, Shirley & Wanamaker, Marianne, 2015. "Child labor and the wealth paradox: The role of altruistic parents," Economics Letters, Elsevier, vol. 130(C), pages 80-82.
  10. Wagner Piazza Gaglianone & Luiz Renato Lima, 2014. "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 736-757, August.
  11. Figueiredo, Erik & Lima, Luiz Renato & Loures, Alexandre & Oliveira, Celina, 2014. "Uma Análise para o Efeito-Fronteira no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(4), October.
  12. Antonio F. Galvao & Carlos Lamarche & Luiz Renato Lima, 2013. "Estimation of Censored Quantile Regression for Panel Data With Fixed Effects," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(503), pages 1075-1089, September.
  13. Wagner Piazza Gaglianone & Luiz Renato Lima, 2012. "Constructing Density Forecasts from Quantile Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1589-1607, December.
  14. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  15. Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
  16. Luiz Renato Lima & Zhijie Xiao, 2010. "Is there long memory in financial time series?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 487-500.
  17. Kim, Soyoung & Lima, Luiz Renato, 2010. "Local persistence and the PPP hypothesis," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 555-569, April.
  18. Lima, Luiz Renato & Notini, Hilton Hostalácio & Reis Gomes, Fábio Augusto, 2010. "Empirical Evidence on Convergence Across Brazilian States," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(2), June.
  19. Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie, 2009. "Nonparametric and robust methods in econometrics," Journal of Econometrics, Elsevier, vol. 152(2), pages 79-80, October.
  20. Issler, João Victor & Lima, Luiz Renato, 2009. "A panel data approach to economic forecasting: The bias-corrected average forecast," Journal of Econometrics, Elsevier, vol. 152(2), pages 153-164, October.
  21. Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B., 2008. "Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach," Journal of Development Economics, Elsevier, vol. 86(2), pages 313-335, June.
  22. Luiz Lima & Jaime de Jesus Filho, 2008. "Further investigation of the uncertain trend in US GDP," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1207-1216.
  23. Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
  24. Lima, Luiz Renato & Xiao, Zhijie, 2007. "Do shocks last forever? Local persistency in economic time series," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 103-122, March.
  25. Zhijie Xiao & Luiz Renato Lima, 2007. "Testing Covariance Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 643-667.
  26. Luiz Lima & Breno Neri, 2006. "Omitted Asymmetric Persistence and Conditional Heteroskedasticity," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-6.
  27. Issler, Joao Victor & Lima, Luiz Renato, 2000. "Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992," Journal of Development Economics, Elsevier, vol. 62(1), pages 131-147, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network
  2. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (9) 2004-06-02 2004-06-02 2004-06-02 2004-06-02 2004-08-16 2006-12-01 2007-02-10 2007-10-06 2008-02-23. Author is listed
  2. NEP-ECM: Econometrics (8) 2004-06-09 2004-06-09 2006-12-01 2007-02-10 2008-03-25 2008-10-07 2010-01-30 2012-03-21. Author is listed
  3. NEP-RMG: Risk Management (6) 2006-07-15 2006-12-01 2008-03-25 2008-10-07 2010-01-30 2010-11-20. Author is listed
  4. NEP-FOR: Forecasting (4) 2007-02-10 2007-10-06 2008-02-23 2012-03-21
  5. NEP-BAN: Banking (2) 2010-01-30 2010-11-20
  6. NEP-IAS: Insurance Economics (2) 2006-07-15 2006-12-01
  7. NEP-IFN: International Finance (2) 2004-06-02 2004-08-16
  8. NEP-INT: International Trade (2) 2014-09-25 2016-10-09
  9. NEP-LAM: Central and South America (2) 2005-10-15 2006-12-01
  10. NEP-MIG: Economics of Human Migration (2) 2014-09-25 2016-10-09
  11. NEP-FMK: Financial Markets (1) 2006-07-15
  12. NEP-MAC: Macroeconomics (1) 2005-10-15
  13. NEP-PBE: Public Economics (1) 2006-12-01

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