Printed from https://ideas.repec.org/s/ibr/dpaper.html
Content
2012
- 2012-05 Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA
by Márcio Laurini & Márcio Alves Diniz - 2012-04 Some Comments on a Macro-Finance Model with Stochastic Volatility
by Márcio Laurini & João Frois Caldeira - 2012-03 Generalized Tests of Investment Fund Performance
by Márcio Laurini - 2012-02 A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models
by Márcio Laurini - 2012-01 Dynamic Functional Data Analysis with Nonparametric State Space Models
by Márcio Laurini
2011
- 2011-02 Bayesian Factor Selection in Dynamic Term Structure Models
by Márcio Laurini - 2011-01 Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
by Márcio Laurini & Luiz Koodi Hotta
2010
- 2010-01 New Evidence on the Role of Cognitive Skill in Economic Development
by Eduardo de Carvalho Andrade & Márcio Laurini
2008
- 2008-02 Symmetry and Time Changed Brownian Motions
by José Fajardo & Ernesto Mordecki - 2008-01 Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation
by José Fajardo & Aquiles Farias
2007
- 2007-03 A Relevância do Canal de Empréstimos Bancários no Brasil
by Fernando N. de Oliveira & Renato da Motta Andrade Neto - 2007-02 Effects of Monetary Policy on Corporations in Brazil. An Empirical Analysis of the Balance Sheet Channel
by Fernando N. de Oliveira & Marco Antônio Costa - 2007-01 Interventions in the Foreign Exchange Market: Effectiveness of Derivatives and Other Instruments
by Walter Novaes & Fernando N. de Oliveira
2006
- 2006-05 Existence of Equilibrium in Common Agency Games with Adverse Selection
by Guilherme Carmona & José Fajardo - 2006-04 Skewness Premium with Lévy Processes
by José Fajardo & Ernesto Mordecki - 2006-03 Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes
by Alexandre B. Cunha - 2006-02 The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
by João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén - 2006-01 Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos
2005
- 2005-14 Demanda de Derivativos de Câmbio no Brasil: Hedge ou Especulação
by Walter Novaes & Fernando N. de Oliveira - 2005-13 The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank
by Fernando N. de Oliveira & Walter Novaes - 2005-12 Duality and Derivative Pricing with Time-Changed Lévy Processes
by José Fajardo & Ernesto Mordecki - 2005-11 The Evolution of International Output Differences (1960-2000): From Factors to Productivity
by Pedro Cavalcanti Ferreira & Samuel de Abreu Pessôa & Fernando A. Veloso - 2005-10 On The Tyranny of Numbers: East Asian Miracles in World Perspective
by Pedro Cavalcanti Ferreira & Samuel de Abreu Pessôa & Fernando A. Veloso - 2005-09 Ownership Structure and the Market for Corporate Control
by Daniel Ferreira & Emanuel Ornelas & John L. Turner - 2005-08 Trust-Based Trade
by Luis Araujo & Emanuel Ornelas - 2005-07 Equivalent Martingale Measures and Lévy Processes
by José Fajardo - 2005-06 The Optimality of the Friedman Rule When Some Distorting Taxes Are Exogenous
by Alexandre B. Cunha - 2005-05 Brazilian Business Cycles and Growth from 1850 to 2000
by Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha - 2005-04 Do Options Contain Information About Excess Bond Returns?
by Caio Almeida & Jeremy J. Graveline & Scott Joslin - 2005-03 Skinning the Cat: Education Distribution, Changes in the School Premium and Earnings Inequality
by Sergio G. Ferreira - 2005-02 Pension Reform in Brazil: Transitional Issues in a Model with Endogenous Labor Supply
by Sergio G. Ferreira - 2005-01 Duality and Derivative Pricing with Lévy Processes
by José Fajardo & Ernesto Mordecki