Papers
- Out-of-sample Return Predictability: a Quantile Combination Approach (forthcoming in Journal of Applied Econometrics), with Fanning Meng PDF Online appendix
- Stages of diversification in Africa (Economics Letters), with Don Clark and Charles Sawyer
- Migration and Regional Trade Agreement: a (new) Gravity Estimation (Review of International Economics), with Erik Figueiredo and Gianluca Orefice PDF
- The Effect of the Euro on the Bilateral Trade Distribution (Empirical Economics), with Georg Schaur and Erik Figueiredo PDF
- Child Labor and the Wealth Paradox: the role of altruistic parents (Economics Letters), with Marianne Wanamaker and Shirley Mesquita PDF
- An Analysis of the Border Effect in Brazil (Brazilian Review of Economics), with Erik Figueiredo, A. Loures and C. Oliveira
- Constructing Optimal Density Forecasts from Point Forecast Combinations (Journal of Applied Econometrics), with Wagner Gaglianone PDF
- Estimation of Censored Quantile Regression for Panel Data with Fixed Effects (Journal of the American Statistical Association (Theory and Methods)), with A. Galvao and C. Lamarche PDF
- A test for strict stationarity (In Uncertainty Analysis in Econometrics with Applications), with Breno Neri PDF
- Constructing Density Forecasts from Quantile Regressions (Journal of Money, Credit and Banking), with W. Gaglianone PDF
- Evaluating Value-at-Risk Models via Quantile Regressions (Journal of Business & Economic Statistics), with W. Gaglianone, O. Linton and D. Smith PDF
- Testing Unit Root Based on Partially Adaptive Estimation (Journal of Time Series Econometrics), with Zhijie Xiao PDF
- Local Persistence and the PPP Hypothesis (Journal of International Money and Finance), with Soyoung Kim
- Is There Long Memory in Financial Time Series? (Applied Financial Economics), with Zhijie Xiao
- Empirical Evidence on Convergence Across Brazilian States (Brazilian Review of Economics), with Hilton Notini and Fabio Gomes PDF
- A Panel Data Approach to Economic Forecasting: the bias-corrected average forecast (Journal of Econometrics), with Joao Issler PDF
- Nonparametric and Robust Methods in Econometrics (Jounal of Econometrics), with J. Porter, M. Moreira, and Z. Xiao
- Debt Ceiling and Fiscal Sustainability in Brazil: a quantile autoregression approach (Journal of Development Economics), W. Gaglianone and R. Sampaio PDF
- Further Investigation of the Uncertain Trend in US DGP (Applied Economics), with Jaime Filho
- Testing Covariance Stationarity (Econometric Reviews), with Zhijie Xiao
- Comparing Value-at-Risk Methodologies (Brazilian Review of Econometrics), with Breno Neri
- Do Shocks Last Forever? (Journal of Macroeconomics), with Zhijie Xiao PDF
- Omitted Asymmetric Persistence and Conditional Heteroskedasticity (Economics Bulletin), with Breno Neri
- Public Debt Sustainability and Endogenous Seignorage in Brazil: Time Series Evidence s(Journal of Development Economics), with J. Issler