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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