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Information about:
João Victor Issler

Personal Details | Affiliation | Works
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Personal Details

First Name: João
Middle Name: Victor
Last Name: Issler
Suffix:

RePEc Short-ID: pis7

Email:
Homepage: http://epge.fgv.br/portal/pt/pessoas/docente/2005.html
Postal Address: Graduate School of Economics - EPGE Getulio Vargas Foundation Praia de Botafogo 190 s. 1125 Rio de Janeiro RJ 22250-900 Brazil
Phone: 5521 25595833

Affiliation

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This author is among the top 5% authors according to these criteria:
  1. Number of Works

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Gomes, Fábio Augusto Reis & Issler, João Victor, 2009. "Testing the Optimality of Aggregate Consumption Decisions: Is there Rule-of-Thumb Behavior?," Economics Working Papers (Ensaios Economicos da EPGE) 682, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  2. Guillén, Osmani Teixeira de Carvalho & Farshid, Vahid & Athanasopoulos, George & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 688, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:

  3. Wagner Piazza Gaglianone & João Victor Issler, 2009. "An Econometric Cntribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department. [Downloadable!]

  4. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast," Economics Working Papers (Ensaios Economicos da EPGE) 642, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    Published as:

  5. Matos, Paulo & Costa, Carlos Eugênio da & Issler, João Victor, 2007. "The Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?," Economics Working Papers (Ensaios Economicos da EPGE) 649, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  6. 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," Economics Working Papers (Ensaios Economicos da EPGE) 640, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  7. Gilberto Hollauer & João Victor Issler, 2006. "Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias," Discussion Papers 1194, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]

  8. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006. "A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data," Economics Working Papers (Ensaios Economicos da EPGE) 628, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  9. Gilberto Hollauer & João Victor Issler, 2006. "Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias," Discussion Papers 1198, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]

  10. Gilberto Hollauer & João Victor Issler, 2006. "Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias," Discussion Papers 1191, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]

  11. Gilberto Hollauer & Luiz Dias Bahia & João Victor Issler, 2006. "Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial," Discussion Papers 1172, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]

  12. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," Economics Working Papers (Ensaios Economicos da EPGE) 605, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    Published as:

  13. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Other versions:

  14. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Economics Working Papers (Ensaios Economicos da EPGE) 583, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  15. Gomes, Fábio Augusto Reis & Issler, João Victor & Salvato, Márcio Antônio, 2004. "Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis," Economics Working Papers (Ensaios Economicos da EPGE) 549, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Published as:

  16. Humberto Carlos Faria Teixeira & Joao Victor Issler, 2004. "Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation," Econometric Society 2004 Latin American Meetings 246, Econometric Society.

  17. Issler, João Victor & Ferreira, Rachel Couto, 2004. "Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais," Economics Working Papers (Ensaios Economicos da EPGE) 550, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  18. Spacov, Andrei Dudus & Duarte, Angelo José Mont'Alverne & Issler, João Victor, 2004. "Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil," Economics Working Papers (Ensaios Economicos da EPGE) 527, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  19. Fabio Araújo & João Victor Issler, 2004. "Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo," Working Papers Series 86, Central Bank of Brazil, Research Department. [Downloadable!]

  20. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2003. "On the welfare costs of business cycles in the 20th century," Economics Working Papers (Ensaios Economicos da EPGE) 481, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  21. Ferreira, Pedro Cavalcanti Gomes & Issler, João Victor & Pessoa, Samuel de Abreu, 2003. "Testing production functions used in empirical growth studies," Economics Working Papers (Ensaios Economicos da EPGE) 507, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    Published as:

  22. Lima, Alexandre Maia Correia & Issler, João Victor, 2003. "A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente," Economics Working Papers (Ensaios Economicos da EPGE) 480, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Published as:

  23. Issler, João Victor & Pillar, Tatiana Caldas de Lima Aché, 2002. "Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros," Economics Working Papers (Ensaios Economicos da EPGE) 454, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  24. Issler, João Victor & Vahid, Farshid, 2002. "The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity," Economics Working Papers (Ensaios Economicos da EPGE) 450, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
    Published as:

  25. Issler, João Victor & Piqueira, Natália Scotto, 2001. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três Tipos de Função Utilidade," Economics Working Papers (Ensaios Economicos da EPGE) 424, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  26. Vahid, Farshid & Issler, João Victor, 2001. "The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Economics Working Papers (Ensaios Economicos da EPGE) 417, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
    Published as:

  27. Anchite, Claudine Furtado & Issler, João Victor, 2001. "Racionalidade e Previsibilidade no Mercado Brasileiro de Ações: Uma Aplicação de Modelos de Valor Presente," Economics Working Papers (Ensaios Economicos da EPGE) 415, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  28. Issler, João Victor & Piqueira, Natália Scotto, 2000. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," Economics Working Papers (Ensaios Economicos da EPGE) 387, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  29. Pedro Cavalcanti Ferreira & Samuel deAbreu Pessoa & Joao Victor Issler, 2000. "On the Nature of Income Inequality Across Nations," Econometric Society World Congress 2000 Contributed Papers 1487, Econometric Society. [Downloadable!]
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  30. Senna, Fernanda Assed de Almeida & Issler, João Victor, 2000. "Mobilidade de Capitais e Movimentos da Conta Corrente do Brasil: 1947-1997," Economics Working Papers (Ensaios Economicos da EPGE) 379, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  31. Vahid, Farshid & Issler, João Victor, 1999. "The Importance of Common-Cyclical Features in VAR Analysis: A Monte-Carlo Study (Preliminary Version)," Economics Working Papers (Ensaios Economicos da EPGE) 352, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  32. Issler, João Victor, 1999. "Estimating and Forecasting the Volatility of Brazilian Finance Series Using Arch Models (Preliminary Version)," Economics Working Papers (Ensaios Economicos da EPGE) 347, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  33. 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?," Economics Working Papers (Ensaios Economicos da EPGE) 321, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  34. Reis, Eustáquio José & Blanco, Fernando & Issler, João Victor & Carvalho, Leonardo de, 1998. "Renda Permanente e Poupança Precaucional: Evidências Empíricas Para o Brasil no Passado Recente (Versão Revisada)," Economics Working Papers (Ensaios Economicos da EPGE) 338, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  35. Issler, João Victor & Ferreira, Pedro Cavalcanti Gomes, 1998. "Time-Series Properties and Empirical Evidence of Growth and Infrastructure (Revised Version)," Economics Working Papers (Ensaios Economicos da EPGE) 336, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  36. Vahid, Farshid & Issler, João Victor, 1998. "Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version)," Economics Working Papers (Ensaios Economicos da EPGE) 335, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  37. 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)," Economics Working Papers (Ensaios Economicos da EPGE) 334, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  38. Gonzaga, Gustavo & Issler, João Victor & Corseuil, Carlos Henrique Leite, 1997. "Desemprego Regional no Brasil: Uma Abordagem Empírica," Economics Working Papers (Ensaios Economicos da EPGE) 302, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
    Other versions:

  39. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1997. "Public Debt Sustainability and Endogenous Seignorage in Brazil: Time-Series Evidence From 1947-92," Economics Working Papers (Ensaios Economicos da EPGE) 306, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  40. Issler, João Victor & Ferreira, Pedro Cavalcanti Gomes, 1995. "Growth, Increasing Returns and Public Infrastructure: Time Series Evidence," Economics Working Papers (Ensaios Economicos da EPGE) 258, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  41. Vahid, Farshid & Issler, João Victor, 1995. "Common Cycles in Macroeconomic Aggregates (Revised Version)," Economics Working Papers (Ensaios Economicos da EPGE) 257, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  42. Marone, Guilherme & Gonzaga, Gustavo & Issler, João Victor, 1995. "Educação e Investimentos Externos Como Determinantes do Crescimento A Longo Prazo," Economics Working Papers (Ensaios Economicos da EPGE) 274, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  43. Issler, João Victor, 1995. "Estimating the Term Structure of Volatility and Fixed Income Derivative Pricing," Economics Working Papers (Ensaios Economicos da EPGE) 272, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  44. Vahid, Farshid & Issler, João Victor, 1994. "Common Cycles in Macroeconomic Aggregates," Economics Working Papers (Ensaios Economicos da EPGE) 233, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  45. Issler, João Victor & Ferreira, Pedro Cavalcanti Gomes, 1994. "Testing the Externalities Hypothesis of Endogenous Growth Using Cointegration," Economics Working Papers (Ensaios Economicos da EPGE) 236, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  46. Robert F. Engle & Jo‹o Victor Issler, 1993. "Common Trends and Common Cycles in Latin America," University of California at San Diego, Economics Working Paper Series 93-04, Department of Economics, UC San Diego.

  47. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  48. Issler, João Victor & Cysne, Rubens Penha, 1993. "Previsões de M1 com dados mensais," Economics Working Papers (Ensaios Economicos da EPGE) 220, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

Articles

  1. Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February. [Downloadable!] (restricted)
    Other versions:

  2. Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006. "Common features," Journal of Econometrics, Elsevier, vol. 132(1), pages 1-5, May. [Downloadable!] (restricted)

  3. Issler, Joao Victor & Vahid, Farshid, 2006. "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, vol. 132(1), pages 281-303, May. [Downloadable!] (restricted)
    Other versions:

  4. Pedro Cavalcanti Ferreira & Joao victor Issler & Samuel de Abreu Pessoa, 2005. "An investigation of cross-country incme differences," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 20(2), pages 3-22, December. [Downloadable!]

  5. Fábio Augusto Reis Gomes & João Victor Issler & Márcio Antônio Salvato, 2005. "Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 59(1), April.
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  6. Ferreira, Pedro Cavalcanti & Issler, Joao Victor & de Abreu Pessoa, Samuel, 2004. "Testing production functions used in empirical growth studies," Economics Letters, Elsevier, vol. 83(1), pages 29-35, April. [Downloadable!] (restricted)
    Other versions:

  7. Alexandre Maia Correia Lima & João Victor Issler, 2003. "A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 57(4), April. [Downloadable!]
    Other versions:

  8. Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August. [Downloadable!] (restricted)
    Other versions:

  9. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 449-475, June. [Downloadable!] (restricted)

  10. 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. [Downloadable!] (restricted)

  11. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February. [Downloadable!] (restricted)

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-12-14
  2. NEP-CBA: Central Banking (1) 2008-12-14
  3. NEP-DEV: Development (1) 2004-06-02
  4. NEP-DGE: Dynamic General Equilibrium (3) 2004-06-02 2005-04-03 2006-01-24
  5. NEP-ECM: Econometrics (8) 2002-04-25 2002-04-25 2005-04-03 2005-06-05 2006-01-24 2007-02-10 2009-02-07 2009-03-22 Author is listed
  6. NEP-ENV: Environmental Economics (1) 2009-02-22
  7. NEP-ETS: Econometric Time Series (7) 2002-04-25 2005-06-05 2006-01-24 2007-02-10 2007-10-06 2008-02-23 2009-03-22 Author is listed
  8. NEP-FIN: Finance (2) 2005-04-03 2005-11-19
  9. NEP-FOR: Forecasting (5) 2006-01-24 2007-02-10 2007-10-06 2008-02-23 2009-03-22 Author is listed
  10. NEP-MAC: Macroeconomics (3) 2005-12-09 2006-01-24 2006-09-30
  11. NEP-OPM: Open MacroEconomics (1) 2009-02-07
  12. NEP-TUR: Tourism Economics (1) 2009-02-22
  13. NEP-UPT: Utility Models & Prospect Theory (2) 2005-11-19 2007-09-24
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This page was last updated on 2009-11-20.

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