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Luiz Renato Lima

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Personal Details

First Name: Luiz
Middle Name: Renato
Last Name: Lima
Suffix:

RePEc Short-ID: pli389

Email:
Homepage:
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Affiliation

(99%) Departamento de Economia
Centro de Ciências Socais Aplicadas
Universidade Federal da Paraíba
Location: João Pessoa, Brazil
Homepage: http://www.ccsa.ufpb.br/de/
Email:
Phone: (083) 216-7501
Fax: (083) 216-7501
Postal: Cidade Universitária, Campus I, 58.051.900 - João Pessoa-PB
Handle: RePEc:edi:ccufpbr (more details at EDIRC)
(1%) Department of Economics
College of Business
University of Tennessee-Knoxville
Location: Knoxville, Tennessee (United States)
Homepage: http://econ.bus.utk.edu/
Email:
Phone: 865-974-3100
Fax: (865) 974-1766
Postal: Knoxville - TN 37996
Handle: RePEc:edi:ecutkus (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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 Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. 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.
  4. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008. "A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast," Economics Working Papers (Ensaios Economicos da EPGE) 668, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  5. 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 Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  6. 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," Economics Working Papers (Ensaios Economicos da EPGE) 631, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  7. Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
  8. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006. "Testing Covariance Stationarity," Economics Working Papers (Ensaios Economicos da EPGE) 632, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  9. 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, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  10. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra, 2005. "The Asymmetric Behavior of the U.S. Public Debt," Economics Working Papers (Ensaios Economicos da EPGE) 593, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. 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)," Economics Working Papers (Ensaios Economicos da EPGE) 602, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. 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 33th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  13. Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
  14. Kim, Soyoung & Lima, Luiz Renato Regis de Oliveira, 2004. "A new perspective on the PPP hypothesis," Economics Working Papers (Ensaios Economicos da EPGE) 530, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  15. Lima, Luiz Renato Regis de Oliveira & Xiao, Zhijie, 2004. "Do shocks permanently change output? Local persistency in economic time series," Economics Working Papers (Ensaios Economicos da EPGE) 529, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  16. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2004. "Purchasing power parity and the unit root tests: A robust analysis," Economics Working Papers (Ensaios Economicos da EPGE) 552, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  17. Lima, Luiz Renato Regis de Oliveira & Xiao, Zhijie, 2004. "Robustness of stationary tests under long-memory alternatives," Economics Working Papers (Ensaios Economicos da EPGE) 541, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  18. 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, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  19. 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, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  20. 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, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Luiz Renato Lima & Hilton Hostalácio Notini & Fábio Augusto Reis Gomes, 2010. "Empirical Evidence on Convergence Across Brazilian States," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 64(2), pages 135-160, June.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Zhijie Xiao & Luiz Renato Lima, 2007. "Testing Covariance Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 643-667.
  12. 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.
  13. Luiz Lima & Breno Neri, 2006. "Omitted Asymmetric Persistence and Conditional Heteroskedasticity," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-6.
  14. 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.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-01-30 2010-11-20
  2. NEP-ECM: Econometrics (7) 2004-06-09 2004-06-09 2007-02-10 2008-03-25 2008-10-07 2010-01-30 2012-03-21. Author is listed
  3. NEP-ETS: Econometric Time Series (8) 2004-06-02 2004-06-02 2004-06-02 2004-06-02 2004-08-16 2007-02-10 2007-10-06 2008-02-23. Author is listed
  4. NEP-FOR: Forecasting (4) 2007-02-10 2007-10-06 2008-02-23 2012-03-21
  5. NEP-IAS: Insurance Economics (1) 2006-07-18
  6. NEP-IFN: International Finance (2) 2004-06-02 2004-08-16
  7. NEP-LAM: Central & South America (1) 2005-10-24
  8. NEP-MAC: Macroeconomics (1) 2005-10-18
  9. NEP-RMG: Risk Management (4) 2008-03-25 2008-10-07 2010-01-30 2010-11-20

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