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Information about:
Luiz Renato Lima

Personal Details | Affiliation | Works
This is information that was supplied by Luiz Lima in registering through RePEc. If you are Luiz Renato Lima , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Luiz
Middle Name: Renato
Last Name: Lima
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RePEc Short-ID: pli389

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]
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  2. 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, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    Published as:

  3. 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]. [Downloadable!]

  4. 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]. [Downloadable!]

  5. 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, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Published as:

  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. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006. "Testing Covariance Stationarity," Economics Working Papers (Ensaios Economicos da EPGE) 632, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Published as:

  8. Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics. [Downloadable!]
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  9. 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]. [Downloadable!]
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  10. Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
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  11. 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).

  12. 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!]

  13. 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).

Articles

  1. 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. [Downloadable!] (restricted)
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  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
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  4. Luiz Lima & Jaime de Jesus Filho, 2008. "Further investigation of the uncertain trend in US GDP," Applied Economics, Taylor and Francis Journals, vol. 40(9), pages 1207-1216. [Downloadable!] (restricted)

  5. Zhijie Xiao & Luiz Renato Lima, 2007. "Testing Covariance Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 26(6), pages 643-667. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)

  7. Luiz Lima & Breno Neri, 2006. "Omitted Asymmetric Persistence and Conditional Heteroskedasticity," Economics Bulletin, Economics Bulletin, vol. 3(5), pages 1-6. [Downloadable!]

  8. 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)

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2006-12-01 2007-02-10 2008-03-25 2008-10-07 Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2006-12-01 2007-02-10 2007-10-06 2008-02-23 Author is listed
  3. NEP-FMK: Financial Markets (1) 2006-07-15
  4. NEP-FOR: Forecasting (3) 2007-02-10 2007-10-06 2008-02-23 Author is listed
  5. NEP-IAS: Insurance Economics (2) 2006-07-15 2006-12-01
  6. NEP-LAM: Central & South America (1) 2006-12-01
  7. NEP-PBE: Public Economics (1) 2006-12-01
  8. NEP-RMG: Risk Management (4) 2006-07-15 2006-12-01 2008-03-25 2008-10-07 Author is listed
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This page was last updated on 2009-11-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.