• NEP-ALL-2006-12-01 (All new papers)
• NEP-IAS-2006-12-01 (Insurance Economics)
• NEP-RMG-2006-12-01 (Risk Management)

1. Neri, Marcelo Cortes & Moura, Rodrigo Leandro de, 2005. "La institucionalidad del salario mínimo en Brasil," Economics Working Papers (Ensaios Economicos da EPGE) 607, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
2. Monteiro, Paulo Klinger & Page Junior, Frank H., 2006. "Resultados uniformemente seguros e equilíbrio de Nash em jogos compactos," Economics Working Papers (Ensaios Economicos da EPGE) 621, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
3. Flôres Junior, Renato Galvão & Fontoura, Maria Paula & Santos, Rogério Guerra, 2006. "Foreign direct investment spillovers in Portugal: additional lessons from a country study," Economics Working Papers (Ensaios Economicos da EPGE) 618, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
   Other versions:
   • Renato G. Flôres & Maria Paula Fontoura & Rogério Guerra Santos, 2007. "Foreign Direct Investment Spillovers in Portugal: Additional Lessons from a Country Study," European Journal of Development Research, Taylor and Francis Journals, vol. 19(3), pages 372-390. [Downloadable!] (restricted)
4. repec:cup:etheor:v:12:y:1996:i:5:p:793-813 is not listed on IDEAS
5. Rubens Penha Cysne, 2006. "Income Inequality in a Job-Search Model With Heterogeneous Discount Factors," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 7(2), pages 217-224. [Downloadable!]
6. Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June. [Downloadable!] (restricted)
   Other versions:
   • Giot,Pierre & Laurent,Sebastien, 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
   • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
7. Cysne, Rubens Penha, 2006. "Income Inequality in a Job-Search Model With Heterogeneous Discount Factors (Revised Version, Forthcoming 2006, Revista Economia)," Economics Working Papers (Ensaios Economicos da EPGE) 611, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
8. Simone Manganelli & Robert F. Engle, 2001. "Value at risk models in finance," Working Paper Series 075, European Central Bank. [Downloadable!]
9. Koenker, Roger & Zhao, Quanshui, 1996. "Conditional Quantile Estimation and Inference for Arch Models," Econometric Theory, Cambridge University Press, vol. 12(05), pages 793-813, December. [Downloadable!]
10. Monteiro, Paulo Klinger, 2006. "First-Price Auction Symmetric Equilibria with a General Distribution," Economics Working Papers (Ensaios Economicos da EPGE) 616, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
    • Monteiro, Paulo Klinger, 2004. "First-Price auction symmetric equlibria with a general distribution," Economics Working Papers (Ensaios Economicos da EPGE) 568, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    • Monteiro, Paulo Klinger, 2009. "First-price auction symmetric equilibria with a general distribution," Games and Economic Behavior, Elsevier, vol. 65(1), pages 256-269, January. [Downloadable!] (restricted)
11. Flôres Junior, Renato Galvão & Watanuki, Masakazu, 2006. "Is China a Northern Partner to Mercosul?," Economics Working Papers (Ensaios Economicos da EPGE) 617, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
12. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January. [Downloadable!] (restricted)
13. Araújo, Aloísio Pessoa de & Funchal, Bruno, 2006. "How much debtors' punishment?," Economics Working Papers (Ensaios Economicos da EPGE) 615, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
14. Flôres Junior, Renato Galvão & Watanuki, Masakazu, 2006. "Integration Options for Mercosul - An Investigation Using the AMIDA Model," Economics Working Papers (Ensaios Economicos da EPGE) 610, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
15. Robert Engle & Simone Manganelli, 1999. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," University of California at San Diego, Economics Working Paper Series 1999-20, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
    • Robert Engle & Simone Manganelli, 2000. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Econometric Society World Congress 2000 Contributed Papers 0841, Econometric Society. [Downloadable!]
    • Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," University of California at San Diego, Economics Working Paper Series 99-20, Department of Economics, UC San Diego. [Downloadable!]
    • Robert F. Engle & Simone Manganelli, 2004. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October. [Downloadable!] (restricted)
16. Beaudry, Paul & Koop, Gary, 1993. "Do recessions permanently change output?," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 149-163, April. [Downloadable!] (restricted)
17. Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models," Staff Reports 33, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
    • Jose A. Lopez, 1996. "Regulatory Evaluation of Value-at-Risk Models," Center for Financial Institutions Working Papers 96-51, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    • Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models," Research Paper 9710, Federal Reserve Bank of New York. [Downloadable!]
18. Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F., 1993. "A long memory property of stock market returns and a new model," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 83-106, June. [Downloadable!] (restricted)
    Other versions:
    • Zhuanxin Ding & Clive Granger & Robert Engle, 1992. "A Long Memory Property of Stock Market Returns and a New Model," University of California at San Diego, Economics Working Paper Series 92-21, Department of Economics, UC San Diego.
19. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," Economics Working Papers (Ensaios Economicos da EPGE) 624, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
    • João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers 2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]
    • 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!]
    • 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)
20. GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," CORE Discussion Papers 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
21. Moura, Rodrigo Leandro de & Neri, Marcelo Cortes, 2006. "Impactos da Nova Lei de Pisos Salariais Estaduais," Economics Working Papers (Ensaios Economicos da EPGE) 625, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
22. Paul H. Kupiec, 1995. "Techniques for verifying the accuracy of risk measurement models," Finance and Economics Discussion Series 95-24, Board of Governors of the Federal Reserve System (U.S.).
23. Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-64, December. [Downloadable!] (restricted)
    Other versions:
    • Brock, W. & Lakonishok, J. & Lebaron, B., 1991. "Simple Technical Trading Rules And The Stochastic Properties Of Stock Returns," Working papers 90-22, Wisconsin Madison - Social Systems.
24. Nam, Kiseok & Washer, Kenneth M. & Chu, Quentin C., 2005. "Asymmetric return dynamics and technical trading strategies," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 391-418, February. [Downloadable!] (restricted)
25. Svaiter, Benar Fux & Monteiro, Paulo Klinger & Page Junior, Frank H., 2006. "Exclusão e multidimensionalidade de tipos em leilões ótimos," Economics Working Papers (Ensaios Economicos da EPGE) 623, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
26. Fernandez, C. & Steel, M.F.J., 1996. "On Bayesian modelling of fat tails and skewness," Discussion Paper 58, Tilburg University, Center for Economic Research. [Downloadable!]
27. Cysne, Rubens Penha, 2006. "An Intra-Household Approach to the Welfare Costs of Inflation (Revised Version, Forthcoming 2006, Estudos Econômicos)," Economics Working Papers (Ensaios Economicos da EPGE) 612, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
28. Jose A. Lopez, 1999. "Methods for evaluating value-at-risk estimates," Economic Review, Federal Reserve Bank of San Francisco, pages 3-17. [Downloadable!]
    Other versions:
    • Jose Lopez, 1998. "Methods for evaluating value-at-risk estimates," Research Paper 9802, Federal Reserve Bank of New York. [Downloadable!]
    • Jose A. Lopez, 1998. "Methods for evaluating value-at-risk estimates," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 119-124. [Downloadable!]

Cited by:
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1. Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," Economics Working Papers (Ensaios Economicos da EPGE) 679, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
   Other versions:
   • 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!]
2. 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!]
   Other versions:
   • Zhijie Xiao & Luiz Renato Lima, 2007. "Testing Covariance Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 26(6), pages 643-667. [Downloadable!] (restricted)
3. 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!]
   Other versions:
   • 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)