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Publications

by alumni of

Universidade de São Paulo → Faculdade de Economia, Administração e Contabilidade → Departamento de Economia

University of Sao Paulo → School of Economics, Administration and Accounting → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Bernardus van Doornik & Dimas Fazio & Tarun Ramadorai & Janis Skrastins, 2024, "Housing and Fertility," Working Papers Series, Central Bank of Brazil, Research Department, number 612, Dec.
  2. Fietz,Katharina & Matteo Morgandi & de Oliveira,Gabriel Lyrio & Superti,Luiz Henrique, 2024, "Does Local Employment Growth Accelerate Exits From Social Assistance? Evidence From Brazil’s Conditional Cash Transfer Bolsa Familia," Policy Research Working Paper Series, The World Bank, number 10676, Jan.
  3. Marçal, Emerson Fernandes & Simões, Oscar Rodrigues, 2024, "Current account and real effective exchange rate dynamics: the role of non-linear dynamics in Brazil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 571, Sep.

2022

  1. Dimas Mateus Fazio & Thiago Christiano Silva, 2022, "Creditor Rights and Bank Competition," Working Papers Series, Central Bank of Brazil, Research Department, number 569, Sep.
  2. Gabriel Lyrio de Oliveira & Andre Luis Squarize Chagas & Denise Leyi Li, 2022, "Public Sector Procurements and Reference Prices Estimation with Small Samples in Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_02, Jan.

2020

  1. Dimas Mateus Fazio & Thiago Christiano Silva, 2020, "Housing Collateral Reform and Economic Reallocation," Working Papers Series, Central Bank of Brazil, Research Department, number 522, May.
  2. Bernardus Ferdinandus Nazar Van Doornik & Dimas Mateus Fazio & David Schoenherr & Janis Skrastins, 2020, "Unemployment Insurance as a Subsidy to Risky Firms," Working Papers Series, Central Bank of Brazil, Research Department, number 523, Jul.
  3. Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020, "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series, Central Bank of Brazil, Research Department, number 531, Aug.
  4. Gabriel Lyrio Oliveira & Andre Luis Squarize Chagas, 2020, "Long-Term Effects of Conditional Cash Transfers on Children: The Brazilian Case," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_16, Sep.
  5. Bacciotti, Rafael & Marçal, Emerson Fernandes, 2020, "Taxa de Desemprego no Brasil em quatro décadas: retropolação da PNAD contínua de 1976 a 2016," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 522, Feb.

2019

  1. Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes, 2019, "Cross-validation based forecasting method: a machine learning approach," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 498, Feb.
  2. Costa, Marisa Gomes da & Marçal, Emerson Fernandes, 2019, "Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 503, May.

2018

  1. Eduardo Amaral Haddad & Ana Maria Bonomi Barufi, 2018, "From Rivers To Roads: Spatial Mismatch And Inequality Of Opportunity In Urban Labor Markets Of A Megacity," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 158.
  2. Ana Maria Bonomi Barufi & Eduardo Amaral Haddad & Peter Nijkamp, 2018, "New Evidence On The Wage Curve: Non-Linearities, Urban Size, And Spatial Scale In Brazil," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 165.
  3. Dimas Mateus Fazio & Thiago Christiano Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro, 2018, "Inflation Targeting and Financial Stability: does the quality of institutions matter?," Working Papers Series, Central Bank of Brazil, Research Department, number 470, Jan.
  4. Sergio Henrique Rodrigues da Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Dimas Mateus Fazio, 2018, "Economic Growth, Volatility and Their Interaction: What’s the role of finance?," Working Papers Series, Central Bank of Brazil, Research Department, number 474, Mar.
  5. Barbosa, Bruno Tebaldi de Queiroz & Marçal, Emerson Fernandes, 2018, "Modeling how macroeconomic shocks a ect regional employment: analyzing the Brazilian formal labor market using the global VAR approach," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 468, Feb.

2017

  1. Gabriel Lyrio de Oliveira & André Luis Squarize Chagas, 2017, "Effects of a Cash Transfer Program on Origin-Destination Migration Flows," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_28, Oct.
  2. Marçal, Emerson Fernandes & Cunha, Ronan & Merlin, Giovanni Tondin & Simões, Oscar, 2017, "The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”?," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 459.
  3. Silva, Anderson Moriya & Marçal, Emerson Fernandes, 2017, "Descobrindo e avaliando modelos de predição para a inflação brasileira: uma análise a partir de uma gama ampla de indicadores," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 460.

2016

  1. Ana Maria Bonomi Barufi, 2016, "Should I Stay Or Should I Go? Dynamic Agglomeration Economies In Brazil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 164.
  2. Ana Barufi & Eduardo Haddad & Peter Nijkamp, 2016, "A comprehensive analysis of the wage curve in Brazil: Non-linearities, urban size, and the spatial dimension," ERSA conference papers, European Regional Science Association, number ersa16p279, Dec.
  3. Diogo De Prince Mendonça & Emerson Fernandes Marçal & Beatrice Zimmermann & Giovanni Merlin, 2016, "Does Mixed Frequency Vector Error Correction Model Add Relevant Information To Exchange Misalignment Calculus? Evidence For United States," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 043.
  4. Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin & Simões, Oscar Rodrigues, 2016, "Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 416, May.
  5. Mendonça, Diogo de Prince & Marçal, Emerson Fernandes & Brito, Márcio Holland de, 2016, "Is fiscal policy effective in Brazil? An empirical analysis," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 433.
  6. Caperoz, Marcelo & Marçal, Emerson Fernandes & Mattos, Enlinson, 2016, "A time series analysis of household income inequality in Brazil 1977-2013," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 434.

2015

  1. Guilherme Mendes Resende & Bruno de Oliveira Cruz & Aristides Monteiro Neto & César Nunes de Castro & Ana Maria Bonomi Barufi & Margarida Hatem Pinto Coelho & Carlos Wagner de Albuquerque Oliveira, 2015, "Fatos Recentes do Desenvolvimento Regional no Brasil," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 2054, Mar.
  2. Ana Maria Barufi & Eduardo Haddad & Peter Nijkamp, 2015, "Industrial Scope of Agglomeration Economies in Brazil," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 5-2015.
  3. Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin, 2015, "Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 384, Mar.
  4. Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin, 2015, "Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 401, Oct.

2014

  1. Ana Maria Bonomi Barufi, 2014, "Income Inequality Reduction In Brazil: Apseudo-Panel Approach In The Search Of Its Determinants In A Regionallevel," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 221.
  2. Ana Maria Barufi, 2014, "Agglomeration Economies in the Brazilian Formal Labor Market," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 3-2014.
  3. Ana Maria Bonomi Barufi, 2014, "Regional labor markets in Brazil: the role of skills and agglomeration economies," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2014_18, Oct.
  4. Dimas M. Fazio & Benjamin M. Tabak & Daniel O. Cajueiro, 2014, "Inflation Targeting and Banking System Soundness: A Comprehensive Analysis," Working Papers Series, Central Bank of Brazil, Research Department, number 347, Feb.
  5. Veridiana De Andrade Nogueira & Rogério Mori & Emerson Fernandes Marçal, 2014, "Transmissãoda Variação Cambial Para As Taxas De Inflação No Brasil: Estimação Dopass-Through Através De Modelos De Vetores Autorregressivos Estruturaiscom Correção De Erros," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 044.
  6. Emerson Fernandes Marçal & Carolina Ribeiro Veronesi Marinho, 2014, "A Estrutura A Termo Da Taxa De Juros E Aoferta De Títulos Públicos," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 053.

2013

  1. Ana Barufi, 2013, "Expansion of undergraduate courses positions impacting the migration of students in Brazil: an analysis with the Demographic Census of 2010," ERSA conference papers, European Regional Science Association, number ersa13p1157, Nov.
  2. Carlos, Thiago Carlomagno & Marçal, Emerson Fernandes, 2013, "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 346, Dec.
  3. Marinho, Carolina Ribeiro Veronesi & Marçal, Emerson Fernandes, 2013, "A estrutura a termo da taxa de juros brasileira e a oferta de títulos públicos," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 347, Dec.
  4. Marçal, Emerson Fernandes, 2013, "Exchange rate misalignments, interdependence, crises, and currency wars: an empirical assessment," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 348, Dec.
  5. Emerson Fernandes Marçal, 2013, "Estimando o Desalinhamento Cambial Brasileiro: Uma Análise de Robustez a Partir do Modelo Global com Mecanismo de Correção de Erros," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1865, Aug.

2012

  1. Ana Maria Barufi, 2012, "Income Inequality Reduction in Brazil: A Pseudo-panel Approach in the Search of its Determinants," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 11-2012.
  2. Ana Maria Barufi, 2012, "Impactos do Crescimento de Vagas em Cursos Universitários sobre a Migração de Estudantes: Uma Análise Preliminar com o Censo Demográfico de 2010," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 13-2012.
  3. Benjamin M. Tabak & Rogério B. Miranda & Dimas M. Fazio, 2012, "A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks," Working Papers Series, Central Bank of Brazil, Research Department, number 275, Apr.
  4. Simões, Oscar Rodrigues & Marçal, Emerson Fernandes, 2012, "Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: evidência a partir de dados brasileiros," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 310, Jul.
  5. Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2012, "Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 314, Sep.
  6. Emerson Fernandes Marçal, 2012, "O Mistério da Taxa de Câmbio Real Chinesa: Algumas Razões Que Podem Explicar a Diversidade dos Resultados," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1769, Sep.

2011

  1. Ana Maria Bonomi Barufi & Eduardo Amaral Haddad & Antonio Paez, 2011, "Regional Dimensions Of Infant Mortalityrate In Brazil, 1980-2000," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 195.
  2. Ana Barufi & Eduardo Haddad & Antonio Paez, 2011, "Regional dimensions of infant mortality in Brazil," ERSA conference papers, European Regional Science Association, number ersa10p198, Sep.
  3. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011, "Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship," Working Papers Series, Central Bank of Brazil, Research Department, number 244, May.
  4. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011, "The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?," Working Papers Series, Central Bank of Brazil, Research Department, number 261, Nov.
  5. Edward Bernard Bastiaan de Rivera y Rivera & Emerson FernandesMarçal & Diogenes Manoel Leiva Martin, 2011, "Rational Valuationformula And First Generation Models In Financial Economics: Firm-Levelbrazilian Market Efficiency Evidences From Dynamic Panel Unit Root Andcointegration Tests," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 138.
  6. Emerson Fernandes Marçal & Márcio Holland De Brito, 2011, "Taxa De Câmbio, Rentabilidade E Quantumexportado: Existe Alguma Relação Afinal? Evidências Para O Brasil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 211.
  7. Leite, Fernando Scarpa Rezende & Marçal, Emerson Fernandes, 2011, "Modelando a mudança estrutural do consumo e da renda agregados no Brasil: fatos estilizados a partir de um modelo de cointegração com parâmetros variando no tempo," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 293, Jun.
  8. Emerson Fernandes Marçal, 2011, "Estimando o Desalinhamento Cambial Brasileiro a Partir de Modelos Multivariados com Cointegração," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1666, Sep.
  9. Emerson Fernandes Marçal & Priscila Fernandes Ribeiro, 2011, "Levado pelos Fundamentos? Estimando o Desalinhamento Cambial Norte-Americano a partir de Técnicas de Cointegração," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1674, Nov.

2010

  1. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2010, "The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk," Working Papers Series, Central Bank of Brazil, Research Department, number 215, Oct.
  2. Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010, "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department, number 229, Dec.
  3. Emerson Fernandes Marçal & Fernando Barbi, 2010, "“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 10-2010.

2009

  1. Pereira, Pedro L. Valls, 2009, "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 174, Jan.
  2. Pereira, Pedro L. Valls, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 175, Jan.
  3. Pereira, Pedro L. Valls & Marçal, Emerson Fernandes & Martin, Diógenes Manoel Leiva & Nakamura, Wilson Toshiro, 2009, "Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 177, Jan.

2008

  1. Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
    [Testing the contagion hypotheses using multivariate volatility models]    ," MPRA Paper, University Library of Munich, Germany, number 10356, Sep.

2006

  1. José Maria F. J. da Silveira & Emerson Fernandes Marçal, 2006, "Um Estudo Dos Efeitos De Alterações Do Preço Da Nafta Na Formação De Preços Da Cadeia Petroquímica," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 18.

2005

  1. Emerson Fernandes Marçal & Wagner Oliveira Monteiro & Marislei Nishijima, 2005, "Saldos Comerciais E Taxa De Câmbio Real: Uma Nova Análise Do Caso Brasileiro," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 078.

2000

  1. Marçal, E.F. & Pedro L. Valls Pereira & Canuto, O., 2000, "Purchasing Parity Power: the empirical evidence for Brazil," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_1, Oct.

Journal articles

2026

  1. Marçal, Emerson & simões, oscar, 2026, "Current Account and Real Effective Exchange Rate Dynamics: The Role of Nonlinear Dynamics in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 43, issue 2, May.

2025

  1. de Prince, Diogo & Marçal, Emerson Fernandes & Valls Pereira, Pedro L., 2025, "Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables," Economics Letters, Elsevier, volume 246, issue C, DOI: 10.1016/j.econlet.2024.112072.
  2. Ashikawa, Rodrigo & Marçal, Emerson Fernandes, 2025, "Do Robust Predictors Improve the Accuracy of Inflation Forecasts in Moments of Structural Break?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 79, issue 2, September.

2024

  1. Henrique Augusto Campos Fernandez Hott & Naercio Menezes-Filho, 2024, "Are newcomers financially responsible? Evidence from close elections in Brazilian Municipalities," Local Government Studies, Taylor & Francis Journals, volume 50, issue 1, pages 48-86, January, DOI: 10.1080/03003930.2023.2185230.
  2. Marçal, Emerson Fernandes, 2024, "Testing rational expectations in a cointegrated VAR with structural change," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103435.

2023

  1. Ana Maria Bonomi Barufi & Eduardo Amaral Haddad & Peter Nijkamp, 2023, "Urban agglomeration, city size, and spatial density effects on wage flexibility: New evidence on the wage curve in Brazil," Regional Science Policy & Practice, Wiley Blackwell, volume 15, issue 9, pages 1998-2025, December, DOI: 10.1111/rsp3.12669.
  2. Giulia Giraldi Rocha Coelho & Henrique Augusto Campos Fernandez Hott & Sergio Naruhiko Sakurai, 2023, "Fiscal impacts of electoral abstention: a study on the electorate biometric update in Brazilian municipalities," Local Government Studies, Taylor & Francis Journals, volume 49, issue 5, pages 1074-1109, September, DOI: 10.1080/03003930.2023.2188448.
  3. Jeronymo Marcondes Pinto & Emerson Fernandes Marçal, 2023, "An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching," Empirical Economics, Springer, volume 65, issue 4, pages 1729-1759, October, DOI: 10.1007/s00181-023-02389-8.

2022

  1. Bernardus Van Doornik & Dimas Fazio & David Schoenherr & Janis Skrastins, 2022, "Unemployment Insurance as a Subsidy to Risky Firms," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 12, pages 5535-5595.
  2. Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira, 2022, "Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy," Econometrics, MDPI, volume 10, issue 2, pages 1-34, June.

2021

  1. Henrique Augusto Campos Fernandez Hott & Sergio Naruhiko Sakurai, 2021, "Party switching and political outcomes: evidence from Brazilian municipalities," Public Choice, Springer, volume 187, issue 3, pages 403-438, June, DOI: 10.1007/s11127-020-00786-6.
  2. Jeronymo Marcondes Pinto & Emerson Fernandes Marçal, 2021, "Industrial Output Growth Forecast: A Machine Learning Approach Based on Cross-Validation," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 4, pages 337-351, DOI: 10.3790/aeq.67.4.337.

2020

  1. Gabriel Lyrio de Oliveira & André Luis Squarize Chagas, 2020, "Effects of a cash transfer programme on origin–destination migration flows," Regional Science Policy & Practice, Wiley Blackwell, volume 12, issue 1, pages 83-104, February, DOI: 10.1111/rsp3.12161.
  2. Holland, Marcio & Marçal, Emerson & de Prince, Diogo, 2020, "Is fiscal policy effective in Brazil? An empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 40-52, DOI: 10.1016/j.qref.2019.03.002.

2019

  1. Caparoz, Marcel & Marçal, Emerson Fernandes & Mattos, Enlinson, 2019, "A time series analysis of household income inequality in Brazil 1977 to 2013," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 73, issue 4, December.

2018

  1. Fazio, Dimas Mateus & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira, 2018, "Inflation targeting and financial stability: Does the quality of institutions matter?," Economic Modelling, Elsevier, volume 71, issue C, pages 1-15, DOI: 10.1016/j.econmod.2017.09.011.
  2. Marçal, Emerson Fernandes & Zimmermann, Beatrice & de Prince, Diogo & Merlin, Giovanni, 2018, "Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 72, issue 4, December.

2017

  1. Ana Maria Bonomi Barufi & Eduardo Amaral Haddad, 2017, "Spatial mismatch, wages and unemployment in metropolitan areas in Brazil," REGION, European Regional Science Association, volume 4, pages 175-200.
  2. Benjamin M Tabak & Dimas M Fazio & Regis A Ely & Joao M. T. Amaral & Daniel O Cajueiro, 2017, "The effects of capital buffers on profitability: An empirical study," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1468-1473.
  3. Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M., 2017, "Economic growth, volatility and their interaction: What’s the role of finance?," Economic Systems, Elsevier, volume 41, issue 3, pages 433-444, DOI: 10.1016/j.ecosys.2016.10.008.

2016

  1. Ana Maria Bonomi Barufi & Eduardo Amaral Haddad & Peter Nijkamp, 2016, "Industrial scope of agglomeration economies in Brazil," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 3, pages 707-755, May, DOI: 10.1007/s00168-016-0768-3.
  2. Tabak, Benjamin M. & Fazio, Dimas M. & de O. Paiva, Karine C. & Cajueiro, Daniel O., 2016, "Financial stability and bank supervision," Finance Research Letters, Elsevier, volume 18, issue C, pages 322-327, DOI: 10.1016/j.frl.2016.05.008.
  3. Benjamin Miranda Tabak & Tito Belchior Silva Moreira & Dimas Mateus Fazio & André Luiz Cordeiro Cavalcanti & George Henrrique de Moura Cunha, 2016, "Monetary Expansion and the Banking Lending Channel," PLOS ONE, Public Library of Science, volume 11, issue 10, pages 1-11, October, DOI: 10.1371/journal.pone.0164338.
  4. Emerson Fernandes Marçal & Eli Hadad Junior, 2016, "Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 65-88.
  5. Thiago Carlomagno Carlo & Emerson Fernandes Marçal, 2016, "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Applied Economics, Taylor & Francis Journals, volume 48, issue 50, pages 4846-4860, October, DOI: 10.1080/00036846.2016.1167824.

2015

  1. Fazio, Dimas M. & Tabak, Benjamin M. & Cajueiro, Daniel O., 2015, "Inflation targeting: Is IT to blame for banking system instability?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 76-97, DOI: 10.1016/j.jbankfin.2015.05.016.

2014

  1. Vera Thorstensen & Emerson Marçal & Lucas Ferraz, 2014, "Regras comerciais e desalinhamentos cambiais: em busca de uma solução da OMC," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 3, pages 370-395, July, DOI: 10.1590/0101-3157-2014-2396.
  2. Marçal, Emerson Fernandes, 2014, "Desalinhamentos Cambiais, Interdependência, Crises, Guerras cambiais: Uma avaliação empírica," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 68, issue 2, June.

2013

  1. Tabak, Benjamin M. & Miranda, Rogério Boueri & Fazio, Dimas M., 2013, "A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3747-3756, DOI: 10.1016/j.jbankfin.2013.05.022.
  2. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2013, "Systemically important banks and financial stability: The case of Latin America," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3855-3866, DOI: 10.1016/j.jbankfin.2013.06.003.
  3. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013, "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, volume 9, issue 3, pages 519-541, August, DOI: 10.1007/s10436-012-0199-9.

2012

  1. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2012, "The relationship between banking market competition and risk-taking: Do size and capitalization matter?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3366-3381, DOI: 10.1016/j.jbankfin.2012.07.022.
  2. Edward Bernard Bastiaan de Rivera y Rivera & Diógenes Manoel Leiva Martin & Emerson Fernandes Marçal & Leonardo Fernando Cruz Basso, 2012, "Present value model between prices and dividends with constant and time-varying expected returns: enterprise-level Brazilian stock market evidence from non-stationary panels," Brazilian Business Review, Fucape Business School, volume 9, issue 4, pages 51-86, October.
  3. Simões, Oscar R. & Marçal, Emerson Fernandes, 2012, "Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: Evidência a partir de dados brasileiros," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 66, issue 3, October.

2011

  1. Eduardo A. Haddad & Ana M.B. Barufi & Silvio M.A. Costa, 2011, "Regional Integration in Colombia: A Spatial CGE Application," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2011, issue 2, pages 5-30.
  2. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2011, "The effects of loan portfolio concentration on Brazilian banks' return and risk," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3065-3076, November.
  3. Emerson Fernandes Marcal & Pedro Valls Pereira & Diogenes Manoel Leiva Martin & Wilson Toshiro Nakamura, 2011, "Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals," Applied Economics, Taylor & Francis Journals, volume 43, issue 19, pages 2365-2379, DOI: 10.1080/00036840903194204.

2009

  1. Emerson Fernandes Marçal & Marislei Nishijima & Wagner Oliveira Monteiro, 2009, "Saldos Comerciais e Taxa de Câmbio Real: Uma Nova Análise do Caso Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 2, pages 333-356.
  2. Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal, 2009, "Market Overreaction to Intangible Information," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 215-236.

2008

  1. Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008, "Testing the Hypothesis of Contagion Using Multivariate Volatility Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 2, November.

2006

  1. Emerson Fernandes Marçal, 2006, "Há Realmente uma Tendência a Deterioração dos Termos de Troca? Uma Análise dos Dados Brasileiros," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 2, pages 307-329.

2003

  1. Marçal, Emerson Fernandes & Pereira, Pedro Luiz Valls & Filho, Otaviano Canuto dos Santos, 2003, "Paridade do Poder de Compra: Testando Dados Brasileiros," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 57, issue 1, January.

Chapters

2024

  1. Emerson Fernandes Marçal & Pedro L. Valls Pereira & Diogo de Prince, 2024, "Does the Private Database Help to Explain Brazilian Inflation?," Springer Books, Springer, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi, "Time Series and Wavelet Analysis", DOI: 10.1007/978-3-031-66398-7_7.

2018

  1. Ana Maria Bonomi Barufi, 2018, "Lagging Regions and Labour Market Dynamics in Brazil," Advances in Spatial Science, Springer, chapter 0, in: Roger R. Stough & Karima Kourtit & Peter Nijkamp & Uwe Blien, "Modelling Aging and Migration Effects on Spatial Labor Markets", DOI: 10.1007/978-3-319-68563-2_6.

2016

  1. Dimas Mateus Fazio & Simone Maciel Cuiabano & Luiz Alberto Esteves, 2016, "Application of Hypothetical Monopoly Test (SSNIP) to the Brazilian Market of Ready-Made Meals and the Role of the Department of Economic Studies," International Law and Economics, Springer, in: Frederic Jenny & Yannis Katsoulacos, "Competition Law Enforcement in the BRICS and in Developing Countries", DOI: 10.1007/978-3-319-30948-4_15.

2010

  1. Benjamin Miranda Tabak & Dimas Mateus Fazio, 2010, "Ambiguity Aversion and Illusion of Control in an Emerging Market: Are Individuals Subject to Behavioral Biases?," Chapters, Edward Elgar Publishing, chapter 20, in: Brian Bruce, "Handbook of Behavioral Finance".

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