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João Victor Issler

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Personal Details

First Name:João
Middle Name:Victor
Last Name:Issler
Suffix:
RePEc Short-ID:pis7
https://sites.google.com/site/joaovictorisslerinenglish/
Graduate School of Economics - EPGE Getulio Vargas Foundation Praia de Botafogo 190 s. 1125 Rio de Janeiro RJ 22250-900 Brazil
5521 37995833
Rio de Janeiro, Brazil
http://epge.fgv.br/

: 55-21-2559-5871
55-21-2553-8821
Praia de Botafogo 190, sala 1100, Rio de Janeiro/RJ - CEP: 22253-900
RePEc:edi:epgvfbr (more details at EDIRC)
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  1. Hecq, Alain & Issler, João Victor & Telg, Sean, 2017. "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper 80767, University Library of Munich, Germany.
  2. Delalibera, Bruno Ricardo & Issler, João Victor & Castello Branco, Roberto da Cunha, 2017. "Using common features to investigate common growth cycles for BRICS Countries," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 784, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  3. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016. "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series 436, Central Bank of Brazil, Research Department.
  4. João Victor Issler & Ricardo Costa Gazel, 2015. "Investigating the Causes of the Recent Brazilian Trade Surpluses," Discussion Papers 0024, Instituto de Pesquisa Econômica Aplicada - IPEA.
  5. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015. "Inattention in Individual Expectations," Working Papers Series 395, Central Bank of Brazil, Research Department.
  6. Castro, Andressa Souza Campos Monteiro & Issler, João Victor, 2015. "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 767, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  7. Carrasco Gutierrez, Carlos Enrique & Issler, João Victor, 2015. "Evaluating the effectiveness of Common-Factor Portfolios," MPRA Paper 66077, University Library of Munich, Germany.
  8. Wagner Piazza Gaglianone & João Victor Issler, 2014. "Microfounded Forecasting," Working Papers Series 372, Central Bank of Brazil, Research Department.
  9. Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "Testing consumption optimality using aggregate data," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 752, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  10. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013. "The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 738, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Dias, Victor Pina & Diniz, Érica & Issler, João Victor, 2013. "Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 739, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 742, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  13. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013. "A note on the forward and the equity-premium puzzles: two symptoms of the same illness?," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 743, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  14. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 748, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  15. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 735, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  16. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series 330, Central Bank of Brazil, Research Department.
  17. Issler, João Victor & Notini, Hilton Hostalácio, 2013. "Estimating Brazilian Monthly GDP: a State-Space Approach," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 740, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  18. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2012. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 729, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  19. Hecq, Alain & Issler, João Victor, 2012. "A Common-feature approach for testing present-value restrictions with financial data," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 728, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  20. Carrasco-Gutierrez, Carlos Enrique & Issler, João Victor, 2012. "Constructing common-factor portfolios," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 731, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  21. Araújo, Fabio & Issler, João Victor, 2011. "A stochastic discount factor approach to asset pricing using panel data asymptotics," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 717, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  22. Claudia Oliveira Da Fontoura Rodrigues & Hilton Hostalácio Notini & João Victor Issler, 2011. "A Common-Feature Model For Coincidentindex Of Brazilian Economic Activity," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 001, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  23. Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  24. 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.
  25. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Um indicador coincidente e antecedente da atividade econômica brasileira," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 695, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  26. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 694, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  27. Gomes, Fábio Augusto Reis & Issler, João Victor, 2009. "Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 682, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  28. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 642, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  29. Matos, Paulo Rogério Faustino & Costa, Carlos Eugênio da & Issler, João Victor, 2007. "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 649, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  30. 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.
  31. 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.
  32. 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.
  33. 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," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 640, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  34. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006. "A stochastic discount factor approach to asset pricing using panel data," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 628, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  35. 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.
  36. 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.
  37. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the stochastic discount factor without a utility function," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 583, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  38. Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005. "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 031, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  39. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  40. 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.
  41. 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.
  42. 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," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 527, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  43. Issler, João Victor & Ferreira, Rachel Couto, 2004. "Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 550, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  44. Gomes, Fábio Augusto Reis & Issler, João Pedro & Salvato, Márcio Antônio, 2004. "Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 549, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  45. Ferreira, Pedro Cavalcanti & Issler, João Victor & Pessoa, Samuel de Abreu, 2003. "Testing production functions used in empirical growth studies," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 507, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  46. 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," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 480, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  47. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003. "On the welfare costs of business cycles in the 20th century," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 481, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  48. Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 450, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  49. Issler, João Victor & Pillar, Tatiana Caldas de Lima Aché, 2002. "Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 454, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  50. Anchite, Claudine Furtado & Issler, João Pedro, 2001. "Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 415, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  51. Issler, João Victor & Vahid, Farshid, 2001. "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 429, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  52. 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," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 424, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  53. Vahid, Farshid & Issler, João Victor, 2001. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 417, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  54. 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)," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 387, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  55. Senna, Fernanda Assed de Almeida & Issler, João Victor, 2000. "Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 379, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  56. 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.
  57. Issler, João Victor, 1999. "Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version)," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 347, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  58. Vahid, Farshid & Issler, João Pedro, 1999. "The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 352, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  59. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-series properties and empirical evidence of growth and infraestructure: revised version," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 336, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  60. 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?," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 321, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  61. Issler, João Victor & Vahid, Farshid, 1998. "Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 335, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  62. 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," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 334, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  63. Reis, Eustáquio J. & Blanco, Fernando & Issler, João Pedro & Carvalho, Leonardo de, 1998. "Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 338, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  64. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1997. "Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 306, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  65. Gonzaga, Gustavo Maurício & Corseuil, Carlos Henrique & Issler, João Victor, 1997. "Desemprego regional no Brasil: uma abordagem empírica," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 302, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  66. Ferreira, Pedro Cavalcanti & Issler, João Victor, 1995. "Growth, increasing returns, and public infrastructure : time series evidence," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 258, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  67. Marone, Guilherme Cortella & Issler, João Pedro & Gonzaga, Gustavo Maurício, 1995. "Educação e investimentos externos como determinantes do crescimento a longo prazo," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 274, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  68. Issler, João Victor, 1995. "Estimating the term structure of volatility and fixed income derivative pricing," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 272, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  69. Issler, João Victor & Vahid, Farshid, 1995. "Common cycles in macroeconomic aggregates (revised version)," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 257, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  70. Vahid, Farshid & Issler, João Victor, 1994. "Common cycles in macroeconomic aggregates," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 233, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  71. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1994. "Testing the externalities hypothesis of endogenous growth using cointegration," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 236, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  72. 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.
  73. Issler, João Victor & Cysne, Rubens Penha, 1993. "Previsões de M1 com dados mensais," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 220, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  1. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017. "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, vol. 53(1), pages 137-163, August.
  2. Gomes, Fábio Augusto Reis & Issler, João Victor, 2017. "Testing Consumption Optimality Using Aggregate Data," Macroeconomic Dynamics, Cambridge University Press, vol. 21(05), pages 1119-1140, July.
  3. Castro, Andressa Monteiro de & Issler, João Victor, 2016. "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 70(4), December.
  4. Issler, João Victor & Notini, Hilton Hostalacio, 2016. "Estimating Brazilian Monthly GDP: a State-Space Approach," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 70(1), March.
  5. da Costa, Carlos E. & Issler, João V. & Matos, Paulo F., 2015. "A Note On The Forward And The Equity Premium Puzzles: Two Symptoms Of The Same Illness?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(02), pages 446-464, March.
  6. Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015. "Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions," International Journal of Forecasting, Elsevier, vol. 31(3), pages 862-875.
  7. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
  8. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
  9. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
  10. Issler, Joao Victor & Notini, Hilton & Rodrigues, Claudia & Soares, Ana Flávia, 2013. "Constructing coincident indices of economic activity for the Latin American economy," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(1), April.
  11. Issler, João Victor & Linton, Oliver & Timmermann, Allan, 2011. "Annals issue on forecasting--Guest editors' introduction," Journal of Econometrics, Elsevier, vol. 164(1), pages 1-3, September.
  12. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  13. 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.
  14. 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.
  15. 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.
  16. Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006. "Common features," Journal of Econometrics, Elsevier, vol. 132(1), pages 1-5, May.
  17. 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, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 20(2), pages 3-22, December.
  18. Gomes, Fábio Augusto Reis & Issler, João Victor & Salvato, Márcio Antônio, 2005. "Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 59(1), January.
  19. 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.
  20. 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," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 57(4), October.
  21. 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.
  22. 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.
  23. Issler, João Victor & Piqueira, Natalia Scotto, 2000. "Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(2), November.
  24. 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.
  25. Issler, João Victor, 1999. "Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 19(1), May.
  26. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-Series Properties and Empirical Evidence of Growth and Infrastructure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 18(1), May.
  27. Issler, João Victor & Gonzaga, Gustavo M. & Marone, Guilherme C., 1996. "Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 16(2), November.
  28. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February.
  29. Engle, Robert F. & Issler, João Victor, 1993. "Common trends and common cycles in Latin America," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 47(2), April.
  30. Issler, João Victor, 1992. "Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 12(1), April.
  31. Issler, João Victor, 1991. "Inflation level and uncertainty: evidence using Brazilian data," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 45(3), July.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 65 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (21) 2006-01-24 2007-02-10 2007-10-06 2008-02-23 2009-03-22 2010-04-17 2010-05-02 2010-09-25 2011-08-02 2013-07-20 2013-07-20 2013-10-02 2013-12-15 2014-06-14 2014-10-22 2014-12-24 2015-09-05 2015-09-05 2015-09-05 2015-12-12 2016-06-04. Author is listed
  2. NEP-ECM: Econometrics (15) 2002-04-25 2002-04-25 2005-04-03 2005-06-05 2006-01-24 2007-02-10 2009-02-07 2009-03-22 2010-04-17 2010-05-02 2010-09-25 2013-07-20 2013-12-15 2014-12-24 2017-08-20. Author is listed
  3. NEP-ETS: Econometric Time Series (15) 2002-04-25 2005-06-05 2006-01-24 2007-02-10 2007-10-06 2008-02-23 2009-03-22 2010-04-17 2010-09-25 2011-08-02 2013-07-20 2013-12-15 2014-06-14 2015-09-05 2017-08-20. Author is listed
  4. NEP-MAC: Macroeconomics (10) 2005-12-01 2005-12-09 2006-01-24 2006-09-30 2012-07-23 2012-11-03 2013-11-16 2014-10-22 2015-08-30 2017-08-20. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (6) 2004-06-02 2005-04-03 2006-01-24 2009-08-30 2012-03-21 2012-07-23. Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (5) 2005-11-19 2007-09-24 2009-08-30 2014-06-14 2014-09-25. Author is listed
  7. NEP-HIS: Business, Economic & Financial History (3) 2012-03-21 2012-07-23 2012-11-03
  8. NEP-BEC: Business Economics (2) 2008-12-14 2012-11-03
  9. NEP-CBA: Central Banking (2) 2008-12-14 2010-05-02
  10. NEP-FIN: Finance (2) 2005-04-03 2005-11-19
  11. NEP-LAM: Central & South America (2) 2011-08-02 2014-10-22
  12. NEP-AGR: Agricultural Economics (1) 2013-10-02
  13. NEP-CIS: Confederation of Independent States (1) 2017-06-04
  14. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  15. NEP-DEV: Development (1) 2004-06-02
  16. NEP-EEC: European Economics (1) 2005-12-01
  17. NEP-ENV: Environmental Economics (1) 2009-02-22
  18. NEP-GER: German Papers (1) 2015-08-30
  19. NEP-IFN: International Finance (1) 2009-08-30
  20. NEP-INT: International Trade (1) 2015-05-22
  21. NEP-MIC: Microeconomics (1) 2010-05-02
  22. NEP-MON: Monetary Economics (1) 2016-06-04
  23. NEP-OPM: Open Economy Macroeconomics (1) 2009-02-07
  24. NEP-ORE: Operations Research (1) 2017-08-20
  25. NEP-TUR: Tourism Economics (1) 2009-02-22
  26. NEP-URE: Urban & Real Estate Economics (1) 2013-04-13
This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Betweenness measure in co-authorship network
  5. Record of graduates

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