## Content

### 2018, Volume 38, Issue 2

**v:38:y:2018:i:2:a:18997 The Role of Jumps and Options in the Risk Premia of Interest Rates***by*Lund, Bruno**v:38:y:2018:i:2:a:31732 Does the Lending Rate Impact ETF's Prices?***by*de Genaro, Alan & Avellaneda, Marco**v:38:y:2018:i:2:a:73437 Teacher Pay and Student Performance: Evidence from Brazil***by*Tavares, Priscilla & Ponczek, Vladimir**v:38:y:2018:i:2:a:74235 Multivariate Spatial IV Regression***by*Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge**v:38:y:2018:i:2:a:75505 Financial Aid and Student Performance in College: Evidence from Brazil***by*Lepine, Andrea**v:38:y:2018:i:2:a:76136 Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries***by*Almeida, Caio & Engel, Pedro & Valente, Joao Paulo

### May 2018, Volume 38, Issue 1

**v:38:y:2018:i:1:a:43674 Monetary Policy and Exchange Rate: Effects on Disaggregated Prices in a FAVAR Model for Brazil***by*Rocha Lima, Elcyon Caiado & Martinez, Thiago Sevilhano & Cerqueira, Vinícius Santos**v:38:y:2018:i:1:a:56135 Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence***by*Mendes, Fernando Henrique de Paula e Silva & Caldeira, João Frois & Moura, Guilherme Valle**v:38:y:2018:i:1:a:56157 Correcting the population of Brazilian municipalities using the Jackknife***by*Mattos, Enlinson & Santos, Pedro**v:38:y:2018:i:1:a:59824 Predictability of Aggregate Consumption in Brazil: habits, Non-Separability between Consumption and Leisure, or Credit Constraint?***by*Barros Júnior, Fernando Antônio de & Delalibera, Bruno Ricardo & Pinho Neto, Valdemar Rodrigues de**v:38:y:2018:i:1:a:65890 Can Switching Costs Reduce Prices?***by*Castilho, Rafael**v:38:y:2018:i:1:a:66264 Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching***by*Oliveira, André Barbosa & Valls Pereira, Pedro Luiz

### November 2017, Volume 37, Issue 2

**v:37:y:2017:i:2:a:47626 Economies of Scale and Scope in the Sanitation Sector***by*Lucinda, Claudio Ribeiro & Anuatti, Francisco**v:37:y:2017:i:2:a:55248 Expectations about Monetary Policy and the Behaviour of the Central Bank***by*Dutra, Bernardo**v:37:y:2017:i:2:a:57627 Heterogeneous Sticky-Information Economies***by*Carvalho, Carlos Viana de**v:37:y:2017:i:2:a:61801 Misallocation in the Brazilian Manufacturing Sector***by*Vasconcelos, Rafael da Silva**v:37:y:2017:i:2:a:62293 Functional Autoregressive Models: An Application to Brazilian Hourly Electricity Load***by*Vaz, Lucélia Viviane & Filho, Getulio Borges da Silveira**v:37:y:2017:i:2:a:72552 Another Look at Panel Estimates of the Elasticity of Substitution between Capital and Labor***by*Mello, Marcelo de Albuquerque e

### May 2017, Volume 37, Issue 1

**v:37:y:2017:i:1:a:49666 The Pattern of Entry of Generic Drugs into the Brazilian Pharmaceutical Market***by*Barbosa, Klenio & Silva, Everton**v:37:y:2017:i:1:a:56924 Failure of the Ricardian Equivalence Theory in Economies with Incomplete Markets***by*Divino, José Angelo & Orrillo, Jaime**v:37:y:2017:i:1:a:57700 Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil***by*Nunes, Clemens Vinicius & Doi, Jonas & Fernandes, Marcelo**v:37:y:2017:i:1:a:58160 Automated Democracy Scores***by*Marzagão, Thiago**v:37:y:2017:i:1:a:62104 An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds***by*Leal, Laura Simonsen & Almeida, Caio**v:37:y:2017:i:1:a:63579 On the choice of covariance specifications for portfolio selection problems***by*Santos, André Alves Portela & Ferreira, Alexandre R.

### November 2016, Volume 36, Issue 2

**v:36:y:2016:i:2:a:18544 Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil***by*Almeida, Caio & Ricca, Bernardo & Tessari, Cristina**v:36:y:2016:i:2:a:46421 The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets***by*Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha**v:36:y:2016:i:2:a:47740 How does Emigration affect Labor Markets? Evidence from Road Construction in Brazil***by*Chein, Flávia & Assunção, Juliano Junqueira**v:36:y:2016:i:2:a:52273 Forecasting Brazilian Inflation with High-Dimensional Models***by*Medeiros, Marcelo C & Vasconcelos, Gabriel & Freitas, Eduardo**v:36:y:2016:i:2:a:56757 Time-Dependent or State-Dependent Pricing? Evidence From a Large Devaluation***by*Guimaraes, Bernardo & Feltrin Jr, Celio**v:36:y:2016:i:2:a:57454 Measuring the Monetary Policy’s Structural Credibility by the Expected Inflation Determinants: a Kalman Filter Approach for Brazil***by*Moreira, Ricardo Ramalhete

### March 2016, Volume 36, Issue 1

**v:36:y:2016:i:1:a:24027 Pricing Options Embedded in Debentures with Credit Risk***by*Almeida, Caio & Pereira, Leonardo Tavares**v:36:y:2016:i:1:a:26962 Time-dependent or State-dependent Pricing? Evidence from Firms' Response to Inflation Shocks***by*Guimaraes, Bernardo & Mazini, Andre & Prince, Diogo de**v:36:y:2016:i:1:a:36076 The External Finance Premium in Brazil: Empirical Analyses Using State Space Models***by*Oliveira, Fernando Nascimento**v:36:y:2016:i:1:a:45406 The Forecast Ability of Option-implied Densities from Emerging Markets Currencies***by*Ornelas, José Renato Haas**v:36:y:2016:i:1:a:47745 Tax Filing Choices for the Household***by*da Costa, Carlos Eugênio & Oliveira, Érica Diniz**v:36:y:2016:i:1:a:51595 Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters***by*Faria, Adriano & Ornelas, Rafael & Almeida, Caio

### March 2015, Volume 35, Issue 2

**v:35:y:2015:i:2:a:57569 What lf Brazil Hadn't Floated the Real in 1999?***by*Carvalho, Carlos Viana de & Vilela, André D.**v:35:y:2015:i:2:a:57570 Fiscal Policy Multipliers in a DSGE Model for Brazil***by*Cavalcanti, Marco A. F. H. & Vereda, Luciano**v:35:y:2015:i:2:a:57573 SAMBA: Stochastic Analytical Model with a Bayesian Approach***by*Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F.**v:35:y:2015:i:2:a:57574 Brazil Through the Eyes of CHORINHO***by*Kanczuk, Fabio**v:35:y:2015:i:2:a:57675 Investment-Specific Technological Change and the Brazilian Macroeconomy***by*Teles, Vladimir K. & Costa Junior, Celso Jose & Rosa, Rafael Mouallem

### October 2015, Volume 35, Issue 1

**v:35:y:2015:i:1:a:17002 The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil***by*Fernandes, Marcelo & Thiele, Eduardo**v:35:y:2015:i:1:a:21453 Selection of Minimum Variance Portfolio Using Intraday Data: An Empirical Comparison Among Different Realized Measures for BM&FBovespa Data***by*Ziegelmann, Flávio Augusto & Borges, Bruna & Caldeira, João F.**v:35:y:2015:i:1:a:24305 Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves***by*Medeiros, Marcelo C & Burity, Priscilla & Assunção, Juliano**v:35:y:2015:i:1:a:46423 Price Discovery in Brazilian FX Markets***by*Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha

### November 2014, Volume 34, Issue 2

**v:34:y:2014:i:2:a:11131 Non-linear Demand and Price: An Empirical Analysis of the Brazilian Industrial Electricity Consumption***by*Lucinda, Claudio Ribeiro & Anuatti Neto, Francisco**v:34:y:2014:i:2:a:17511 Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds?***by*Fernandes, Marcelo & Nunes, Ricardo**v:34:y:2014:i:2:a:18432 Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model***by*Almeida, Caio & Lund, Bruno**v:34:y:2014:i:2:a:48700 Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model***by*Almeida, Caio & Ardison, Kym & Kubudi, Daniela

### March 2014, Volume 34, Issue 1

**v:34:y:2014:i:1:a:16642 Forecasting the Brazilian Term Structure Using Macroeconomic Factors***by*Almeida, Caio & Faria, Adriano**v:34:y:2014:i:1:a:17457 Market Depth at the BM&FBovespa***by*Fernandes, Marcelo & Barros, Carlos Felipe**v:34:y:2014:i:1:a:18106 Voting Premium in the Brazilian Equity Market***by*Fernandes, Marcelo & Frango de Souza, Vitor**v:34:y:2014:i:1:a:20485 Wage Differentials: Trade Openness and Wage Bargaining***by*Gonzaga, Gustavo & Terra, Cristina & Muriel Hernandez, Beatriz

### November 2013, Volume 33, Issue 2

**v:33:y:2013:i:2:a:17176 A Study of the Brazilian business cycles (1900 – 2012)***by*Valls Pereira, Pedro L. & Vieira, Heleno Piazentini**v:33:y:2013:i:2:a:19280 Financial Constraints, Endogenous Educational Choices and Self-Selection of Migrants***by*Assunção, Juliano Junqueira & Carvalho, Leandro**v:33:y:2013:i:2:a:24116 Nonlinear Error Correction Models With an Application to Commodity Prices***by*Medeiros, Marcelo C & Magri, Rafael**v:33:y:2013:i:2:a:26508 Local Exponential Frontier Estimation***by*Martins-Filho, Carlos & Ziegelmann, Flávio Augusto & Torrent, Hudson da Silva

### September 2013, Volume 33, Issue 1

**v:33:y:2013:i:1:a:14877 Optimal Exchange Rate Policy and Business Cycles***by*Cunha, Alexandre**v:33:y:2013:i:1:a:26290 Are Political Institutions Substitutes for Democracy? A Political Economy Analysis of Economic Growth***by*Teles, Vladimir K & Pereira, Carlos**v:33:y:2013:i:1:a:4076 Subnational Government Investment in Brazil: Estimation and Analysis by State Space Models***by*Orair, Rodrigo Octávio & Silva, Wesley de Jesus**v:33:y:2013:i:1:a:8944 Poverty Dynamics in Mexico, 2002-2005. An Ethnicity Approach***by*Castañeda Navarrete, Jennifer

### April 2012, Volume 32, Issue 2

**v:32:y:2012:i:2:a:13534 Non-Parametric Pricing of Interest Rates Options***by*Laurini, Márcio Poletti & Mauad, Roberto Baltieri**v:32:y:2012:i:2:a:17153 Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach***by*Valls Pereira, Pedro L. & da Silva Fonseca, Marcelo Gonçalves**v:32:y:2012:i:2:a:18608 The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals***by*Fernandes, Marcelo & Preumont, Pierre-Yves**v:32:y:2012:i:2:a:9535 Does the Growth Acceleration Program Accelerate Growth?***by*Mereb, Julio & Zilberman, Eduardo

### March 2012, Volume 32, Issue 1

**v:32:y:2012:i:1:a:12448 The impact of Tax substituition on the price of pharmaceutical products in the of São Paulo***by*Chagas, André Luis Squarize**v:32:y:2012:i:1:a:2967 Is the Bank Interest Rate Pass-Through of Selic Rate Movements Asymmetric?***by*Mello, João Manoel Pinho de & Castro, Pedro Henrique Rosado de**v:32:y:2012:i:1:a:7290 Combining Strategies for the Estimation of Treatment Effects***by*Firpo, Sergio Pinheiro & Pinto, Rafael de Carvalho Cayres**v:32:y:2012:i:1:a:7451 Gender Bias at the Brazilian Superior Labor Court***by*Ponczek, Vladimir & Grezzana, Stefânia

### December 2011, Volume 31, Issue 2

**v:31:y:2011:i:2:a:4056 Modeling and Forecasting of Realized Volatility: Evidence from Brazil***by*Wink Junior, Marcos Vinício & Pereira, Pedro Luiz Valls**v:31:y:2011:i:2:a:4065 Are Dual and Primal Estimations Equivalent in the Presence of Stochastic Errors in Input Demand?***by*Bittencourt, Mauricio Vaz Lobo & Sampaio, Armando Vaz**v:31:y:2011:i:2:a:5835 Identification of Gaussian Term Structure Models with Observable Factors***by*Matsumura, Marco & Moreira, Ajax & Vicente, Jose Valentim Machado**v:31:y:2011:i:2:a:7173 Generalized Tests of Investment Fund Performance***by*Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa**v:31:y:2011:i:2:a:7236 Human Capital and the Recent Fall of Earnings Inequality in Brazil***by*Tavares, Priscilla Albuquerque & Menezes-Filho, Naércio Aquino**v:31:y:2011:i:2:a:8139 A Simple Method of Elicitation of Preferences under Risk***by*Resende, José Guilherme Lara & Tecles, Patricia Langsch

### March 2011, Volume 31, Issue 1

**v:31:y:2011:i:1:a:2767 Some Alternatives for Robust Estimation of the Spectrum in Stationary Processes***by*Fajardo, Fabio Alexander**v:31:y:2011:i:1:a:3410 Monetary Policy and Exchange Rate Shocks in Brazil: Sign Restrictions versus A New Hybrid Identification Approach***by*Lima, Elcyon Caiado Rocha & Maka, Alexis & Alves, Paloma**v:31:y:2011:i:1:a:3630 Leading Indicators for the Capital Goods Industry***by*Morais, Igor Alexandre C. & Chauvet, Marcelle**v:31:y:2011:i:1:a:3895 The Relation between Expected Returns and Volatility in the Brazilian Stock Market***by*Avelino, Ricardo R. G.**v:31:y:2011:i:1:a:4060 Qualis as a measuring stick for research output in Economics***by*Guimaraes, Bernardo**v:31:y:2011:i:1:a:4134 Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem***by*Lopes, Hedibert F. & Dias, Ronaldo

### December 2010, Volume 30, Issue 2

**v:30:y:2010:i:2:a:3467 The formal-informal labor market segmentation hypothesis revisited***by*Ulyssea, Gabriel**v:30:y:2010:i:2:a:3648 On the empirical content of the formal-informal labor market segmentation hypothesis***by*Ulyssea, Gabriel & Paes de Barros, Ricardo**v:30:y:2010:i:2:a:3671 Evaluation of Small-sample Compromised Randomization: Long-term Effects of Early Childhood Intervention on Health and Addictive Behavior***by*Pinto, Rodrigo**v:30:y:2010:i:2:a:3672 Nonparametric Estimation of Causal Effects in Observational Studies***by*Barros, Ricardo Paes de**v:30:y:2010:i:2:a:3673 The Impact of Social Interventions: Nonparametric Identification from Choice-Based Samples***by*Barros, Ricardo Paes de**v:30:y:2010:i:2:a:3674 Duration Dependence and Timevarying Variables in Discrete Time Duration Models***by*D'Addio, Anna Cristina & Honoré, Bo E.**v:30:y:2010:i:2:a:3687 Measuring Progress Toward Basic Opportunities for All***by*Barros, Ricardo Paes de & Vega, José R. Molinas & Saavedra, Jaime**v:30:y:2010:i:2:a:3688 The Assumptions Underlying Evaluation Estimators***by*Heckman, James J.**v:30:y:2010:i:2:a:3695 Minimal and Maximal Just-Identified Assumptions in Nonparametric Selection Models***by*Barros, Ricardo Paes de

### October 2010, Volume 30, Issue 1

**v:30:y:2010:i:1:a:2823 From a Miracle to a Disaster: the Brazilian Economy in the Last 3 Decades***by*Gomes, Victor & Teixeira, Arilton & Bugarin, Mirta Sataka & Ellery Jr, Roberto**v:30:y:2010:i:1:a:2830 Stochastic Convergence Across Brazilian States***by*Mello, Marcelo**v:30:y:2010:i:1:a:3500 Does Violence Deter Investment, Hinder Economic Growth?***by*Loureiro, Paulo R. A. & Silva, Emilson Caputo Delfino**v:30:y:2010:i:1:a:3501 Self-Selection and the Impact of Migration on Earnings***by*Avelino, Ricardo R. G.**v:30:y:2010:i:1:a:3502 Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility***by*Caldeira, João F. & Laurini, Márcio P. & Portugal, Marcelo S.**v:30:y:2010:i:1:a:3503 Measuring the Cyclical Component of a Time Series: a New Proposed Methodology***by*Dias, Maria Helena Ambrosio & Dias, Joilson

### December 2009, Volume 29, Issue 2

**v:29:y:2009:i:2:a:3439 Political Economy and Tenure of Coaches in Brazilian Soccer***by*Rocha, Bruno de Paula & Sanches, Fábio A. Miessi & Souza, Igor Viveiros & da Silva, José Carlos Domingos**v:29:y:2009:i:2:a:3440 Effects of Monetary Policy on Firms in Brazil: An Empirical Analysis of the Balance Sheet Channel***by*de Oliveira, Fernando Nascimento**v:29:y:2009:i:2:a:3441 Labor Supply, Criminal Behavior and Income Redistribution***by*dos Santos, Marcelo Rodrigues**v:29:y:2009:i:2:a:3442 Social Security and Rural Poverty in Brazil***by*Assunção, Juliano J. & Chein, Flávia**v:29:y:2009:i:2:a:3443 Labor Adjustment Dynamics in Brazilian Manufacturing***by*Gonzaga, Gustavo**v:29:y:2009:i:2:a:3444 Identification of monetary policy shocks and its effects: FAVAR methodology for the Brazilian economy***by*Rossi Júnior, José Luiz

### May 2009, Volume 29, Issue 1

**v:29:y:2009:i:1:a:2693 Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation***by*Ventosa-Santaulária, Daniel & Gómez-Zaldívar, Manuel**v:29:y:2009:i:1:a:2694 Is Brazil the Land of Happiness? A Comparative Study Using a Sample with Economics Students from UFPE and Purdue***by*Cavalcanti, Tiago V. de V. & Guimarães, Juliana Ferraz & Nogueira, José Ricardo**v:29:y:2009:i:1:a:2695 Evidence on Common Features and Business Cycle Synchronization in Mercosur***by*Gutierrez, Carlos Enrique Carrasco & Gomes, Fábio Augusto Reis**v:29:y:2009:i:1:a:2696 Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features***by*Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho**v:29:y:2009:i:1:a:2697 Central Bank preferences and monetary rules under the inflation targeting regime in Brasil***by*Aragón, Edilean Kleber da Silva Bejarano & Portugal, Marcelo Savino**v:29:y:2009:i:1:a:2698 Using Spatial Covariance Function for Antitrust Market Delineation***by*Lucinda, Claudio R. & Filho, Arthur Barrionuevo

### November 2008, Volume 28, Issue 2

**v:28:y:2008:i:2:a:1509 The Revealed Social Welfare Function: USA X Brazil***by*Mattos, Enlinson**v:28:y:2008:i:2:a:1510 Measures of Interbank Market Structure: An Application to Brazil***by*Chang, Eui Jung & Lima, Eduardo José Araújo & Guerra, Solange M. & Tabak, Benjamin M.**v:28:y:2008:i:2:a:1511 Testing the Hypothesis of Contagion Using Multivariate Volatility Models***by*Marçal, Emerson Fernandes & Pereira, Pedro L. Valls**v:28:y:2008:i:2:a:1512 The Determinants of Criminal Victimization in São Paulo State, Brazil***by*Gomes, Fábio Augusto Reis & Paz, Lourenço Senne**v:28:y:2008:i:2:a:1513 On the Existence of Equilibrium with Incomplete Markets and Non-Monotonic Preferences***by*Carvajal, Andrés & Geanakoplos, John & Riascos, Alvaro**v:28:y:2008:i:2:a:1514 A Back-of-the-Envelope Rule to Identify Atheoretical VARs***by*Urzúa, Carlos M.

### May 2008, Volume 28, Issue 1

**v:28:y:2008:i:1:a:1515 Corrected Maximum Likelihood Estimators in Linear Heteroskedastic Regression Models***by*Cordeiro, Gauss M.**v:28:y:2008:i:1:a:1516 Electoral Control in the Presence of Moral Hazard and Adverse Selection***by*Umeno, Luis Gustavo & Bugarin, Maurício Soares**v:28:y:2008:i:1:a:1517 Nominal Adjustment Regimes in an Evolutionary Macrodynamics***by*Lima, Gilberto Tadeu & da Silveira, Jaylson Jair**v:28:y:2008:i:1:a:1518 Extracting Default Probabilities from Sovereign Bonds***by*Meres, Bernardo & Almeida, Caio**v:28:y:2008:i:1:a:1519 Duality and Symmetry with Time-Changed Lévy Processes***by*Fajardo, José & Mordecki, Ernesto**v:28:y:2008:i:1:a:1520 A Probabilistic Approach for Assessing the Signiﬁcance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks***by*e Souza, Geraldo da Silva & Staub, Roberta Blass & Tabak, Benjamin Miranda

### November 2007, Volume 27, Issue 2

**v:27:y:2007:i:2:a:1524 The Trade-Off Between Incentives and Endogenous Risk***by*Araujo, Aloisio & Moreira, Humberto & Tsuchida, Marcos**v:27:y:2007:i:2:a:1525 The Dynamics of Firm Size Distribution***by*Ribeiro, Eduardo Pontual**v:27:y:2007:i:2:a:1526 Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models***by*Ferraz, Rosemeire O. & Hotta, Luiz K.**v:27:y:2007:i:2:a:1527 Phase Transition in a Non-Cooperative Population Game***by*do Carmo, Heron Carlos Esvael & de Freitas, Gustavo Gomes**v:27:y:2007:i:2:a:1528 Earnings Inequality in Brazil: Is it Permanent or Transitory?***by*Santos, Antonio Loureiro & Souza, André Portela**v:27:y:2007:i:2:a:1529 A General Approach for Pricing Rollover Options***by*Zimmer, Christian Johannes

### May 2007, Volume 27, Issue 1

**v:27:y:2007:i:1:a:1570 Comparing Value-at-Risk Methodologies***by*Lima, Luiz Renato & Néri, Breno Pinheiro**v:27:y:2007:i:1:a:1571 Assessing Debt Sustainability in Brazil***by*de Carvalho, Alexandre & Salomão, Pedro A. S.**v:27:y:2007:i:1:a:1572 Conditional Treatment and Its Eﬀect on Recidivism***by*Carvalho, José R. & Bierens, Herman J.**v:27:y:2007:i:1:a:1573 The Fiscal Theory of the Price Level and the Interaction of Monetary and Fiscal Policies: The Brazilian Case***by*Moreira, Tito Belchior S. & e Souza, Geraldo da Silva & Almeida, Charles Lima de**v:27:y:2007:i:1:a:1574 Pricing and Modeling Credit Derivatives***by*Akat, Muzaﬀer & Almeida, Caio & Papanicolaou, George**v:27:y:2007:i:1:a:1575 Inﬂation Dynamics in Brazil: The Case of a Small Open Economy***by*Areosa, Waldyr Dutra & Medeiros, Marcelo

### November 2006, Volume 26, Issue 2

**v:26:y:2006:i:2:a:1576 Intergenerational Mobility of Wages in Brazil***by*Ferreira, Sergio Guimarães & Veloso, Fernando A.**v:26:y:2006:i:2:a:1577 Combining Aggregate and Plant-Level Data to Estimate a Discrete-Choice Demand Model***by*DeSouza, Sergio Aquino**v:26:y:2006:i:2:a:1578 Multivariate Skew Distributions Based on the GT-Copula***by*Mendes, Beatriz Vaz de Melo & Arslan, Olcay**v:26:y:2006:i:2:a:1579 Dynamic Hedging with Stochastic Diﬀerential Utility***by*Bueno, Rodrigo De Losso da Silveira**v:26:y:2006:i:2:a:1580 Two-Sided Altruism in an OLG Model with Incomplete Markets and Default***by*Maldonado, Wilfredo L. & Orrillo, Jaime**v:26:y:2006:i:2:a:1581 Goodness-of-ﬁt Tests Focus on Value-at-Risk Estimation***by*Barbachan, José Santiago Fajardo & Ornelas, José Renato Haas & de Farias, Aquiles Rocha

### May 2006, Volume 26, Issue 1

**v:26:y:2006:i:1:a:2496 Risk Regulation in Brazil: A General Equilibrium Model***by*Araújo, Aloísio Pessoa & Vicente, José Valentim M.**v:26:y:2006:i:1:a:2497 State Space Models for Dynamic Style Analysis of Portfolios***by*Pizzinga, Adrian & Fernandes, Cristiano**v:26:y:2006:i:1:a:2498 Subnational Debt Renegotiation and Elections: Experimentation and Reputation in the Brazilian Fiscal Federalism***by*Bugarin, Maurício Soares**v:26:y:2006:i:1:a:2499 Work-Related Injuries Involving Children and Adolescents: Application of a Recursive Bivariate Probit Model***by*Kassouf, Ana Lúcia & Hoffmann, Rodolfo**v:26:y:2006:i:1:a:2500 Pension Reform in Brazil: Transitional Issues in a Model with Endogenous Labor Supply***by*Ferreira, Sergio Guimarães**v:26:y:2006:i:1:a:2501 Another Proof of the Existence of GEI Equilibrium with Default and Exogenous Collateral***by*Orrilo, Jaime

### November 2005, Volume 25, Issue 2

**v:25:y:2005:i:2:a:2502 Optimal Portfolio Structuring in Emerging Stock Markets Using Robust Statistics***by*Reyna, Fernando R. Q. & Júnior, Antonio M. Duarte & Mendes, Beatriz V. M. & Porto, Oscar**v:25:y:2005:i:2:a:2503 Further Results on Weak Exogeneity in Vector Error Correction Models***by*Rault, Christophe**v:25:y:2005:i:2:a:2504 A Markov Switching Model for the Brazilian Demand for Imports: Analyzing the Import Substitution Process in Brazil***by*de Morais, Igor Alexandre C. & Portugal, Marcelo Savino**v:25:y:2005:i:2:a:2505 Regress and Progress! An Econometric Characterization of the Short-Run Relationship between Productivity and Labor Input in Brazil***by*Magalhães, Matheus Albergaria de & Picchetti, Paulo**v:25:y:2005:i:2:a:2506 A Dynamic Market Clearing Price Mechanism with Multiple Demands***by*Sotomayor, Marilda**v:25:y:2005:i:2:a:2507 Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities***by*de Sousa, Maria da Conceição Sampaio & Cribari-Neto, Francisco & Stosic, Borko D.

### May 2005, Volume 25, Issue 1

**v:25:y:2005:i:1:a:2670 An Analysis of Quit and Dismissal Determinants between 1988 and 1999 using the Bivariate Probit Model***by*Orellano, Veronica I. F. & Picchetti, Paulo**v:25:y:2005:i:1:a:2671 Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check***by*Souza, Leonardo & Veiga, Alvaro & Medeiros, Marcelo C.**v:25:y:2005:i:1:a:2672 Long-run Implications of the Brazilian Capital Stock and Income Estimates***by*Gomes, Victor & Bugarin, Mirta N. S. & Ellery-Jr, Roberto**v:25:y:2005:i:1:a:2673 A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models***by*Almeida, Caio Ibsen Rodrigues de**v:25:y:2005:i:1:a:2674 Sensitivity Analysis in Computable General Equilibrium Models: An Application for the Regional Effects of the Free Trade Area of the Americas (FTAA)***by*Domingues, Edson Paulo & Haddad, Eduardo Amaral

### November 2004, Volume 24, Issue 2

**v:24:y:2004:i:2:a:2709 Political Economy of Intermunicipal Health Consortia Formation: Effects of Income and Preference Heterogeneity among Municipalities***by*Teixeira, Luciana & Bugarin, Mauricio & Dowell, Maria Cristina Mac**v:24:y:2004:i:2:a:2710 Core Inflation: Robust Common Trend Model Forecasting***by*Moreira, Ajax R. B. & Migon, Helio S.**v:24:y:2004:i:2:a:2711 Optimal Portfolio and Consumption in a Switching Diffusion Market***by*Cajueiro, Daniel Oliveira & Yoneyama, Takashi**v:24:y:2004:i:2:a:2712 Generalized Hyperbolic Distributions and Brazilian Data***by*Fajardo, José & Farias, Aquiles**v:24:y:2004:i:2:a:2713 On the Statistical Estimation of Diffusion Processes: A Partial Survey***by*Cysne, Rubens Penha

### May 2004, Volume 24, Issue 1

**v:24:y:2004:i:1:a:2702 Overreaction of yield spreads and movements of Brazilian interest ratest***by*Brito, Ricardo D. & Duarte, Angelo José Mont' Alverne & Guillen, Osmani Teixeira de Carvalho**v:24:y:2004:i:1:a:2703 Political uncertainty and monetary unions***by*Gonçalves, Carlos Eduardo Soares**v:24:y:2004:i:1:a:2704 Relative deficit of health services in Brazilian states and regions***by*Gasparini, Carlos Eduardo & Ramos, Francisco S.**v:24:y:2004:i:1:a:2705 Long memory in the R$ / US$ exchange rate: A robust analysis***by*Laurini, Márcio Poletti & Portugal, Marcelo Savino**v:24:y:2004:i:1:a:2706 Decomposition of Mehran and Piesch inequality measures by factor components and their application to the distribution of per capita household income in Brazil***by*Hoffmann, Rodolfo

### November 2003, Volume 23, Issue 2

**v:23:y:2003:i:2:a:2724 Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model***by*Motta, Anderson C. O. & Hotta, Luiz K.**v:23:y:2003:i:2:a:2725 A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach***by*Gil-Alana, Luis A.**v:23:y:2003:i:2:a:2726 Estimation of the Brazilian Consumer Demand System***by*Asano, Seki & Fiuza, Eduardo P. S.**v:23:y:2003:i:2:a:2727 A Dynamic Price-Setting Mechanism for a Hybrid Matching Market***by*Sotomayor, Marilda**v:23:y:2003:i:2:a:2728 The Use of Martingale Theory for the Superreplication of Exotic Options in Incomplete Markets***by*Zimmer, Christian Johannes

### May 2003, Volume 23, Issue 1

**v:23:y:2003:i:1:a:2730 Effects of Trade Policy on Technology Adoption and Investment***by*Teixeira, Arilton**v:23:y:2003:i:1:a:2731 A Competitive Growth Model with Endogenous Fertility***by*Veloso, Fernando A.**v:23:y:2003:i:1:a:2732 Determinants of the Differential Pricing between Voting and Non-Voting Shares in Brazil'***by*Saito, Richard**v:23:y:2003:i:1:a:2733 The Secular Trend of Brazilian Terms of Trade Revisited - 1850 to 2000***by*Jr., Sergio Kannebley & Gremaud, Amaury Patrick**v:23:y:2003:i:1:a:2734 Multivariate Threshold Models: TVARs and TVECMs***by*Galvão, Ana Beatriz C.

### November 2002, Volume 22, Issue 2

**v:22:y:2002:i:2:a:2735 Private sector credit and inflation during Brazilian stabilization plans: Models with endogenously determined structural breaks***by*Zerbini, Maria Beatriz & Rocha, Fabiana**v:22:y:2002:i:2:a:2736 Hyperinflation: Inflation tax and economic policy regime***by*Barbosa, Fernando de Holanda**v:22:y:2002:i:2:a:2737 Unemployment insurance and transitions in the labor market: An evaluation of the Brazilian program***by*Chahad, José Paulo Zeetano & Fernandes, Reynaldo**v:22:y:2002:i:2:a:2738 Additive nonparametric regression estimation via backfitting and marginal integration: Small sample performance***by*da Silva, Fernando A. Boeira Sabino**v:22:y:2002:i:2:a:2739 Political risk, incentives and international credit market equilibrium***by*Araújo, Carlos Hamilton Vasconcelos

### May 2002, Volume 22, Issue 1

**v:22:y:2002:i:1:a:2743 Collusion in the Brazilian steel sector: A new industrial economy approach***by*Vasconcelos, Silvinha Pinto & Ramos, Francisco de Souza**v:22:y:2002:i:1:a:2744 Vertical integration in telecommunications and foreclosure: The role of quality and the long run***by*Mattos, César**v:22:y:2002:i:1:a:2745 Equilibrium in stochastic economies with incomplete financial markets***by*Barbachan, José Fajardo**v:22:y:2002:i:1:a:2746 Non-stationary Gaussian ARFIMA processes: Estimation and application***by*Lopes, Sílvia Regina Costa & Olbermann, Bárbara Patrícia & Reisen, Valderio Anselmo**v:22:y:2002:i:1:a:2747 Nonparametric econometrics***by*Dias, Ronaldo

### November 2001, Volume 21, Issue 2

**v:21:y:2001:i:2:a:2751 Effect of the rise of a person's income on inequality***by*Hoffmann, Rodolfo**v:21:y:2001:i:2:a:2752 Lévy processes and the Brazilian market***by*Barbachan, José Fajardo & Schuschny, Andrés Ricardo & Silva, André de Castro**v:21:y:2001:i:2:a:2753 Statistical properties of data envelopment analysis estimators of production functions***by*Souza, Geraldo da Silva e**v:21:y:2001:i:2:a:2754 Instability and chaotic dynamics in stock returns***by*Ohashi, Alberto Masayoshi F .**v:21:y:2001:i:2:a:2755 Review of major results of Martingale theory applied to the valuation of contingent claims***by*Neto, Cícero Augusto Vieira & Pereira, Pedro L. Valls

### May 2001, Volume 21, Issue 1

**v:21:y:2001:i:1:a:3191 A Monthly Indicator of Brazilian GDP***by*Chauvet, Marcelle**v:21:y:2001:i:1:a:3192 Towareds a Truthful Land Taxation Mechanism in Brazil***by*Assunção, Juliano Junqueira & Moreira, Humberto**v:21:y:2001:i:1:a:3193 Error and Model Misspecification in ARFIMA Process***by*Reisen, Valderio A. & Sena Jr., Manoel R. & Lopes, Silvia R. C .**v:21:y:2001:i:1:a:3194 Job Placement: Gender Differences and Consequences on Welfare***by*de Barros, Ricardo Paes & Corseuil, Carlos Henrique & dos Santos, Daniel Domingues & Firpo, Sergio Pinheiro**v:21:y:2001:i:1:a:3195 The Use of Multivariate Analysis in the Characterization of Satellite Tracking Systems in Highway***by*Anefalos, Lilian Cristina & Caixeta Filho, Jose Vicente

### November 2000, Volume 20, Issue 2

**v:20:y:2000:i:2:a:2756 The Political Economy of Non Convergence***by*Kanczuk, Fabio**v:20:y:2000:i:2:a:2757 Cycles, Steady States and Sunspot Equilibrium in Models with Memory***by*Maldonado, Wilfredo Leiva**v:20:y:2000:i:2:a:2758 Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function***by*Issler, João Victor & Piqueira, Natalia Scotto**v:20:y:2000:i:2:a:2759 Causality Inflation-Relative ,Prices: Comparative Evidence From Latin-America***by*Dabús, Carlos & Cerioni, Liliana**v:20:y:2000:i:2:a:2760 A Note on Inverse Moments of Binomial Variates***by*Cribari-Neto, Francisco & Garcia, Nancy Lopes & Vasconcellos, Klaus L. P.