Working papers
International Macroeconomic Vulnerability
2022
João Pedro Cavaleiro dos Reis Velloso, Márcio Garcia, Diogo Abry Guillén, Bernardo Silva de Carvalho Ribeiro.
TD n. 691
Ignorance is bliss: voter education and alignment in distributive politics
2021
Francisco de Lima Cavalcanti.
TD n. 690
Lockdown effects in US states: an artificial counterfactual approach
2021
Carlos B. Carneiro, Iuri Honda Ferreira, Marcelo Medeiros, Henrique Fernandes Pires, Eduardo Zilberman.
TD n. 673
Persistent Monetary Non-neutrality in an Estimated Menu-Cost Model with Partially Costly Information
2021
Marco Bonomo, Carlos Viana de Carvalho, Rene Garcia, Vivian Malta Nunes, Rodolfo Dinis Rigato.
TD n. 688
Taylor Rule Estimation by OLS
2021
Carlos Viana de Carvalho, Fernanda Feitosa Nechio, Tiago Santana Tristão.
TD n. 686
From Zero to Hero: Realized Partial (Co)Variances
2021
Tim Bollerslev, Marcelo Medeiros, Andrew J. Patton, Rogier Quaedvlieg.
TD n. 672
Residual Based Nodewise Regression in Factor Models with Ultra-High Dimensions: Analysis of Mean-Variance Portfolio Efficiency and Estimation of Out-of-Sample and Constrained Maximum Sharpe Ratios
2021
Marcelo Medeiros, Gabriel F. R. Vasconcelos.
TD n. 684
Price selection
2021
Carlos Viana de Carvalho, Oleksiy Kryvtsov.
TD n. 685
Short-Term Covid-19 Forecast for Latecomers
2021
Marcelo Medeiros, Alexandre Street, Davi Valladão, Gabriel F. R. Vasconcelos, Eduardo Zilberman.
TD n. 670
Anchored Inflation Expectations
2021
Carlos Viana de Carvalho, Stefano Eusepi, Emanuel Moench, Bruce Preston.
TD n. 689