Papers in Refereed Journals
1. “Evaluating VaR Models via Quantile Regression” (with Oliver Linton and Wagner Gaglianone). Revise and Resubmit at Journal of Business Economics and Statistics (JBES).
2. “Local Persistence and the PPP Hypothesis” (with Soyoung Kim). Revised and Resubmitted to Journal of International Money and Finance.
3. “A Panel Data Approach to Economic Forecasting: the bias-corrected average forecast” (with Joao V. Issler). Forthcoming in Journal of Econometrics.
4. “Debt Ceiling and Fiscal Sustainability in Brazil: a quantile autoregression approach” (with Wagner Gaglianone and Raquel Sampaio). Journal of Development Economics. Vol. 86, pp. 313-335, 2008.
5. “Testing Covariance Stationarity” (with Zhijie Xiao). Econometric Reviews. Vol. 26, pp. 643-667, 2007.
6. “Further Investigation of the Uncertain Trend in US DGP” (with Jaime Filho). Applied Economics. Vol. 40, pp. 1207-1212, 2008.
7. “Comparing Value-at-Risk Methodologies DGP” (with Breno Neri). Brazilian Review of Econometrics.vol. 27, n. 1, pp. 1-25, May-2007.
8. “Do Shocks Last Forever? Local Persistence in Economic Time Series” (with Zhijie Xiao). Journal of Macroeconomics.vol. 29, pp. 103-122, 2007.
9. “Omitted Asymmetric Persistence and Conditional Heteroskedasticity” (with Breno Neri). Economics Bulletin.vol. 3, n.5, pp. 1-6, 2006.
10. “Public Debt Sustainability and Endogenous Seignorage in Brazil: Time Series Analysis” (with Joao V. Issler). Journal of Development Economics.vol. 62, pp. 131-147, 2000.
Papers in Refereed Journals (In Portuguese)
1. “Dinamica Não-Linear e a Sustentabilidade da Divida Publica Brasileira” (with Andrei Simonassi). Published in: Pesquisa e Planejamento Economico, vol. 35, n.2, pp. 1-20, 2005.
2. “Como se Equilibra o Orçamento do Governo do Brasil?” (with João V. Issler). Published in: Pesquisa e Planejemento Economico, vol. 27, n. 3, pp. 519-540, 1997.