publications
publications by categories in reversed chronological order. generated by jekyll-scholar.
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2008
- Journal
2007
- MagazineA Comparison Between Default Correlation Estimators for Credit Risk in BrazilTecnologia de Crédito, Oct 2007
- Conference
- Extended AbstractHierarchical Bayes and Distribution Fit Approach for Estimation of Default CorrelationIn Third Brazilian Conference on Statistical Modelling in Insurance and Finance, 2007
2005
- ConferenceDelays in Stabilization or in Reforms? The Debt CrisisIn VII Encontro Regional de Economia - ANPEC Sul, 2005
- ConferenceDelays in Stabilization or in Reforms? The Debt CrisisIn Encuentro Anual Sociedad de Economía de Chile, 2005
2004
- Journal
2003
- JournalUnderstanding Brazilian Unemployment: A Mixed Autoregressive ApproachICMC-USP Department of Mathematics Seminar Note, 2003
- Extended AbstractBayesian Unit Root Tests for Financial Time SeriesIn Brazilian Conference on Statistical Modelling in Insurance and Finance, 2003
- Extended AbstractA Comparison of Bayesian and Bootstrapped Maximum Likelihood Approaches for ARCH Models: Evidence from Brazilian Financial Time SeriesIn Brazilian Conference on Statistical Modelling in Insurance and Finance, 2003
- Extended AbstractUnit Root Tests: A Comparative Approach Between Classical and Bayesian ProceduresIn Simpósio de Teses e Dissertações do ICMC, 2003
- AbstractUnit Root Tests in Econometrics: A Bayesian ApproachIn Escola de Séries Temporais e Econometria, 2003
- AbstractUnderstanding Brazilian Unemployment Structure: A Mixed Autoregressive ApproachIn Escola de Séries Temporais e Econometria, 2003
2002
- ConferencePooled Estimation and Error Correction Approach To a Dynamic Panel Solow Growth ModelIn Latin American Meeting of the Econometric Society, 2002
2001
- ConferencePooled Estimation and Error Correction Approach To a Dynamic Panel Solow Growth ModelIn SBE - Sociedade Brasileira de Econometria, 2001
- ConferenceUnit Root, Structural Break, and the Validity of PPP: Results for Trade Relations Between Brazil and the European UnionIn Encontro dos Economistas de Língua Portuguesa (EELP), 2001
- ConferencePooled Estimation and Error Correction Approach To a Dynamic Panel Solow Growth ModelIn Latin America and Caribbean Economic Association (LACEA), 2001
1998
- Abstract
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n.d.
- Working PaperBayesian Semiparametric Regression for Autoregressive Models with Possible Unit Rootsn.d.Unpublished working paper
- Working PaperUse of Macro-Economic Factors in Credit Scoring: Application to Point-in-Time Risk Evaluation of SMEsn.d.Unpublished working paper
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