Working Papers

Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries

Microfounded Forecasting

Testing Consumption Optimality using Aggregate Data
Ensaios Econômicos da EPGE, 2014.

Forecasting Multivariate Time Series under Present-Value-Model Short-and Long-run Co-movement Restrictions.

Estimating Brazilian Monthly GDP: a State-Space Approach.
A Note on the Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level.
Constructing Common-Factor Portfolios.
Ensaios Econômicos da EPGE, 731, 2012.

A Stochastic discount factor approach to asset pricing using panel data asymptotics.
An Econometric Contribution to the Intertemporal Approach of the Current Account.