Working Papers

Incentive-driven Inattention

Central Bank Credibility and Inflation Expectations: A Microfounded Forecasting Approach

Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors

Inattention in Individual Expectations

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

Microfounded Forecasting

Estimating Brazilian Monthly GDP: a State-Space Approach.
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.