Working Papers

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.
 
 
 
 
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