A Note on the Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions.
Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level.
Estimating Brazilian Monthly GDP: a State-Space Approach.
Constructing Common-Factor Portfolios.
Ensaios Econômicos da EPGE, 731, 2012.
A Stochastic discount factor approach to asset pricing using panel data asymptotics.
Testing the Optimality of Aggegate Consumption Decisions: Is there Rule-of-Thumb Behavior?
An Econometric Contribution to the Intertemporal Approach of the Current Account.
Working Papers Series 178, Central Bank of Brazil, Research Department, 2009.