Diogo de Prince
Ph.D. in Economics, Getulio Vargas Foundation (Sao Paulo School of Economics), 2015
E-mail: dioted@gmail.com
Position
Researcher at the MacroLab (former CEMAP) from Getulio Vargas Foundation (Sao Paulo School of Economics). 2012 -
Assistant Professor, Federal University of Sao Paulo, 2015 -
Mendeley: https://www.mendeley.com/profiles/diogo-de-prince/
ORCID: https://orcid.org/0000-0002-4883-2899
https://www.youtube.com/channel/UCE92fR3fUQwYdzagTxANBwA?view_as=subscriber (Canal no Youtube de Prática no R voltada para Economia)
Main Publications
Does the private database help to explain Brazilian inflation? In Chiann, Pinheiro and Toloi (Eds.), Festschrift in Honor of Pedro A. Morettin: Time Series and Wavelets, Springer, forthcoming. (with Emerson Marçal and Pedro Valls Pereira) Chapter in the book honoring Professor Pedro Morettin.
Sectoral exchange rate pass-through to manufacturing prices: a GVAR approach. Open Economies Review, 2023 (with Sérgio Kannebley Junior and Felipe dos Santos Costa)
Forecasting Industrial Production by its aggregated, disaggregated series or a combination of both? Evidence from one emerging market economy. Econometrics, Special Issue on Economic Forecasting, 2022 (with Emerson Marçal and Pedro Valls Pereira) [Slides]
Is fiscal policy effective in Brazil? An empirical analysis. Quarterly Review of Economics and Finance, 2020. (with Emerson Marçal and Márcio Holland)
Are price hazard functions really decreasing functions in Brazil?. Journal of Macroeconomics, 2018. Working Paper version (from PhD Thesis)
Scientific production and its collective determinants: an econometric analysis for the Brazilian Research Labs. Science and Public Policy, 2018. (with Sérgio Kannebley Junior and Renata Borges)
Macro-Hysteresis Test for Brazilian Exports of Manufactured Products: A threshold Panel Approach. Metroeconomica, 2015. (with Sérgio Kannebley Junior and João Baroni)
Publications in Brazilian journals and Others
Pricing-to-market of Brazilian exports: a case of vehicle currency invoicing. Economia (Anpec), 2024 (with with Sérgio Kannebley Junior and Daniel da Silva). Supplementary Appendix.
Impact of bus lanes on the speed of other vehicles in Sao Paulo. Planejamento e Políticas Públicas, 2023 (with Rafael Martins de Oliveira, Eduardo Luiz Machado, Veneziano de Castro Araujo)
Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes. Journal of Economic Studies, 2023. Working Paper version (with Renan Diniz and Leandro Maciel)
Repasse Cambial na Economia Brasileira: estimação a partir do modelo VCEE. Estudos Econômicos, 2022 (with Sérgio Kannebley Junior and Lucas Godoi)
Sustentabilidade da conta corrente dos EUA e do Brasil e o papel da diferença entre as taxas de retorno de ativos e do passivos externos. Economia Aplicada, 2021 (with Renato Godinho and Emerson Marçal)
State export financial support of Brazilian manufactured products: a microeconometric analysis. Planejamento e Políticas Públicas, 2021. (with Sérgio Kannebley Junior and Rodrigo Baggi Alvarez)
Assessing global economic activity linkages: the role played by United States, Germany and China. EconomiA (Anpec), 2020. (with Emerson Marçal, Beatrice Zimmermann, Giovanni Merlin and Oscar Simões)
Assessing Interdependence Among Countries' Fundamentals and Its Implications for Exchange Rate Misalignment Estimates: An Empirical Exercise Based on GVAR . Brazilian Review of Economics, 2018. (with Emerson Marçal, Beatrice Zimmermann and Giovanni Merlin)
Determinantes da duração do Ministro da Fazenda no Brasil de 1994 a 2017 a partir de um modelo Weibull. Revista de Economia (Curitiba), 2018. (with Amanda Nakata and André Roncaglia de Carvalho)
Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States. The Empirical Economics Letters, 2018. (with Emerson Marçal, Beatrice Zimmermann and Giovanni Merlin)
Time-dependent or state-dependent pricing? Evidence from firms' response to inflation shocks. Brazilian Review of Econometrics, 2016. (with Bernardo Guimarães and André Mazini)
Restrição Financeira e Financiamento Público à Inovação no Brasil: Uma Análise a partir dos microdados da PINTEC. Nova Economia, 2015. (with Sérgio Kannebley Junior)
Política monetária em tempos de crise. Revista Brasileira de Economia, 2013. (with Vladimir Kuhl Teles, from PhD Thesis)
Strong hysteresis in Brazilian imports: a panel cointegration approach. Journal of Economic Studies (Bradford), 2013. (with Sérgio Kannebley Junior)
What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market. Economics Bulletin, 2013. (with Alexandre Monte)
O efeito do fim do Acordo sobre Têxteis e Vestuários para a indústria brasileira: uma análise a partir da fronteira de produção estocástica. Revista Brasileira de Inovação, 2013. (with Ariene Salgueiro and Rogério Gomes)
Hysteresis e o Comércio Exterior de Produtos Industrializados Brasileiros. Pesquisa e Planejamento Econômico, 2011. (with Maíra Scarpelli and Sérgio Kannebley Junior)
O papel do capital humano no crescimento - uma análise espacial para o Brasil. Economia & Tecnologia, 2011. (with Ariene Salgueiro and Luciano Nakabashi)
Determinantes do Crédito Bancário: uma análise com dados em painel para as maiores instituições. Análise Econômica, 2009. (with José Ricardo Fucidji)
Book Chapter
Comércio Exterior de produtos industrializados brasileiros. (with Sérgio Kannebley Junior and Maira Scarpelli) In: Holland, M.; Nakano, Y. (Org.). Taxa de Câmbio no Brasil: Estudos de uma Perspectiva do Desenvolvimento Econômico. 1ed.: Campus/Elsevier, 2011
Referee for:
(International Journals) Economic Systems, Economics Bulletin, Journal of Economic Studies, Regional Science Policy and Practice, SAGE Open
(Brazilian Journals) Revista Brasileira de Economia, EconomiA (Anpec), Estudos Econômicos, Análise Econômica, Economia (UFPR)