← All authors João Victor Issler Fundação Getulio Vargas (per OpenAlex) · ORCID · OpenAlex
50 papers in scope · 50 published · 1 on the econ.EM arXiv · 915 citations · h-index 15 (over the papers listed here)
Papers (1 of 50)
Índice de Condições Financeiras do Brasil
published 2025 · Revista Brasileira de Economia
with Marina de Figueiredo Garrido, Luana Moreira de Miranda Pimentel, José Júlio Senna
published 2024 · Journal of International Money and Finance · 2 citations · first circulated 2022
An Early Warning Test for the Brazilian Inflation-Targeting Regime: An Application to the COVID-19 Pandemic
published 2023 · Revista Brasileira de Economia
Central bank credibility and inflation expectations: a microfounded forecasting approach
published 2022 · Macroeconomic Dynamics · 11 citations
with Ana Flávia Barros Soares
Machine learning and oil price point and density forecasting
published 2021 · Energy Economics · 10 citations
with Alexandre Bonnet R. Costa, Pedro Cavalcanti Ferreira, Wagner Piazza Gaglianone, Osmani Teixeira de Carvalho Guillén, Yihao Lin
Commodity prices and global economic activity: A derived-demand approach
published 2021 · Energy Economics · 7 citations
with Angelo Mont'alverne Duarte, Wagner Piazza Gaglianone, Osmani Teixeira de Carvalho Guillén
Incentive-driven inattention
published 2020 · Journal of Econometrics · 23 citations · first circulated 2019
Mixed causal–noncausal autoregressions with exogenous regressors
published 2020 · Journal of Applied Econometrics · 21 citations · first circulated 2017
Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level
published 2019 · Revista Brasileira de Economia · 4 citations
with Victor Pina Dias, Érica Diniz Oliveira, Laísa Rachter, Érica Diniz
Uma Medida de PIB Mensal para o Brasil usando o Term Spread
published 2019 · Revista Brasileira de Economia · 1 citations
with Luana Moreira de Miranda Pimentel
Using Common Features to Investigate Common Growth Cycles for BRICS Countries
published 2018 · Economia Aplicada · first circulated 2017
with Bruno Delalibera, Roberto Castello Branco, Roberto da Cunha Castello Branco
Inattention in individual expectations
published 2017 · EconomiA · first circulated 2015
with Yara de Almeida Campos Cordeiro, Wagner Piazza Gaglianone
Applying a microfounded-forecasting approach to predict Brazilian inflation
published 2016 · Empirical Economics · 11 citations
with Wagner Piazza Gaglianone, Sílvia Maria Matos
TESTING CONSUMPTION OPTIMALITY USING AGGREGATE DATA
published 2016 · Macroeconomic Dynamics · 7 citations · first circulated 2014
with Fábio Augusto Reis Gomes
Estimating Brazilian Monthly GDP: a State-Space Approach
published 2016 · Revista Brasileira de Economia · 7 citations · first circulated 2013
with Hilton Hostalácio Notini
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
published 2016 · Revista Brasileira de Economia · 3 citations · first circulated 2015
with Andressa Monteiro de Castro, Andressa Souza Campos Monteiro Castro
Forecasting multivariate time series under present-value model short-and long-run co-movement restrictions
published 2015 · International Journal of Forecasting · 6 citations · first circulated 2013
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
published 2013 · Journal of Economic Dynamics and Control · 18 citations · first circulated 2012
with Osmani Teixeira de Carvalho Guillén, Afonso Arinos de Mello Franco-Neto, Osmani Teixeira Carvalho Guillen, Afonso Arinos de Mello Franco Neto
A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS?
published 2013 · Macroeconomic Dynamics · 5 citations · first circulated 2007
with Carlos E. da Costa, Paulo F. Matos, Paulo Rogério Faustino Matos
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
published 2013 · Journal of International Money and Finance · 50 citations
with Claudia Rodrigues, Rafael Burjack, Claudia Ferreira Rodrigues
Constructing coincident and leading indices of economic activity for the Brazilian economy
published 2013 · OECD Journal Journal of Business Cycle Measurement and Analysis · 6 citations · first circulated 2009
with Hilton Hostalácio Notini, Claudia Fontoura Rodrigues, Claudia Oliveira da Fontoura Rodrigues
Constructing coincident indices of economic activity for the Latin American economy
published 2013 · Revista Brasileira de Economia · 6 citations
with Hilton Hostalácio Notini, Claudia Ferreira Rodrigues, Ana Flávia Barros Soares
Annals issue on forecasting—Guest editors’ introduction
published 2011 · Journal of Econometrics
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
published 2011 · Journal of Econometrics · 9 citations
with George Athanasopoulos, Osmani Teixeira de Carvalho Guillén, Farshid Vahid
Impacto do PIS e da COFINS na inflação: uma abordagem econométrica usando o teste de janela variável
published 2009 · Economia Aplicada · 2 citations · first circulated 2006
with Rubens Penha Cysne, Luiz Renato Lima, Hilton Hostalácio
Novo indicador coincidente para a atividade industrial brasileira
published 2009 · Economia Aplicada · 11 citations
with Gilberto Hollauer, Hilton Hostalácio Notini
A panel data approach to economic forecasting: The bias-corrected average forecast
published 2009 · Journal of Econometrics · 38 citations · first circulated 2007
with Luiz Renato Lima
Prevendo o crescimento da produção industrial usando um número limitado de combinações de previsões
published 2008 · Economia Aplicada · 4 citations
with Gilberto Hollauer, Hilton Hostalácio Notini
The welfare cost of macroeconomic uncertainty in the post-war period
published 2007 · Economics Letters · 19 citations · first circulated 2006
with Afonso Arinos de Mello Franco-Neto, Osmani Teixeira de Carvalho Guillén, Afonso Arinos de Mello Franco Neto, Osmani Teixeira Carvalho Guillen
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
published 2005 · Journal of Econometrics · 37 citations
with Farshid Vahid
Common features
published 2005 · Journal of Econometrics · 9 citations
with Heather M. Anderson, Farshid Vahid
Principais características do consumo de duráveis no Brasil e testes de separabilidade entre duráveis e não-duráveis
published 2005 · Revista Brasileira de Economia · 11 citations · first circulated 2004
with Fábio Augusto Reis Gomes, Márcio Antônio Salvato
AN INVESTIGATION OF CROSS-COUNTRY INCOME DIFFERENCES*
published 2005 · Revista de Análisis Económico – Economic Analysis Review · 1 citations
with Pedro Cavalcanti Ferreira, Samuel de Abreu Pessôa
no link
Testing production functions used in empirical growth studies
published 2004 · Economics Letters · 35 citations · first circulated 2002
with Pedro Cavalcanti Ferreira, Samuel de Abreu Pessôa
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount
published 2004 · Econometric Society 2004 Latin American Meetings
no link
A hipótese das expectativas na estrutura a termo de juros no Brasil: uma aplicação de modelos de valor presente
published 2003 · Revista Brasileira de Economia · 31 citations
with Alexandre Maia Correia Lima
The importance of common cyclical features in VAR analysis: a Monte-Carlo study
published 2002 · Journal of Econometrics · 93 citations
with Farshid Vahid
Common cycles and the importance of transitory shocks to macroeconomic aggregates
published 2001 · Journal of Monetary Economics · 110 citations · first circulated 1998
with Farshid Vahid
Consumption, liquidity constraint and welfare in Brazil
published 2000 · Economia Aplicada · 2 citations
with Fernando de Paula Rocha
Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function
published 2000 · Brazilian Review of Econometrics · 76 citations
with Natália Scotto Piqueira
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947–1992
published 2000 · Journal of Development Economics · 65 citations
with Luiz Renato Lima
Desemprego regional no Brasil: uma abordagem empírica
published 1999 · Economia Aplicada · 6 citations
with Carlos Henrique Leite Corseuil, Gustavo Gonzaga
Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models
published 1999 · Brazilian Review of Econometrics · 23 citations
Comentários sobre o Artigo Modelos Alternativos para Extração da Volatilidade de Ativos: um Estudo Comparativo
published 1999 · Brazilian Review of Econometrics · 3 citations
Time-Series Properties and Empirical Evidence of Growth and Infrastructure
published 1998 · Brazilian Review of Econometrics · 5 citations
with Pedro Cavalcanti Ferreira
Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas
published 1996 · Brazilian Review of Econometrics
with Gustavo Gonzaga, Guilherme Cortella Marone
Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing
published 1996 · The Journal of Fixed Income · 12 citations
with Franklin de O. Gonçalves
Estimating common sectoral cycles
published 1995 · Journal of Monetary Economics · 114 citations
with Robert F. Engle
Resenha do Livro: "Long-Run Economic Relationships: Readings in Cointegration" de Robert F. Engle e Clive W. J. Granger
published 1992 · Brazilian Review of Econometrics · 1 citations
Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports
published 1992 · Brazilian Review of Econometrics
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