The Brazilian economy from Cardoso to Lula: An interim view
N 504, 01/08/2005
publicado em em Leslie Bethell (ed) The Cambridge History of Latin America, vol. IX, Cambridge University Press
Marcelo de Paiva Abreu, Rogério Werneck.
Working Paper Series
Browse the categories to access the content of academic, scientific and opinion publications of the professors and students of the Department of Economics PUC-Rio.
Trade liberalization and the evolution of skill earnings differentials in Brazil
N 503, 01/08/2005
publicado em Journal of International Economics, 68(2): 345-367, 2006
Gustavo Gonzaga, Cristina Terra, Naércio Aquino Menezes Filho.
Medium run effects of short run inflation surprises: monetary policy credibility and inflation risk premium
N 508, 01/07/2005
Márcio Garcia, Alexandre Lowenkron.
Market Power and Commodity Prices: Brazil, Chile and the United States, 1820s-1930
N 510, 01/05/2005
Felipe Tâmega Fernandes, Marcelo de Paiva Abreu.
Non-price advertising and price competition: a theory, and evidence from the Brazilian beer market
N 525, 01/05/2005
Renato Dias de Brito Gomes, João Manoel Pinho de Mello.
Corporate board structure, managerial self-dealing and common agency
N 523, 01/05/2005
Vinicius Nascimento Carrasco.
Matching e determinação de contratos nas micro empresas no Brasil
N 499, 01/02/2005
Juliano Assunção, Joana da Costa Martins Monteiro.
Tributação e a Organização dos Prestadores de Serviços no Brasil
N 501, 01/02/2005
publicado em Pesquisa e Planejamento Econômico, v.36, n.2, 2006
Silvia Helena M. Franco Starling Luiz Barcellos, Juliano Assunção, Rogério Werneck.
Testing competing explanations for the inverse productivity puzzle
N 500, 01/02/2005
publicado em American Journal of Agricultural Economics, v.89, n.4, novembro 2007
Juliano Assunção, Luiz Henrique Bertolino Braido.
Financial constraints, migration and inequality
N 498, 01/02/2005
Juliano Assunção, Leandro Siqueira Carvalho.
Land taxes in a Latin American context
N 497, 01/02/2005
Juliano Assunção, Humberto Moreira.
Non-agricultural land use and land reform: theory and evidence from Brazil
N 496, 01/02/2005
Juliano Assunção.
Modeling and forecasting short-term electricity load: a two step methodology
N 495, 01/02/2005
The goal of this paper is to describe a forecasting model for the hourly electricity load in the area covered by an electric utility located in the southeast of Brazil. A different model is constructed for each hour of the day. Each model is based on a decomposition of the daily series of each hour in two components. The first component is purely deterministic and is related to trends, seasonality, and the special days effect. The second is stochastic, and follows a linear autoregressive model. Nonlinear alternatives are also considered in the second step. The multi-step forecasting performance of the proposed methodology is compared with that of a benchmark model, and the results indicate that our proposal is useful for electricity load forecasting in tropical environments
Publicado em International Journal of Forecasting, v. 24, p. 630-644, 2008
Marcelo Medeiros, Lacir J. Soares.
The FTAA and the political economy of protection in Brazil and the US
N 494, 01/02/2005
Marcelo de Paiva Abreu.
Which "industrial policies" are meaningful for Latin America?
N 493, 01/01/2005
Marcelo de Paiva Abreu.
China´s emergence in the global economy and Brazil
N 491, 01/01/2005
Marcelo de Paiva Abreu.
General equilibrium existence with asset-backed securitization
N 490, 01/10/2004
Mariano Steinert, Juan Pablo Torres-Martínez.
Auge e declínio do inflacionismo no Brasil
N 487, 01/09/2004
Gustavo Henrique de Barroso Franco.
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: a reexamination
N 485, 01/07/2004
In this paper, we examine the forecast accuracy of linear autoregressive, smooth transition autoregressive (STAR,0), and neural network (NN) time series models for 47 monthly macroeconomic variables of the G7 economies. Unlike previous studies that typically consider multiple but fixed model specifications, we use a single but dynamic specification for each model class. The point forecast results indicate that the STAR model generally outperforms linear autoregressive models. It also improves upon several fixed STAR models, demonstrating that careful specification of nonlinear time series models is of crucial importance. The results for neural network models are mixed in the sense that at long forecast horizons, an NN model obtained using Bayesian regularization produces more accurate forecasts than a corresponding model specified using the specific-to-general approach. Reasons for this outcome are discussed.
publicado no International Journal of Forecasting, v.21, issue 4, October–December 2005, Pages 755–774
Dick van Dijk, Marcelo Medeiros, Timo Terasvirta.