User profiles for J. V. Issler
João Victor IsslerProfessor of Economics, Brazilian School of Economics and Finance - FGV EPGE, Getulio … Verified email at fgv.br Cited by 2336 |
Common cycles and the importance of transitory shocks to macroeconomic aggregates
Although there has been substantial research using long-run co-movement (cointegration)
restrictions in the empirical macroeconomics literature, little or no work has been done …
restrictions in the empirical macroeconomics literature, little or no work has been done …
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947–1992
JV Issler, LR Lima - Journal of development Economics, 2000 - Elsevier
In this paper, we investigate three central issues in public finance. First, was the path of
public debt sustainable during 1947–1992? Second, how has the government balanced the …
public debt sustainable during 1947–1992? Second, how has the government balanced the …
Estimating relative risk aversion, the discount rate, and the intertemporal elasticity of substitution in consumption for Brazil using three types of utility function
JV Issler, NS Piqueira - Brazilian Review of Econometrics, 2000 - periodicos.fgv.br
Using the generalized method of moments, we estimate structural parameters related to
relative-risk aversion, the discount rate of future utility, and the intertemporal elasticity of …
relative-risk aversion, the discount rate of future utility, and the intertemporal elasticity of …
Estimating common sectoral cycles
We investigate in this paper the degree of short-run and long-run comovement in US sectoral
output data by estimating sectoral trends and cycles. A theoretical model based on Long …
output data by estimating sectoral trends and cycles. A theoretical model based on Long …
The importance of common cyclical features in VAR analysis: a Monte-Carlo study
… This paper was written while João Victor Issler was visiting Monash University, and it was
revised while Farshid Vahid was visiting Getulio Vargas Foundation. The hospitality of both …
revised while Farshid Vahid was visiting Getulio Vargas Foundation. The hospitality of both …
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
JV Issler, C Rodrigues, R Burjack - Journal of International Money and …, 2014 - Elsevier
The objective of this article is to study (understand and forecast) spot metal price levels and
changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity …
changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity …
Machine learning and oil price point and density forecasting
The purpose of this paper is to explore machine learning techniques to forecast the oil price.
In the era of big data, we investigate whether new automated tools can improve over …
In the era of big data, we investigate whether new automated tools can improve over …
A panel data approach to economic forecasting: The bias-corrected average forecast
JV Issler, LR Lima - Journal of Econometrics, 2009 - Elsevier
In this paper, we propose a novel approach to econometric forecasting of stationary and
ergodic time series within a panel-data framework. Our key element is to employ the (feasible) …
ergodic time series within a panel-data framework. Our key element is to employ the (feasible) …
Commodity prices and global economic activity: a derived-demand approach
…, WP Gaglianone, OT de Carvalho Guillén, JV Issler - Energy Economics, 2021 - Elsevier
We propose a derived-demand approach to explain the positive correlation and the synchronicity
between the growth rates of commodity prices and of economic activity at the global …
between the growth rates of commodity prices and of economic activity at the global …
The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity
We use the information content in the decisions of the NBER Business Cycle Dating Committee
to construct coincident and leading indices of economic activity for the United States. We …
to construct coincident and leading indices of economic activity for the United States. We …