Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions [PDF]
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria.
Farshid Vahid +3 more
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Identifying Volatility Risk Premium from Fixed Income Asian Options [PDF]
We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which
Caio Ibsen R. Almeida +1 more
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Thinking about My Existence during COVID-19, I Feel Anxiety and Awe-The Mediating Role of Existential Anxiety and Life Satisfaction on the Relationship between PTSD Symptoms and Post-Traumatic Growth. [PDF]
Int J Environ Res Public Health, 2020 Tomaszek K, Muchacka-Cymerman A.
europepmc +1 more source
Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach [PDF]
Recent literature has found two behavioral effects - house-money and myopic loss aversion (MLA) - in several experimental designs. We show that although we can find a house-money effect using survey methods this evidence disappears when we study ...
Benjamin M. Tabak +2 more
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Optimal Monetary Rules: The Case of Brazil [PDF]
Within a dynamic programming approach we derive an optimal rule for the central bank to attain it's inflation targeting goals. The short-run nominal interest rate is used as an instrument to achieve monetary objectives.
Benjamin Miranda Tabak +3 more
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Neoliberalism in Latin America: effects on health system reforms. [PDF]
Rev Saude Publica, 2020 Göttems LBD, Mollo MLR.
europepmc +1 more source
The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges [PDF]
This paper summarises the research results obtained by the group of central banks (Brazil, Chile, Colombia and Venezuela) that joined the research program on the Natural Rate of Unemployment – under the coordination of the Central Bank of Brazil – within
Tito Nícias Teixeira da Silva Filho
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C-reactive protein in adult sepsis: systematic review and meta-analysis. [PDF]
Clinics (Sao Paulo)Silvinato A +6 more
europepmc +1 more source