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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutierrez, Carlos Enrique Carrasco; Souza, Reinaldo Castro - In: Brazilian review of econometrics : the review of the … 29 (2009) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10010077051
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Evidence on common feature and business cycle synchronization in Mercosur
Gutierrez, Carlos Enrique Carrasco; Gomes, Fábio … - In: Brazilian review of econometrics : the review of the … 29 (2009) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10010077052
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A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting
Amaral, Luiz Felipe; Souza, Reinaldo Castro; Stevenson, … - In: International journal of forecasting 24 (2008) 4, pp. 603-615
Persistent link: https://www.econbiz.de/10008143089
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Optimal operation of hydrothermal systems with Hydrological Scenario Generation through Bootstrap and Periodic Autoregressive Models
Souza, Reinaldo Castro; Marcato, André Luı´s Marques; … - In: European journal of operational research : EJOR 222 (2012) 3, pp. 606-616
Persistent link: https://www.econbiz.de/10009993788
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An analysis of intraday market behaviour before takeover announcements
Rodrigues, Bruno Dore; Souza, Reinaldo Castro; … - In: International review of financial analysis 21 (2012), pp. 23-33
Persistent link: https://www.econbiz.de/10009838758
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A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting
Amaral, Luiz Felipe; Souza, Reinaldo Castro; Stevenson, … - In: International journal of forecasting 24 (2008) 4, pp. 603-616
Persistent link: https://www.econbiz.de/10008897464
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Characterising the Brazilian term structure of interest rates
Guillén, Osmani Teixeira de Carvalho; Tabak, Benjamin M. - In: International journal of monetary economics and finance 2 (2009) 2, pp. 103-114
Persistent link: https://www.econbiz.de/10009925179
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Overreaction of yield spreads and movements of Brazilian interest rates
Brito, Ricardo D.; Duarte, Angelo Jose Mont' Alverne; … - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 1-55
Persistent link: https://www.econbiz.de/10009081715
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The welfare cost of macroeconomic uncertainty in the post-war period
Issler, João Victor; de Mello Franco-Neto, Afonso Arinos; … - In: Economics letters 98 (2008) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10007893855
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George; de Carvalho Guillén, Osmani … - In: Journal of econometrics 164 (2011) 1, pp. 116-130
Persistent link: https://www.econbiz.de/10009178479