This study introduces a multivariate extension to the class of stochastic volatility models, employing integrated nested Laplace approximations (INLA) for estimation. Bayesian methods for estimating stochastic volatility models through Markov Chain Monte Carlo (MCMC) can become computationally...

The multifactor asset pricing model derived from the Fama-French approach is extensively used in asset risk premium estimation procedures. Even including a considerable number of factors, it is still possible that omitted factors affect the estimation of this model. In this work, we compare...

Este artigo trata da estimacao de equacoes de exportacao em um arcabouco de mecanismo de correcao de erros. Se da atencao especial a um possivel problema de instabilidade dos parametros, resultante da mudanca no regime de politica comercial induzida pelas medidas de promocao de exportacoes...