Vol. 27 - Number 1 – May 2007

• Comparing Value-at-Risk Methodologies
  Luiz Renato Lima & Breno Pinheiro Néri
  
  

• Assessing Debt Sustainability in Brazil
  Alexandre de Carvalho & Pedro A. S. Salomão
  
  

• Conditional Treatment and Its Effect on Recidivism
  José R. Carvalho & Herman J. Bierens
  
  

• The Fiscal Theory of the Price Level and the Interaction of Monetary and Fiscal Policies: The Brazilian Case
  Tito Belchior S. Moreira, Geraldo da Silva e Souza & Charles Lima de Almeida
  
  

• Pricing and Modeling Credit Derivatives
  Muzaffer Akat, Caio Almeida & George Papanicolau
  
  

• Inflation Dynamics in Brazil: The Case of a Small Open Economy
  Waldyr Dutra Areosa & Marcelo Medeiros
  
  

Vol. 26 - Number 2 - November 2006

• Intergenerational Mobility of Wages in Brazil
  Sergio Guimarães Ferreira & Fernando A. Veloso
  

• Combining Aggregate and Plant-Level Data to Estimate a Discrete-Choice Demand Model
  Sérgio Aquino De Souza
  

• Multivariate Skew Distributions Based on the GT-copula
  Beatriz Vaz de Melo Mendes & Olcay Arslan
  

• Dynamic Hedging with Stochastic Differential Utility
  Rodrigo De Losso da Silveira Bueno
  

• Two-Sided Altruism in an OLG Model with Incomplete Markets and Default
  Wilfredo L. Maldonado & Jaime Orrillo
  

• Goodness-of-fit Tests Focus on Value at Risk Estimation
  José Santiago Fajardo Barbachan, José Renato Haas Ornelas & Aquiles Rocha de Farias
  
  

Vol. 26 - Number 1 - May 2006

• Risk Regulation in Brazil: A General Equilibrium Model
  Aloísio Pessoa de Araújo, José Valentim M. Vicente

• State Space Models for Dynamic Style Analysis of Portfolios
  Adrian Pizzinga, Cristiano Fernandes

• Subnational Debt Renegotiation and Elections: Experimentation and Reputation in the Brazilian Fiscal Federalism
  Maurício Soares Bugarin

• Work-Related Injuries Involving Children and Adolescents: Application of a Recursive Bivariate Probit Model
  Ana Lúcia Kassouf, Rodolfo Hoffmann

• Pension Reform in Brazil: Transitional Issues in a Model with Endogenous Labor Supply
  Sergio Guimarães Ferreira

• Another Proof of the Existence of GEI Equilibrium with Default and Exogenous Collateral
  Jaime Orrillo
  
  

• VOLUMES ANTERIORES
  
  

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