Anais do 46º Encontro da Sociedade Brasileira de Econometria
Macroeconomics
Brazilian Tax Reform: firm dynamics, informality and a special tax regime
Authors: Aloisio Araujo, Thiago Martinez, Gil Navarro
Consumer Loans, Heterogeneous Interest Rates, and Inequality
Authors: Marco Bonomo, Tiago Cavalcanti, Fernando Chertman, Amanda Fantinatti, Andrew Hannon, Cezar Santos
Demographics and Real Interest Rates Across Countries and Over Time
Authors: Carlos Carvalho, Andrea Ferrero, Felipe Mazin, Fernanda Nechio
Domestic vs. Foreign Law: Portfolio Dynamics of Sovereign Debt
Authors: Lucas Belmudes, Angelo Mendes
Educational outcomes and enfranchisement
Authors: Tiago Cavalcanti, Pedro Cavalcanti Ferreira, Filipe Fiedler, Luciene Pereira, Cezar Santos
Expectations and Frictions: Lessons from a Quantitative Model with Dispersed Information
Authors: Rafael Gonçalves, Marcel Ribeiro
Heterogeneous Informational Shocks a new Framework for Bias Testing of Consensus Forecasts
Authors: Luciano Vereda, Helder Ferreira de Mendonça, George Morcerf
Investment Stimulus Policy in Networks
Authors: Daniel Soares Fogo, Thiago Sevilhano Martinez, João Maria de Oliveira
Materials, Technology and Growth: Quantifying the Costs of Circularity
Authors: Marcelo Arbex, Zachary Mahone
Mining the gap: Extracting firms’ inflation expectations from earnings calls
Authors: Silvia Albrizio, Allan Dizioli, Pedro Simon
Monetary Policy and Labor Markets in a Developing Economy
Authors: Diego B. P. Gomes, Felipe S. Iachan, Ana Paula Ruhe, Cezar Santos
Peace and Misallocation: The case of manufacturing firms in Colombia
Authors: Haroldo Rodriguez Paez, Paulo Henrique Vaz
Predicting U.S. Recessions in Real Time in a Big-Data Setting
Authors: Wagner Piazza Gaglianone, Osmani Teixeira C. Guillén, João Victor Issler, Artur Brasil Fialho Rodrigues, Farshid Vahid-Araghi
Shock Dependent Exchange Rate Pass-Through – An Analysis for Latin American countries
Authors: João Paulo Madureira Horta da Costa, José Luiz Rossi Júnior
The Macroeconomic Effects of Cash Transfers: Evidence from Brazil
Authors: Arthur Mendes, Wataru Miyamoto, Thuy Lan Nguyen, Steven Pennings, Leo Feler
The not so quiet revolution: Signal and noise in Fed communication
Authors: Leonardo N. Ferreira, Caio Garzeri, Diogo Guillen, Antônio Lima, Victor Monteiro
The welfare effects of adopting NDC pension schemes in developing economies
Authors: Lucas Tolotti da Rosa, Carlos Eugenio da Costa
Trade credit in a developing country: the role of large suppliers in the production network
Authors: Mauro Cazzaniga, Pierluca Pannella, Leonardo S. Alencar
What’s in a headline? News impact on the Brazilian economy
Authors: Gustavo Romero Cardoso, Márcio Issao Nakane
Why is the College Premium Falling? The Role of Composition
Authors: Tomás Guanziroli, Ariadna Jou, Beatriz Rache
Applied Microeconomics
“Peer Models”: Does the admission of high school students encourage younger peers to apply for a flagship university?
Authors: Fernanda Estevana, Bruno Ferman, Gabriel Leite
Access to loans and local development: evidence from Brazilian municipalities
Author: Renata Motta Café
Affirmative action, college access and major choice: redistribution with costly strategic mistakes
Author: Ana Paula Melo
Assessing the Permanent Income Hypothesis in Poor Areas: The Case of Rural Pensions in Brazi
Authors: Bruno Kawaoka Komatsu, Lucas Dias, Naercio Menezes-Filho
Bem-Estar do Consumidor e Plataformas Digitais: Análise do Mercado de Food Deliver
Authors: Rodrigo Moita, Luan Pereira, Erica Oliveira, João Branco, Denise Li
CAN MANAGEMENT IMPROVE LEARNING? EXPERIMENTAL EVIDENCE FROM EDUCATION
Authors: Felipe Galvão Puccioni, Tiago Cavalcanti
Cohabitation and Female Labor Supply: Evidence from Brazil
Authors: Júlia Alves Stehmann, Renata Narita, Solange Gonçalves
Convergent Paths? The Evolution of Racial Earnings Differences in Brazil between 1980 and 2022
Authors: Alysson Lorenzon Portella, Michael França
Decentralization, Tax Administration, and Taxation: Evidence from Brazil’s Rural Land Tax
Authors: Arthur Bragança, Diogo Britto, Alexandre Fonseca, Davi Moura,Breno Sampaio, André Sant’Anna, Dimitri Szerman;
Do firms need cheaper credit to grow? Investigating the effectiveness of subsidized earmarked loans
Authors: Daniel Grimaldi, Jose Renato Haas Ornelas
Do Free Public Transport Impact Economic and Environmental Outcomes? Evidence from Brazil
Authors: Mateus Rodrigues, Daniel Da Mata, Vitor Possebom
Do Landslides Impact Urbanization Patterns? Evidence from Brazilian Cities
Authors: Ricardo Carvalho de Andrade Lima, Francisco Cavalcanti, Pedro Jorge Alves;
Do local institutions impact the environment? Evidence from deforestation in Brazil
Authors: Pedro Henrique Batista de Barros, Ariaster Baumgratz Chimeli
Do Relief Programs Compensate Affected Populations? Evidence from the Great Depression and the New Deal
Authors: Ariadna Jou, Tommy Morgan
Does others’ health count for peanuts? Health, market returns, and pro-sociality
Authors: Gashaw T. Abate, Tanguy Bernard, Joshua Deutschmann, Fatou Fall
Does regional variation in wage levels identify the effects of a national minimum wage?
Author: Daniel Haanwinckel
Does the Quota Law in Brazil Ensure the Enrollment and Graduation of Students with Disabilities in Universities?
Authors: Pamella Maria Nogueira Moreira Silva, Zilania Mariano, Edward Costa
Pamella Maria Nogueira Moreira Silva, Zilania Mariano, Edward Costa
Does University Expansion Promote Entrepreneurship?
Authors: Bruna Alvarez, Bruna de Abreu Martins, Daniel Da Mata
Evaluating Place-Based Policies: The Case of the FNE in Brazil
Authors: Denis Fernandes Alves, Raul da Mota Silveira Neto, Tássia
Germano Oliveira
Expansion of Piped Water and Sewer Networks: The Effects of Regulation
Authors: Carolina Tojal R. dos Santos, Bruna Morais Guidetti
Fight like a Woman: Domestic Violence and Female Judges in Brazil
Authors: Helena Laneuville, Vitor Possebom
Forced Migration and Violent Crime: Evidence from the Venezuelan exodus to Brazil
Author: Renan Chicarelli Marques
From Access to Achievement: The Primary-School-Age Impacts of an At-Scale Preschool Construction Program in Highly Deprived Communities
Authors: Marina Bassi, Bruno Besbas, Lelys Dinarte-Diaz, Saravana Ravindran, Ana Reynoso
Housing, Social Cohesion and Well-Being: Evidence from Informal Settlements
Authors: Leonardo Bueno, George Avelino, Ciro Biderman, Natália S. Bueno, Daniel Da Mata
Identifying Labor Market Power: A Quasi-Experimental Approach
Authors: João Galindo da Fonseca, Rogerio Santarrosa
Impact of natural disasters on local public finance: Evidence from droughts and floods in Brazil
Authors: Fabio Nishida, Sergio Sakurai, Edson Severnini
In Utero Heat Exposure and Infant Health in Brazil
Authors: Andrea Flores, Lorena Hakak, Sophie Mathes
Labor market returns from an elite university and affirmative action effects: Evidence from Brazil
Authors: Fernanda Estevan, Gabriel Leite, Louis-Philippe Morin
Leadership and Coup Support: Evidence from 1936 Spain
Authors: Vitor Calafate, Lucas Carvalho, Marcos Salgado
NoNeedfor Speed: Speed Limit Reductions Do not Increase Vehicle Robberies
Author: José Eduardo Puentes Arteta
Paying by waiting in line: Public sector queuing and the public sector wage gap
Authors: Hugo Jales, Felipe Araujo, Andrew Smith
Payroll Tax, Employment and Labor Market Concentration
Authors: Erick Baumgartner, Raphael Corbi, Renata Narita
Pricing and Informality: Evidence from Energy Theft in Brazil
Authors: Davi Resende, Gabriel Richter, Marcelo Sant’Anna, André Trindade
Promoting Exports
Authors: Cecília Carvalho, Nicolas Depetris-Chauvin, Paulo Mencacci, Emanuel Ornelas, João Paulo Pessoa, Cristine Pinto, Vladimir Pinheiro Ponczek
Renewables-Induced Displacement of Fossil Fuel Power Generation and Employment Effects
Authors: Thiago Pastorelli Rodrigues, Paula Carvalho Pereda
The Decline of Religiosity in America: Evidence from a Structural Model of Endogenous Church Differentiation
Authors: Raphael Corbi, Fabio Miessi Sanches
The Effects of Better Houses on Infant Health
Authors: Laísa Rachter, Cecilia Machado, Helena Arruda
The effects of residential landlord-tenant laws: New evidence from Canadian reforms using census data
Authors: Dylan R. Clarke, Daniel E. Gold
The Effects of Urban Violence on Primary Health Care Services: Evidence from Poor Neighborhoods in Rio de Janeiro
Authors: Vinicius Pecanha, Julia Guerra, Rudi Rocha, Christopher Millett, Thomas Hone
Trade Shocks and Human Capital: Evidence from Brazil’s Trade Liberalization
Authors: Marcos Y. Nakaguma, Arthur A. Viaro
Why do workers of smaller firms bunch more at the kinks of the income tax schedule?
Authors: Armando Barros, Luciano Greco, Enlinson Mattos
Econometrics
INFERRING REAL DEA-ESTIMATORS FROM SMALL FRONTIER DISPLACEMENTS: A MONTE CARLO STUDY
Author: Victor Maia Senna Delgado
Modified BART for Learning Heterogeneous Effects in Regression Discontinuity Designs
Authors: Rafael Campello de Alcantara, Meijia Wang, P. Richard Hahn,
Hedibert Lopes
DIFFERENCE-IN-DISCONTINUITIES: ESTIMATION, INFERENCE AND VALIDITY TESTS
Authors: Pedro Picchetti, Cristine C. X. Pinto, Stéphanie T. Shinoki
Factor-based Quantile Forecasting with Textual Data
Authors: Luiz Renato Lima, Lucas Lúcio Godeiro, Jie Wei
Unobserved Competition in First-Price Auctions: A Bayesian Approach for Estimation and Inference
Authors: Daniel Lopes Ribeiro, Emmanuel Guerre;
LONG STORY SHORT: OMITTED VARIABLE BIAS IN CAUSAL MACHINE LEARNING
Authors: Victor Chernozhukov, Carlos Cinelli, Whitney Newey, AMIT SHARMA,
VASILIS SYRGKANIS
Spatial difference-in-differences and event study: identification and application to the case of Priority List of Municipalities in the Brazilian Amazon
Authors: André Luis Squarize Chagas, Luiza Andrade
Finance
Foreign currency borrowing and leverage adjustments
Authors: Guilherme Cardoso, EMANUELA GIACOMINI, Nicoletta Marinelli, Rafael Schiozer
Oil Price Predictability and Risk Premia Based on Market Fundamentals
Authors: Daniel Cuzzi, João Victor Issler
Exploring time-varying efficient price of Bitcoin and Ethereum prices
Authors: Diogo de Prince Mendonça, Emerson Fernandes Marçal, Pedro L. Valls Pereira
Integrating Sentiment-Driven Dynamics in Financial Contagion: Insights from Interbank and Social Media Networks
Author: Wagner Eduardo Schuster
The Real Costs of Washing Away Corruption: Evidence from Brazil’s Lava Jato Investigation
Authors: Claudio Ferraz, Luiz Moura, Lars Norden, Ricardo Schechtman
Firm characteristics and the cross-section of stock returns: A tale of two tails
Authors: Daniele Bianchi, Pedro Henrique Moravis Venturi
Variable selection for minimum-variance portfolios
Authors: Guilherme Valle Moura, André Alves Portela Santos, Hudson S. Torrent
Market sentiment and the predictability of cryptocurrency risk premium using technical indicators
Authors: Guilherme Vinícius Afonso Dias de Freitas, Matias A. Lima, Gustavo Y. O. Yamachi, Leandro S. Maciel;
Subjective beliefs, disagreement, and market return predictability
Authors: Felipe S. Iachan, Raul Riva
Structured retail products: risk-sharing or risk-creation?
Authors: Bruno Giovannetti, Bernardo Guimaraes, Otavio Bitu
Economic Theory
Applying ‘no distortion at the top’ for solving a bidimensional screening model
Author: Braulio Calagua
Fiscal Federalism and Monetary Unions
Authors: Rafael Berriel, Eugenia Gonzalez-Aguado, Patrick J Kehoe, Elena Pastorino
Recursive General Equilibrium in Multi-Sector Economies: an Explicit Solution
Authors: Rodrigo Raad, Kevin Reffett, Lukasz Wozny
Salience-Biased Nested Logit
Authors: Antonio Daniel Ricardo Engracia Caluz, José Heleno Faro, Fabio Miessi Sanches