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



Climate Policies, Production Networks and Inequality

Authors: Bernardo Fernandes, Pedro Ferreira



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



Educational outcomes and enfranchisement

Authors: Tiago Cavalcanti, Pedro Cavalcanti Ferreira, Filipe Fiedler, Luciene Pereira, Cezar Santos



Frictionless Inflation

Authors: Miguel Bandeira, Laura Castillo-Martínez, Shiyuan Wang



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



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



Specialization, Skill Mismatch, and Labor Market Risk

Authors: Fernando Lopes, Cache Ellsworth



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



WELFARE MULTIPLIERS

Authors: Mehdi Bartal, Yvan Becard



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



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



Corporate Campaign Donations and Firms

Authors: Lina Guerra, Enlinson Mattos, Marcos Y. Nakaguma



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 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



Does others’ health count for peanuts? Health, market returns, and pro-sociality

Authors: Gashaw T. Abate, Tanguy Bernard, Joshua Deutschmann, Fatou Fall



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



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



In Utero Heat Exposure and Infant Health in Brazil

Authors: Andrea Flores, Lorena Hakak, Sophie Mathes



Job Loss and Political Entry

Authors: Laura Barros, Aiko Schmeißer



Leadership and Coup Support: Evidence from 1936 Spain

Authors: Vitor Calafate, Lucas Carvalho, Marcos Salgado



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 Effects of Better Houses on Infant Health

Authors: Laísa Rachter, Cecilia Machado, Helena Arruda



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



Treasure Hunting

Authors: Renata Serson, Luis Meloni, Ricardo Madeira


Econometrics



Modified BART for Learning Heterogeneous Effects in Regression Discontinuity Designs

Authors: Rafael Campello de Alcantara, Meijia Wang, P. Richard Hahn,
Hedibert Lopes



Time-varying bias-corrected average forecast

Authors: Gilberto Boaretto, Marcelo C. Medeiros;



DIFFERENCE-IN-DISCONTINUITIES: ESTIMATION, INFERENCE AND VALIDITY TESTS

Authors: Pedro Picchetti, Cristine C. X. Pinto, Stéphanie T. Shinoki



SYNTHETIC DECOMPOSITION FOR COUNTERFACTUAL PREDICTIONS

Authors: Nathan Canen, KYUNGCHUL SONG



Factor-based Quantile Forecasting with Textual Data

Authors: Luiz Renato Lima, Lucas Lúcio Godeiro, Jie Wei



Convolution Mode Regression

Authors: Eduardo Schirmer Finn, Eduardo Horta



LONG STORY SHORT: OMITTED VARIABLE BIAS IN CAUSAL MACHINE LEARNING

Authors: Victor Chernozhukov, Carlos Cinelli, Whitney Newey, AMIT SHARMA,
VASILIS SYRGKANIS


Finance



Foreign currency borrowing and leverage adjustments

Authors: Guilherme Cardoso, EMANUELA GIACOMINI, Nicoletta Marinelli, Rafael Schiozer



Judicial Discretion, Credit, and the Real Economy

Authors: Pedro Amoni, Leonardo S. Alencar



Exploring time-varying efficient price of Bitcoin and Ethereum prices

Authors: Diogo de Prince Mendonça, Emerson Fernandes Marçal, Pedro L. Valls Pereira



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



Disctracted by Crypto

Authors: Matheus Carrijo de Brito, Fernando Chague, Jefferson Colombo



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;



Structured retail products: risk-sharing or risk-creation?

Authors: Bruno Giovannetti, Bernardo Guimaraes, Otavio Bitu


Economic Theory



Cognition in Preferences and Choice

Author: Maria Fernanda Petri Betto



ENDOGENOUS ASYMMETRY IN SEQUENTIAL AUCTIONS

Authors: Mauricio Bugarin, Wilfredo Maldonado



Fiscal Federalism and Monetary Unions

Authors: Rafael Berriel, Eugenia Gonzalez-Aguado, Patrick J Kehoe, Elena Pastorino



Inequality and Effciency of Fiscal Rules

Authors: Laura Karpuska, Xiaohan Wang



Regulation of Wages and Hours

Author: Matthew W. Thomas



Resource Allocation on Networks of Externalities

Authors: Luiz Carpizo, Michael Crystal



Robust Aggregation of Correlated Information

Authors: Henrique de Oliveira, Yuhta Ishii, Xiao Lin



Salience-Biased Nested Logit

Authors: Antonio Daniel Ricardo Engracia Caluz, José Heleno Faro, Fabio Miessi Sanches



Selling to Competitors

Authors: Pëllumb Reshidi, João Thereze