Proceedings of the 46th Meeting of the Brazilian Society of Econometrics

 

Macroeconomics


Brazilian Tax Reform: firm dynamics, informality and a special tax regime

Authors: Aloisio Araujo, Thiago Martinez, Gil Navarro


Climate change and the Brazilian Economic Cycle

Authors: Alfrânio Rodrigo Trescher, Sérgio Ricardo de Brito Gadelha


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


Critical Minerals, Electric Goods, Geopolitical Risk, and the Global Energy Transition

Authors: Luccas Assis Attílio, João Ricardo Faria, Emilson C. D. Silva


Demographics and Real Interest Rates Across Countries and Over Time

Authors: Carlos Carvalho, Andrea Ferrero, Felipe Mazin, Fernanda Nechio


Economic Consequences of Educational Backwardness in Twentieth-Century Brazil

Authors: Edmilson de Siqueira Varejão Neto, Samuel de Abreu Pessôa,
William
R. Summerhill, Thomas Kang


Educational outcomes and enfranchisement

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


Energy Shocks and Business Cycle Dynamics

Authors: Alexandre Kornelius, Jose Angelo Divino


Fiscal multiplier in Brazil: the role played by controls

Authors: Mauro Sayar Ferrreira, Berto Carvalho da Silva Jr.


Fiscal Policy in an SNA-Compliant DSGE Model for Emerging Markets

Authors: Celso José Costa-Junior, Sérgio R. de Brito Gadelha, Alejandro
C.
Garcia-Cintado


Forecasting the exchange rate in Brazil: Fundamentals models versus random walk

Authors: Helder Ferreira de Mendonça, Luciano Vereda, Luan Mateus Matos
de
Araújo


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 and Fiscal Policies in Brazil and the Behavioral Approach

Authors: Raphael José Pereira Freitas, Joaquim Pinto de Andrade


Monetary Policy and Labor Markets in a Developing Economy

Authors: Diego B. P. Gomes, Felipe S. Iachan, Ana Paula Ruhe, Cezar
Santos


O USO DE MACHINE LEARNING COMO ALTERNATIVA PARA A PREDIÇÃO DA TAXA DE CÂMBIO

Authors: Pedro Paulo Galindo Francisco, Eli Hadad Junior


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


Racial Wage Gaps and Barriers to Non-White Entrepreneurship

Authors: Guilherme Neves Silveira, Roberto Hsu Rocha


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


Structural Transformation and Network Effects

Authors: Marcos J Ribeiro, Bruno Delalibera, Fernando Barros Jr, Luciano
Nakabashi


The Brazilian Real Exchange Rate during the Covid-19 Pandemic

Authors: Jaqueline Terra Marins, Marta Baltar Areosa, José Valentim
Machado
Vicente


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


Close school to improve education

Author: Renan Gomes De Pieri


A Question of Honor? The Labor Market Advantage of Academic Signaling

Authors: Mael Astruc-Le Souder, Olivier Bargain, Gedeão Locks


A Randomized Experimental Impact Assessment of Vulnerable Youth Training Program in Rio de Janeiro’s
Impoverished Communities

Authors: Daniel Cerqueira, Danilo Santa Cruz Coelho, Dino Caprirolo,
Ignácio Cano, Laura Jaitman


Academic Performance and Perceptions of Educational Practices: A machine learning approach

Authors: Carlos Enrique Carrasco-Gutierrez, Fernanda Silva dos Santos,
Thiago Christiano Silva


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


Bigmouth Strikes Again: Electoral Impact of Reckless Speech during a Pandemic

Authors: Dimitri Maturano, Naercio Menezes-Filho, Bruno Komatsu


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


Competing for change: The role of political contests in fostering local development

Authors: Bruno Cavani, Carolina Pedrosa Goms de Melo, Pedro Picchetti


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;


Deposit Zone Rating in the Banking Industry

Author: Giselle Labrador-Badia


Diversion ratios from share data and transition matrix estimates

Authors: Svetlana Golovanova, Eduardo Pontual Ribeiro


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 protests induce accountability? Evidence and theory from Brazil’s 2013 mass protests

Authors: Helena Arruda, Amanda de Albuquerque, Claudio Ferraz, Laura
Karpuska


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


Doity Teste

Authors: Jackson Doity, Huan Doity, Fernando doity


Effects of Bike Lane Implementation on Traffic Accidents: Evidence for the City of Recife, Brazil

Authors: Carlos Rafael Ferreira Góes, Raul da Mota Silveira Neto


Effects of extending primary healthcare hours on health facilities organization and healthcare usage

Authors: Helena Arruda, Lucas Falcão, Vinícius Peçanha, Rudi Rocha,
Leonardo Santana Nunes Rosa


Effects of the Open University of Brazil on the higher education of Brazilian public school teachers

Authors: Dayane da Silva Rodrigues de Souza, Luciano Menezes Bezerra
Sampaio, Raquel Menezes Bezerra Sampaio


Endogenous Sample Selection

Authors: Torsten Figueiredo Walter, Niclas Moneke


Evaluating Place-Based Policies: The Case of the FNE in Brazil

Authors: Denis Fernandes Alves, Raul da Mota Silveira Neto, Tássia
Germano Oliveira


Evaluating the impacts of the Brazilian model for military public schools

Authors: Jevuks Matheus de Araújo, Pedro Jorge Holanda Alves, Ana
Karolina Acris Melo, Margaria Noélia de Aguiar


Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets

Authors: David P. Brown, Daniel O. Cajueiro, Andrew Eckert, Douglas
Silveira


Expansion of Piped Water and Sewer Networks: The Effects of Regulation

Authors: Carolina Tojal R. dos Santos, Bruna Morais Guidetti


Female political leadership and the quality of local bureaucracy

Authors: Rafael Barros Barbosa, Antonia Amanda Araujo, Ivan César
Ribeiro, Helson Gomes de Souza


Gender and Racial Wage Gap on Delivery Platforms

Authors: Gabriella Nunes, Renato Vieira Schwambach, Matheus Loureiro


Green Tape or Green Light? Brazilian Permitting Between Transparency and Political Pressure

Authors: Ivan Ribeiro, Diogo de Prince, Karine Borri, Julio Trecenti


Home (not so) sweet home: remote work and medical leaves in Brazil

Authors: André Luiz Pereira Mancha, Elisa Peres


Housing, Social Cohesion and Well-Being: Evidence from Informal Settlements

Authors: Leonardo Bueno, George Avelino, Ciro Biderman, Natália S. Bueno,
Daniel Da Mata


I’ve Got You Covered: The Role of Spousal Information Sharing in Applying for Social Security Pensions in
Rural Brazil

Authors: Augusto Ranier de A. Souza, Naercio Menezes-Filho, Bruno Kawaoka
Komatsu


Identifying Labor Market Power: A Quasi-Experimental Approach

Authors: João Galindo da Fonseca, Rogerio Santarrosa


Impacts of an Urban Toll in Pollution and Accidents: evidence from São Paulo

Authors: Claudio Ribeiro de Lucinda, Rodrigo Menon Simões Moita, Matheus
Resende Dias


Impacts of PBL Training on Teacher’s Beliefs: Evidence from Brazil

Authors: Daniele Chiavenato, Ricardo Madeira, Victor Vaccaro


In Utero Heat Exposure and Infant Health in Brazil

Authors: Andrea Flores, Lorena Hakak, Sophie Mathes


Information disclosure and labor market outcomes: Evidence from the Panama Papers

Authors: Armando Henrique Zeviani Monteiro de Barros, Enlinson Henrique
Carvalho de Mattos, Daniel Pereira Gonçalves da Mata


Intra-household child penalty in Brazil: Formal employment and entrepreneurship gaps among vulnerable
families

Authors: Soraya Adiva Roman Eyzaguirre, Janaína Feijó, Valdemar Pinho
Neto, Cecilia Machado


Job Loss and Political Entry

Authors: Laura Barros, Aiko Schmeißer


Labor market inequality of opportunity: A comparative analysis of Brazil and India

Authors: Tista Kundu, Daniel Duque, Valeria Pero, Christina Terra


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


Political Accountability and Bureaucratic Selection

Authors: Antonio Jose Leon Fernandez, Kelly Santos


Pricing and Informality: Evidence from Energy Theft in Brazil

Authors: Davi Resende, Gabriel Richter, Marcelo Sant’Anna, André Trindade


Prolonged Droughts and Education

Authors: Ivan Goulart Prenhaca, Carolina Melo


Promoting Exports

Authors: Cecília Carvalho, Nicolas Depetris-Chauvin, Paulo Mencacci,
Emanuel Ornelas, João Paulo Pessoa, Cristine Pinto, Vladimir Pinheiro Ponczek


Rank vs Money: Evidence from Managers

Authors: Deborah Doukas, Collin Raymond, Julia Shvets


Rapid Transit, Labor Market, and Business Growth: The case of São Paulo, Brazil

Authors: Arthur Bazolli Alvarenga, Admir Antonio Betarelli Junior,
Ricardo da Silva Freguglia


Renewables-Induced Displacement of Fossil Fuel Power Generation and Employment Effects

Authors: Thiago Pastorelli Rodrigues, Paula Carvalho Pereda


Sex matters: the effects of maternal stress during pregnancy

Authors: Igor Vieira Procópio, Flávia Chein, Cristine C. X. Pinto


Staggered protection: a study of the dynamic effects of protected areas

Authors: Thiago F. Morello R. Silva, Paula Carvalho Pereda, Ana Carolina
M. Pessôa, Liana O. Anderson


Teacher Growth Mindset: Experimental Evidence of Offline and Online Training Methods

Authors: Tassia Cruz, Ariana Britto, Alice Saccaro, Eduardo Sá, Letícia
Côrtes


TECHNICAL EFFICIENCY OF AGRICULTURAL ESTABLISHMENTS IN THE NORTH REGION OF BRAZIL

Authors: José Wanderley Moura Nogueira, Juliana de Sales Silva


The effect of export promotion on exports: Evidence from Portuguese Firms

Authors: Paulo Barbosa, João Amador, Esmeralda Arranhado


The Effects of Better Houses on Infant Health

Authors: Laísa Rachter, Cecilia Machado, Helena Arruda


The Effects of Sanitation on Infant Health: Evidence from Brazil

Authors: Fernanda Batolla, DANIEL DA MATA, Pedro Oliveira


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


The hidden effects of a major environmental disaster: the case of the Brumadinho dam failure

Authors: Flávia Chein, Igor Vieira Procópio, Cristine C. X. Pinto


The impact of parental labor shocks on youth’s decisions

Authors: Júlia Queiroz Maranhão de Oliveira, Solange Gonçalves


The Political Economy of COVID-19 Pandemic Mitigation Policies: theory and evidence from Brazil

Authors: Henrique Serra Sitjá, Giácomo Balbinotto Neto, Marcelo de C.
Griebeler


Trabalho Teste Submissão Fillipi Dioty

Authors: Doity Teste Autor Fillipi, Coautor Teste Doity


Treasure Hunting

Authors: Renata Serson, Luis Meloni, Ricardo Madeira


Voting in the Heat of the Moment: Climate Change Salience and Electoral Behavior

Authors: Rafael Araujo, Leila Rocha, Rogerio Santarrosa


Young Politicians and Long-Term Policy

Authors: Ricardo Dahis, Ivan de las Heras, Santiago Saavedra

Econometrics


Convolution Mode Regression

Authors: Eduardo Schirmer Finn, Eduardo Horta


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


LONG STORY SHORT: OMITTED VARIABLE BIAS IN CAUSAL MACHINE LEARNING

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


Modified BART for Learning Heterogeneous Effects in Regression Discontinuity Designs

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


SYNTHETIC DECOMPOSITION FOR COUNTERFACTUAL PREDICTIONS

Authors: Nathan Canen, KYUNGCHUL SONG


Time-varying bias-corrected average forecast

Authors: Gilberto Boaretto, Marcelo C. Medeiros;

Finance


A Multivariate Stochastic Volatility Model with Generalized Factor Dynamics

Authors: Márcio Poletti Laurini, João Pedro Coli de Souza Monteneri
Nacinben,
João Pedro Malim Franco, Pedro Chaim


Analysis of coverage and structural change tests in financial data

Authors: Wilton Bernardino, Raydonal Ospina, Yuri Santos


Bankruptcy Outcomes in Congested Courts: Evidence from Brazil

Authors: Aloisio Araújo, Gustavo Araujo, Rafael Ferreira, Flavio Moraes


COVID-19 and Credit Reallocation: evidence from Brazil

Authors: Thiago Christiano Silva, Carlos Eduardo de Almeida, Solange
M.
Guerra, Benjamin Miranda Tabak


Disctracted by Crypto

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


Exploring time-varying efficient price of Bitcoin and Ethereum prices

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


Firm characteristics and the cross-section of stock returns: A tale of two tails

Authors: Daniele Bianchi, Pedro Henrique Moravis Venturi


Foreign currency borrowing and leverage adjustments

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


Idiosyncratic Carry Trade: Characteristics or Covariances?

Authors: Josué Pedro André Costa, Ruy Ribeiro


Judicial Discretion, Credit, and the Real Economy

Authors: Pedro Amoni, Leonardo S. Alencar


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;


Previsão da Taxa de Câmbio para a Economia Brasileira Utilizando Preditores Macroeconômicos e
Aprendizado de
Máquina Supervisionado

Authors: Diógenes Pinheiro de Medeiros Júnior, Elvira Helena Oliveira
de
Medeiros, Lucas Lucio Godeiro, Diego Pitta de Jesus


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

Authors: Bruno Giovannetti, Bernardo Guimaraes, Otavio Bitu


THE DYNAMIC INTERDEPENDENCE OF GLOBAL FINANCIAL MARKETS: AN ANALYSIS THROUGH DYNAMIC BAYESIAN NETWORKS

Authors: Leandro Coghi Bernardelli, Carlos Enrique
Carrasco-Gutierrez,
Thiago Christiano Silva


The Real Costs of Washing Away Corruption: Evidence from Brazil’s Lava Jato Investigation

Authors: Claudio Ferraz, Luiz Moura, Lars Norden, Ricardo Schechtman


Variable selection for minimum-variance portfolios

Authors: Guilherme Valle Moura, André Alves Portela Santos, Hudson S.
Torrent

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


Infinitely repeated Cheap-talk

Authors: Rafael Coutinho Costa Lima, Paulo Melo-Filho

 


On steady-state money distributions and monetary policy: smoothness in a matching model

Authors: Jefferson Donizeti Pereira Bertolai, Nathan Machado


On telling apart users and dealers in illicit markets

Authors: Guilherme de Lima Bassinello, Jefferson Bertolai, Nathan Tomaz
Machado


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


There is Trouble with the Trees: How to Avoid Trade-Induced Deforestation?

Authors: Alan Marques Miranda Leal, Maurício Soares Bugarin