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International Journals

                                                                                        

 

·         “Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices”

with Rene Garcia, Nour Meddahi, Roméo Tédongap. Review of Financial Studies vol. 24, no. 1, pp. 82-122, 2011. (pdf)

 

·         "Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing"
with Carlos Carvalho.  Journal of Money, Credit and Banking, vol. 42, no. 5, pp. 799-831, 2010. (pdf)

 

·         "Electoral Cycles through Lobbying"

with Cristina Terra. Forthcoming in Economics and Politics, March 2010. (pdf)

 

·         "Elections and Exchange Rate Policy Cycles"

with Cristina Terra. Economics and Politics, vol. 17, no. 2, pp. 151-176, 2005. (pdf)

 

·         "Endogenous Time-Dependent Rules and Inflation Inertia"

with Carlos Carvalho. Journal of Money, Credit and Banking, vol. 36, no. 6, pp. 1015-1041, 2004. (pdf)

 

·         "Debt Composition and Exchange Rate Balance Sheet Effect in Brazil: A Firm Level Analysis"

with Betina Martins and Rodrigo Pinto. Emerging Markets Review, vol.4, pp.368-396, 2003. (pdf)

·         "Optimal State-Dependent Rules, Credibility, and Inflation Inertia"

with Heitor Almeida. Journal of Monetary Economics, vol. 49, pp. 1317-1336, 2002

·         "The Macroeconomic Effects of Infrequent Information with Adjustment Costs"

with René Garcia. Canadian Journal of Economics, vol. 34, pp. 18-35, 2001

·         "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market"

with René Garcia. Journal of International Money and Finance, vol. 20, pp. 71-90, 2001

·         "Consumption and Equilibrium Asset Pricing: An Empirical Assessment"

with René Garcia. Journal of Empirical Finance, vol. 3, pp. 239-265, 1996

·         "Can a Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion?"

with René Garcia. Journal of Applied Econometrics, vol. 9, pp. 19-29, 1994

·         "Indexation, Staggering and Disinflation"

with René Garcia. Journal of Development Economics, vol. 43, pp. 39-58, 1994

·         "Search and Inflation: A Survey of the Recent Literature"

Estudios de Economia, vol. 20, pp. 385-397, 1993