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- Dani Gamerman, Ajax R. B. Moreira, HÃ¥vard Rue
- Computational Statistics & Data Analysis
- 2003

Space-varying regression models are generalizations of standard linear models where the regression coe4cients are allowed to change in space. The spatial structure is speci%ed by a multivariateâ€¦ (More)

This study analyses how political and institutional factors affected the performance of municipalities in improving social welfare in Brazil in the period from 1990 to 2000. The model adopts aâ€¦ (More)

- Antonio Fiorencio, Ajax R. B. Moreira
- 2000

This paper employs the VAR methodology to define and estimate a measure of the stability of the main macroeconomic prices (general price level, nominal exchange rate and nominal interest rate) whenâ€¦ (More)

- Antonio Fiorencio, Ajax R. B. Moreira
- 2000

In recent years, many central banks have adopted inflation targeting policies starting an intense debate about which measure of inflation to adopt. The literature on core inflation has tried toâ€¦ (More)

- Marco Matsumura, Ajax R. B. Moreira
- 2008

Our objective is to compare the forecasting performance of alternative term structure models using data from the Brazilian and the U.S. markets. We test latent factor models, Diebold and Li (2006)â€¦ (More)

- Marco S. Matsumura, Ajax R. B. Moreira, +7 authors Murilo LÃ´bo
- 2006

The evolution of the yields of different maturities is related and can be described by a reduced number of commom latent factors. Multifactor interest rate models of the finance literature, commonâ€¦ (More)

- TEXTO PARA DISCUSSÃƒO, Ajax R. B. Moreira, +15 authors Rafael Luzente
- 2001

1 INTRODUCTION..........................................................................................2 2 MODELSâ€¦ (More)

- Alexandra M. Schmidt, Ajax R. B. Moreira, +8 authors Murilo LÃ´bo
- 2006

FundaÃ§Ã£o pÃºblica vinculada ao MinistÃ©rio do Planejamento, OrÃ§amento e GestÃ£o, o Ipea fornece suporte tÃ©cnico e institucional Ã s aÃ§Ãµes governamentais, possibilitando a formulaÃ§Ã£o de inÃºmeras polÃticasâ€¦ (More)

- KÃ¡tia L M Rocha, Ajax R. B. Moreira, +9 authors Joana Pires
- 2001

The Brazilian government is now planning to implement natural forest concessions for timber extraction. In addition to the legal requirements imposed on the management of concessions (minimumâ€¦ (More)

- Marco S. Matsumura, Ajax R. B. Moreira
- 2008

A. We propose and estimate different 5 macro-finance models for Brazilian and American yield curves. The usefulness of selected macroeconomic or financial indicators to the estimated models areâ€¦ (More)