João Victor Issler
Biographic Data
| ID | 6448270 |
|---|---|
| NAME | João Victor Issler |
| GIVEN NAMES | João Victor |
| FAMILY NAME | Issler |
| SIGNATURE | ISSLER J V |
| AFFILIATIONS | Fundação Getulio Vargas |
| ORCID | 0000-0002-1745-1196 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2000 |
| LATEST PUBLICATION YEAR | 2020 |
| H-INDEX | 1 |
Mixed causal–noncausal autoregressions with exogenous regressors
Mixed causal–noncausal autoregressive (MAR) models have been proposed to model time series exhibiting nonlinear dynamics. Possible exogenous regressors are typically substituted into the error term to maintain the MAR structure of the dependent variable. We introduce a representation including these covariates called MARX to study their direct impact. The asymptotic distribution of the MARX parameters is derived for a class of non‐Gaussian densit…
Public debt sustainability and endogenous seigniorage in Brazil
Public debt sustainability and endogenous seigniorage in Brazil
Mixed causal–noncausal autoregressions with exogenous regressors
Mixed causal–noncausal autoregressive (MAR) models have been proposed to model time series exhibiting nonlinear dynamics. Possible exogenous regressors are typically substituted into the error term to maintain the MAR structure of the dependent variable. We introduce a representation including these covariates called MARX to study their direct impact. The asymptotic distribution of the MARX parameters is derived for a class of non‐Gaussian densit…
Economics (2 works) · Autoregressive model (1 work) · Commodity (1 work) · Computer Science (1 work) · Covariate (1 work) · Debt (1 work) · Deficit spending (1 work) · Econometrics (1 work) · Endogenous growth theory (1 work) · Finance (1 work)