Evaluating value-at-risk models via quantile regression WP Gaglianone, LR Lima, O Linton, DR Smith Journal of Business & Economic Statistics 29 (1), 150-160, 2011 | 223 | 2011 |
Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947–1992 JV Issler, LR Lima Journal of development Economics 62 (1), 131-147, 2000 | 142 | 2000 |
Estimation of censored quantile regression for panel data with fixed effects AF Galvao, C Lamarche, LR Lima Journal of the American Statistical Association 108 (503), 1075-1089, 2013 | 89 | 2013 |
Constructing density forecasts from quantile regressions WP Gaglianone, LR Lima Journal of Money, Credit and Banking 44 (8), 1589-1607, 2012 | 75 | 2012 |
A panel data approach to economic forecasting: The bias-corrected average forecast JV Issler, LR Lima Journal of Econometrics 152 (2), 153-164, 2009 | 60 | 2009 |
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach LR Lima, WP Gaglianone, RMB Sampaio Journal of Development Economics 86 (2), 313-335, 2008 | 57 | 2008 |
Migration and regional trade agreements: A (new) gravity estimation E Figueiredo, LR Lima, G Orefice Review of international economics 24 (1), 99-125, 2016 | 54 | 2016 |
Comparing value-at-risk methodologies LRRO Lima, BAP Néri Escola de Pós-Graduação em Economia da FGV, 2006 | 49 | 2006 |
Out‐of‐sample return predictability: A quantile combination approach LR Lima, F Meng Journal of Applied Econometrics 32 (4), 877-895, 2017 | 46 | 2017 |
The effect of the Euro on the bilateral trade distribution E Figueiredo, LR Lima, G Schaur Empirical Economics 50, 17-29, 2016 | 40 | 2016 |
Testing covariance stationarity Z Xiao, LR Lima Econometric Reviews 26 (6), 643-667, 2007 | 39 | 2007 |
Quantile forecasting with mixed-frequency data LR Lima, F Meng, L Godeiro International Journal of Forecasting 36 (3), 1149-1162, 2020 | 35 | 2020 |
Child labor and the wealth paradox: The role of altruistic parents LR Lima, S Mesquita, M Wanamaker Economics Letters 130, 80-82, 2015 | 35 | 2015 |
Local persistence and the PPP hypothesis S Kim, LR Lima Journal of International Money and Finance 29 (3), 555-569, 2010 | 28 | 2010 |
Dinâmica não-linear e sustentabilidade da dívida pública brasileira LRRO Lima, AG Simonassi Escola de Pós-Graduação em Economia da FGV, 2005 | 22 | 2005 |
Comércio eletrônico: aspectos e benefícios AL Albertin | 22 | 1999 |
Constructing optimal density forecasts from point forecast combinations WP Gaglianone, LR Lima Journal of Applied Econometrics 29 (5), 736-757, 2014 | 21 | 2014 |
Time-varying dictionary and the predictive power of FED minutes LR Lima, LL Godeiro, M Mohsin Computational Economics 57 (1), 149-181, 2021 | 19 | 2021 |
Stages of diversification in Africa DP Clark, LR Lima, WC Sawyer Economics Letters 144, 68-70, 2016 | 19 | 2016 |
Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? JV Issler, LRRO Lima Escola de Pós-Graduação em Economia da FGV, 1998 | 18 | 1998 |