Emerson Fernandes Marçal
Names
| first: |
Emerson |
| middle: |
Fernandes |
| last: |
Marçal |
Identifer
Contact
Affiliations
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Fundação Getúlio Vargas (FGV)
/ Escola de Economia de São Paulo (EESP)
Research profile
author of:
- Saldos Comerciais e Taxa de Câmbio Real: Uma Nova Análise do Caso Brasileiro (RePEc:anp:econom:v:10:y:2009:i:2:333-356)
by Emerson Fernandes Marçal & Marislei Nishijima & Wagner Oliveira Monteiro - Há Realmente uma Tendência a Deterioração dos Termos de Troca? Uma Análise dos Dados Brasileiros (RePEc:anp:econom:v:7:y:2006:i:2:p:307-329)
by Emerson Fernandes Marçal - Saldos Comerciais E Taxa De Câmbio Real: Uma Nova Análise Do Caso Brasileiro (RePEc:anp:en2005:078)
by Emerson Fernandes Marçal & Wagner Oliveira Monteiro & Marislei Nishijima - Um Estudo Dos Efeitos De Alterações Do Preço Da Nafta Na Formação De Preços Da Cadeia Petroquímica (RePEc:anp:en2006:18)
by José Maria F. J. da Silveira & Emerson Fernandes Marçal - Rational Valuationformula And First Generation Models In Financial Economics: Firm-Levelbrazilian Market Efficiency Evidences From Dynamic Panel Unit Root Andcointegration Tests (RePEc:anp:en2009:138)
by Edward Bernard Bastiaan de Rivera y Rivera & Emerson FernandesMarçal & Diogenes Manoel Leiva Martin - Taxa De Câmbio, Rentabilidade E Quantumexportado: Existe Alguma Relação Afinal? Evidências Para O Brasil (RePEc:anp:en2010:211)
by Emerson Fernandes Marçal & Márcio Holland De Brito - Transmissãoda Variação Cambial Para As Taxas De Inflação No Brasil: Estimação Dopass-Through Através De Modelos De Vetores Autorregressivos Estruturaiscom Correção De Erros (RePEc:anp:en2012:044)
by Veridiana De Andrade Nogueira & Rogério Mori & Emerson Fernandes Marçal - A Estrutura A Termo Da Taxa De Juros E Aoferta De Títulos Públicos (RePEc:anp:en2012:053)
by Emerson Fernandes Marçal & Carolina Ribeiro Veronesi Marinho - Does Mixed Frequency Vector Error Correction Model Add Relevant Information To Exchange Misalignment Calculus? Evidence For United States (RePEc:anp:en2014:043)
by Diogo De Prince Mendonça & Emerson Fernandes Marçal & Beatrice Zimmermann & Giovanni Merlin - Present value model between prices and dividends with constant and time-varying expected returns: enterprise-level Brazilian stock market evidence from non-stationary panels (RePEc:bbz:fcpbbr:v:9:y:2012:i:4:p:51-86)
by Edward Bernard Bastiaan de Rivera y Rivera & Diógenes Manoel Leiva Martin & Emerson Fernandes Marçal & Leonardo Fernando Cruz Basso - Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case (RePEc:brf:journl:v:14:y:2016:i:1:p:65-88)
by Emerson Fernandes Marçal & Eli Hadad Junior - Market Overreaction to Intangible Information (RePEc:brf:journl:v:7:y:2009:i:2:p:215-236)
by Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal - Industrial Output Growth Forecast: A Machine Learning Approach Based on Cross-Validation (RePEc:dah:aeqaeq:v67_y2021_i4_q4_p337-351)
by Jeronymo Marcondes Pinto & Emerson Fernandes Marçal - Testing rational expectations in a cointegrated VAR with structural change (RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673)
by Marçal, Emerson Fernandes - Is fiscal policy effective in Brazil? An empirical analysis (RePEc:eee:quaeco:v:75:y:2020:i:c:p:40-52)
by Holland, Marcio & Marçal, Emerson & de Prince, Diogo - Trade rules and exchange rate misalignments: in search for a WTO solution (RePEc:ekm:repojs:v:34:y:2014:i:3:p:370-395:id:278)
by Vera Thorstensen & Emerson Marçal & Lucas Ferraz - “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change” (RePEc:fea:wpaper:10-2010)
by Emerson Fernandes Marçal & Fernando Barbi - Testing the hypothesis of contagion using multivariate volatility models (RePEc:fgv:eesptd:174)
by Pereira, Pedro L. Valls - Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change (RePEc:fgv:eesptd:175)
by Pereira, Pedro L. Valls - Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals (RePEc:fgv:eesptd:177)
by Pereira, Pedro L. Valls & Marçal, Emerson Fernandes & Martin, Diógenes Manoel Leiva & Nakamura, Wilson Toshiro - Taxa de câmbio, rentabilidade e quantum exportado: existe alguma relação afinal? Evidências para o Brasil (RePEc:fgv:eesptd:254)
by Marçal, Emerson Fernandes & Brito, Márcio Holland de - Modelando a mudança estrutural do consumo e da renda agregados no Brasil: fatos estilizados a partir de um modelo de cointegração com parâmetros variando no tempo (RePEc:fgv:eesptd:293)
by Leite, Fernando Scarpa Rezende & Marçal, Emerson Fernandes - Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: evidência a partir de dados brasileiros (RePEc:fgv:eesptd:310)
by Simões, Oscar Rodrigues & Marçal, Emerson Fernandes - Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break (RePEc:fgv:eesptd:314)
by Marçal, Emerson Fernandes & Pereira, Pedro L. Valls - Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon (RePEc:fgv:eesptd:346)
by Carlos, Thiago Carlomagno & Marçal, Emerson Fernandes - A estrutura a termo da taxa de juros brasileira e a oferta de títulos públicos (RePEc:fgv:eesptd:347)
by Marinho, Carolina Ribeiro Veronesi & Marçal, Emerson Fernandes - Exchange rate misalignments, interdependence, crises, and currency wars: an empirical assessment (RePEc:fgv:eesptd:348)
by Marçal, Emerson Fernandes - Transmissão da variação cambial para as taxas de inflação no Brasil: estimação do pass-through através de modelos de vetores autorregressivos estruturais com correção de erros (RePEc:fgv:eesptd:349)
by Nogueira, Veridiana de Andrade & Mori, Rogério & Marçal, Emerson Fernandes - Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR (RePEc:fgv:eesptd:384)
by Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin - Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States (RePEc:fgv:eesptd:385)
by Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin - Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates (RePEc:fgv:eesptd:401)
by Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin - Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression (RePEc:fgv:eesptd:416)
by Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin & Simões, Oscar Rodrigues - Is fiscal policy effective in Brazil? An empirical analysis (RePEc:fgv:eesptd:433)
by Mendonça, Diogo de Prince & Marçal, Emerson Fernandes & Brito, Márcio Holland de - A time series analysis of household income inequality in Brazil 1977-2013 (RePEc:fgv:eesptd:434)
by Caperoz, Marcelo & Marçal, Emerson Fernandes & Mattos, Enlinson - The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”? (RePEc:fgv:eesptd:459)
by Marçal, Emerson Fernandes & Cunha, Ronan & Merlin, Giovanni Tondin & Simões, Oscar - Descobrindo e avaliando modelos de predição para a inflação brasileira: uma análise a partir de uma gama ampla de indicadores (RePEc:fgv:eesptd:460)
by Silva, Anderson Moriya & Marçal, Emerson Fernandes - Modeling how macroeconomic shocks a ect regional employment: analyzing the Brazilian formal labor market using the global VAR approach (RePEc:fgv:eesptd:468)
by Barbosa, Bruno Tebaldi de Queiroz & Marçal, Emerson Fernandes - Cross-validation based forecasting method: a machine learning approach (RePEc:fgv:eesptd:498)
by Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes - Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions (RePEc:fgv:eesptd:503)
by Costa, Marisa Gomes da & Marçal, Emerson Fernandes - Taxa de Desemprego no Brasil em quatro décadas: retropolação da PNAD contínua de 1976 a 2016 (RePEc:fgv:eesptd:522)
by Bacciotti, Rafael & Marçal, Emerson Fernandes - Current account and real effective exchange rate dynamics: the role of non-linear dynamics in Brazil (RePEc:fgv:eesptd:571)
by Marçal, Emerson & Simões, Oscar Rodrigues - Paridade do Poder de Compra: Testando Dados Brasileiros (RePEc:fgv:epgrbe:v:57:y:2003:i:1:a:834)
by Marçal, Emerson Fernandes & Pereira, Pedro Luiz Valls & Filho, Otaviano Canuto dos Santos - Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: Evidência a partir de dados brasileiros (RePEc:fgv:epgrbe:v:66:y:2012:i:3:a:3614)
by Simões, Oscar R. & Marçal, Emerson Fernandes - Desalinhamentos Cambiais, Interdependência, Crises, Guerras cambiais: Uma avaliação empírica (RePEc:fgv:epgrbe:v:68:y:2014:i:2:a:9677)
by Marçal, Emerson Fernandes - Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR (RePEc:fgv:epgrbe:v:72:y:2018:i:4:a:62975)
by Marçal, Emerson Fernandes & Zimmermann, Beatrice & de Prince, Diogo & Merlin, Giovanni - A time series analysis of household income inequality in Brazil 1977 to 2013 (RePEc:fgv:epgrbe:v:73:y:2019:i:4:a:75062)
by Caparoz, Marcel & Marçal, Emerson Fernandes & Mattos, Enlinson - Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662)
by Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira - Purchasing Parity Power: the empirical evidence for Brazil (RePEc:ibm:ibmecp:wpe_1)
by Marçal, E.F. & Pedro L. Valls Pereira & Canuto, O. - Estimando o Desalinhamento Cambial Brasileiro a Partir de Modelos Multivariados com Cointegração (RePEc:ipe:ipetds:1666)
by Emerson Fernandes Marçal - Levado pelos Fundamentos? Estimando o Desalinhamento Cambial Norte-Americano a partir de Técnicas de Cointegração (RePEc:ipe:ipetds:1674)
by Emerson Fernandes Marçal & Priscila Fernandes Ribeiro - O Mistério da Taxa de Câmbio Real Chinesa: Algumas Razões Que Podem Explicar a Diversidade dos Resultados (RePEc:ipe:ipetds:1769)
by Emerson Fernandes Marçal - Estimando o Desalinhamento Cambial Brasileiro: Uma Análise de Robustez a Partir do Modelo Global com Mecanismo de Correção de Erros (RePEc:ipe:ipetds:1865)
by Emerson Fernandes Marçal - Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
[Testing the contagion hypotheses using multivariate volatility models] (RePEc:pra:mprapa:10356)
by Marçal, Emerson F. & Valls Pereira, Pedro L. - Testing the Hypothesis of Contagion using Multivariate Volatility Models (RePEc:pra:mprapa:15623)
by Marçal, Emerson F. & Valls Pereira, Pedro L. - Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change (RePEc:pra:mprapa:15624)
by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar - Testing the Hypothesis of Contagion Using Multivariate Volatility Models (RePEc:sbe:breart:v:28:y:2008:i:2:a:1511)
by Marçal, Emerson Fernandes & Pereira, Pedro L. Valls - An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching (RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02389-8)
by Jeronymo Marcondes Pinto & Emerson Fernandes Marçal - Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals (RePEc:taf:applec:v:43:y:2011:i:19:p:2365-2379)
by Emerson Fernandes Marcal & Pedro Valls Pereira & Diogenes Manoel Leiva Martin & Wilson Toshiro Nakamura - Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon (RePEc:taf:applec:v:48:y:2016:i:50:p:4846-4860)
by Thiago Carlomagno Carlo & Emerson Fernandes Marçal