Ajax R. Moreira

Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)

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SCHOLARLY PAPERS

15

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in Total Papers Downloads

1,570

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (15)

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1.

Determinants of the Brazilian Sovereign Risk: A Two-Factor Structural Model

IPEA Discussion Paper No. 945
Number of pages: 29 Posted: 01 Oct 2003
Ajax R. Moreira and Katia Rocha
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC) and IPEA-Institute for Applied Economic Research of the Brazilian Government
Downloads 275 (154,220)

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Brazilian Sovereign Risk, Structural Models, Credit Risk, Default Probability

2.

Comparing Models for Forecasting the Yield Curve

IPEA Discussion Paper No. 1245a
Number of pages: 23 Posted: 02 Jan 2007
Marco S. Matsumura and Ajax R. Moreira
Institute of Applied Economic Research (IPEA) and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 211 (199,307)

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Forecasting of the Term Structure, Affine Models, Common Factor Models, Nelson-Siegel, Legendre Term Structure, MCMC

3.

Efficiency and Regulation in the Sanitation Sector in Brazil

IPEA Discussion Paper No. 1059
Number of pages: 27 Posted: 21 Jan 2005
Ronaldo Seroa da Motta and Ajax R. Moreira
Universidade do Estado do Rio de Janeiro (UERJ) and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 158 (256,421)
Citation 5

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Productivity performance, regulation, sanitation sector, rent dissipation

4.

Macro Factors and the Brazilian Yield Curve with No Arbitrage Models

IPEA Discussion Paper No. 1210
Number of pages: 37 Posted: 02 Jan 2007
Marco S. Matsumura and Ajax R. Moreira
Institute of Applied Economic Research (IPEA) and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 147 (271,808)

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Macro-Finance, Affine Term Structure, Maximum Likelihood, MCMC, Continuous-Time Models, Discrete-Time Models, Taylor Rules

5.

Can Macroeconomic Variables Account for the Term Structure of Sovereign Spreads? Studying the Brazilian Case

IPEA Discussion Paper No. 1106
Number of pages: 30 Posted: 22 Aug 2005
Marco S. Matsumura and Ajax R. Moreira
Institute of Applied Economic Research (IPEA) and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 131 (297,082)

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Sovereign Yield Curve, Macro VAR, Credit Risk, Affine Term Structure

6.

Attraction of Investments in Power Generation and the Brazilian Regulatory Framework

Rio de Janeiro: IPEA Working Paper No. 822
Number of pages: 21 Posted: 27 May 2002
Ajax R. Moreira, Katia Rocha and Pedro A.M-S. David
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC), IPEA-Institute for Applied Economic Research of the Brazilian Government and Furnas Centrais Eletricas S.A.
Downloads 115 (326,574)

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7.

Investment (Export) Option Value and Exchange Rate Volatility

IPEA Discussion Paper No. 1109
Number of pages: 32 Posted: 30 Aug 2005
Roberto Siqueira and Ajax R. Moreira
Institute of Applied Economic Research and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 98 (363,695)

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Investment, Uncertainty, Options, Hysteresis

8.

Competitiveness of Thermopower Generation in the Operation and Expansion of the Brazilian Power System

IPEA Working Paper No. 823
Number of pages: 27 Posted: 02 Oct 2002
Ajax R. Moreira, Katia Rocha and Pedro A.M-S. David
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC), IPEA-Institute for Applied Economic Research of the Brazilian Government and Furnas Centrais Eletricas S.A.
Downloads 84 (399,789)

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Stochastic Dynamic Programming, investiments in Power Generation, Brazilian Electrical System

9.

Latent Indexation and Exchange Rate Passthrough

IPEA Working Paper No. 650
Number of pages: 25 Posted: 17 Feb 2000
Antonio Fiorencio and Ajax R. Moreira
Ibmec, Rio de Janeiro - Department of Economics and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 83 (402,575)
Citation 3

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10.

Robustness and Stabilization Properties of Monetary Policy Rules in Brazil

IPEA Working Paper No. 798
Number of pages: 27 Posted: 18 Dec 2001
Ajax R. Moreira and Marco A. F. H. Cavalcanti
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC) and Institute of Applied Economic Research (IPEA)
Downloads 79 (414,278)

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11.

Measuring the Stability of the Price System

IPEA Working Paper No. 673
Number of pages: 23 Posted: 30 Mar 2000
Antonio Fiorencio and Ajax R. Moreira
Ibmec, Rio de Janeiro - Department of Economics and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 71 (439,532)

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12.

Identification of Affine Term Structure Models With Observed Factors: Economic Shocks on Brazilian Yield Curves

IPEA Discussion Paper No. 1271a
Number of pages: 37 Posted: 29 Apr 2007
Marco S. Matsumura and Ajax R. Moreira
Institute of Applied Economic Research (IPEA) and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 64 (463,692)

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Macro-Finance, Affine Term Structure Model, Identification, Default Risk

13.

Neighborhood Effect on Agricultural Activity: A Measure of the Productivity and Occupation of the Amazon

IPEA Discussion Paper No. 907
Number of pages: 38 Posted: 05 Nov 2002
Marina Paez and Ajax R. Moreira
Institute of Applied Economic Research (IPEA) - Department of Macroeconomics and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 54 (502,418)

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Spatial econometrics, Bayesian statistics, neighborhood effect on agricultural activity, dynamic models, Amazon occupation

14.

The Option Value of Forest Concessions in Brazilian Amazon

Posted: 23 Sep 2002
Ajax R. Moreira, Katia Rocha, Eustáquio José Reis and Leonardo Carvalho
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC), IPEA-Institute for Applied Economic Research of the Brazilian Government, IPEA - Institute of Applied Economic Research and Institute of Applied Economic Research (IPEA)

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Brazil, Amazonia, Forest Concessions, Real Option Theory, Econometric Spatial

15.

Exchange Rate Policy Credibility and Options Values

Posted: 03 Feb 2000
Katia Rocha and Ajax R. Moreira
IPEA-Institute for Applied Economic Research of the Brazilian Government and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)

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