Elcyon C.R. Lima

Institute of Applied Economic Research (IPEA)

PhD - Univ. of Minnesota

Av. Presidente Antonio Carlos 51

Directory of Macroeconomic Policy and Studies (DIMAC) 15 andar - Centro

RJ 20020-010 Rio de Janeiro

Brazil

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

1.

The Interpretation of Coefficients of the Vector Autoregressive Model

IPEA Discussion Paper No. 1072
Number of pages: 18 Posted: 20 Feb 2005
Elcyon C.R. Lima
Institute of Applied Economic Research (IPEA)
Downloads 730 (33,749)

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Counterfactual Experiment, Conditional Projections, Cointegrating Relations, VAR, elasticities

2.

Estimation of a Weights Matrix for Determining Spatial Effects

IPEA Discussion Paper No. 672
Number of pages: 26 Posted: 01 Dec 1999
Elcyon C.R. Lima and Paulo Brigido R. Macedo
Institute of Applied Economic Research (IPEA) and Federal University of Minas Gerais - CEDEPLAR, Economics
Downloads 226 (135,202)
Citation 1

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3.

The NAIRU, Unemployment and the Rate of Inflation in Brazil

IPEA Working Paper No. 753
Number of pages: 23 Posted: 06 Nov 2000
Elcyon C.R. Lima
Institute of Applied Economic Research (IPEA)
Downloads 216 (141,252)
Citation 1

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unemployment, markov-switching, inflation rate, NAIRU (non-accelerating inflation-rate of unemployment)

4.

Monetary Policy Regimes in Brazil

Number of pages: 22 Posted: 16 May 2007
Institute of Applied Economic Research (IPEA), New York University (NYU) - Department of Economics and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 180 (167,190)
Citation 3

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Monetary policy rule, regime change, Markov-Switching model

5.

Measuring Monetary Policy Stance in Brazil

Number of pages: 42 Posted: 07 Dec 2005
Institute of Applied Economic Research (IPEA), Institute of Applied Economic Research (IPEA), New York University (NYU) - Department of Economics and Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Downloads 161 (184,230)

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Monetary Policy Stance, Conditional Forecasts, Monetary Conditions Index

6.

Monetary Policy, Inflation and the Level of Economic Activity in Brazil after the Real Plan: Stylized Facts from SVAR Models

IPEA Discussion Paper No. 1101
Number of pages: 34 Posted: 04 Aug 2005
Elcyon C.R. Lima, Brisne Vasquez and Alexis Maka
Institute of Applied Economic Research (IPEA), Institute of Applied Economic Research (IPEA) and New York University (NYU) - Department of Economics
Downloads 149 (196,594)

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Structural VAR, Monetary Policy, Directed Acyclic Graphs

7.

Forecasting Brazilian Output in the Presence of Breaks: A Comparison of Linear and Nonlinear Models

FRB of Atlanta Working Paper No. 2002-28
Number of pages: 27 Posted: 16 Apr 2003
Marcelle Chauvet, Elcyon C.R. Lima and Brisne Vasquez
University of California Riverside, Institute of Applied Economic Research (IPEA) and Institute of Applied Economic Research (IPEA)
Downloads 86 (292,164)
Citation 7

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Forecast, business cycle, nonlinearities, structural breaks, Markov switching