Ensaios Econômicos - Sistema de Bibliotecas da FGV - Fundação ...

Barillas, Francisco, Lars Peter Hansen, and Thomas J. Sargent, 2009, “Doubts or Variability?”
forthcoming in the Journal of Economic Theory.
Barro, Robert J., 2009, “Rare Disasters, Asset Prices, and Welfare Costs,” American Economic
Review, Volume 99, Number 1, pp. 243-264.
Beveridge, S. and Nelson, C.R., 1981, “A New Approach to Decomposition of Economic Time Series
into a Permanent and Transitory Components with Particular Attention to Measurement
of the ‘Business Cycle’,”Journal of Monetary Economics, 7, 151-174.
Campbell, J. 1987, “Does Saving Anticipate Declining Labor Income? An Alternative Test of the
Permanent Income Hypothesis,”Econometrica, vol. 55(6), pp. 1249-73.
Campbell, John Y. and Deaton, Angus 1989, “Why is Consumption So Smooth?”The Review of
Economic Studies 56:357-374.
Clarida, Richard, Jordi Galí, and Mark Gertler, 1999, “The Science of Monetary Policy: A New
Keynesian Perspective,”Journal of Economic Literature, Vol. 37, pp. 1661–1707.
Cochrane, J.H., 1994, “Permanent and Transitory Components of GNP and Stock Prices,”Quarterly
Journal of Economics, 30, 241-265.
De Santis, Massimiliano, 2009, “Individual Consumption Risk and the Welfare Cost of Business
Cycles,”American Economic Review, 97(4), pp. 1488-1506.
Dolmas, J., 1998, “Risk Preferences and the Welfare Cost of Business Cycles”, Review of Economic
Dynamics, 1, 646-676.
Duarte, A.M., Issler, J.V., and Salvato, M., 2004, “Are Business
Cycles all Alike in Europe?,” Mimeo., 2005, downloadable from
http://www.anpec.org.br/encontro2005/artigos/A05A031.pdf
Engle, R.F. and Granger C.W.J., 1987, “Cointegration and Error Correction: Representation,
Estimation and Testing”, Econometrica, 55, 251-276.
Flavin, M.A.(1981), “The adjustment of Consumption to Changing Expectation about Future
Income”, Journal of Political Economy, vol. 89(5), pp. 974-1009.
Galí, J. (1999), “Technology, Employment and the Business Cycle: Do Technology Shocks Explain
Aggregate Fluctuations?”American Economic Review, vol. 89(1), pp. 249-271.
Granger, C.W.J., and P. Newbold, 1986, “Forecasting Economic Time Series,”2nd. ed. Orlando:
Academic Press.
28