Research

Publications

Risk Classification in Insurance Markets with Risk and Preference Heterogeneity, withVitor Farinha Luz and Piero Gottardi, Review of Economic Studies (accepted)

Simple Contracts with Adverse Selection and Moral Hazard, with Daniel Gottlieb, Theoretical Economics, v. 17, pp. 1357-1401, 2022

Limited Liability and Non-responsiveness in Agency Models, with Henrique Castro-Pires, Games and Economic Behavior, v. 128, pp. 73-103, 2021

Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors, with Marcelo J. Moreira,  Journal of Econometrics,  v. 213(2), pp. 398-433, 2019

Robust mechanism: the curvature case, with Vinicius Carrasco, Vitor Farinha Luz and Paulo Monteiro, Economic Theory, v. 68, pp. 203–222, 2019

Optimal selling mechanisms under moment conditions, with Vinicius Carrasco, Vitor Farinha Luz, Nenad Kos, Mathias Messner and Paulo Monteiro, Journal of Economic Theory, v. 177, pp. 245-79, 2018

Centralized Decision Making and Informed Lobbying, with Rafael Lima and Thierry Verdier, American Economic Journal: Microeconomics, v. 9(4), pp. 324–55, 2017

Interest Rate in Trade Credit Markets, with Klênio Barboza and Walter Novaes, Journal Money Credit and Banking, v. 49(1), pp.  75–113, 2017

The Marginal Tariff Approach without Single-Crossing, with Aloisio Araujo and Sergei Silva, Journal of Mathematical Economics, v. 61, pp. 166–184, 2015

Information Transmission and Inefficient Lobbying, with Rafael Lima, Games and Economic Behavior, v. 86, pp. 282-307, 2014

Should Educational Policies Be Regressive?, with Daniel Gottlieb, Journal of Public Economic Theory, v. 14(4), pp. 601-623, 2012

Do Dividend Signal More Earnings?, with Aloisio Araujo and Marcos Tsuchida, Journal of Financial Intermediation, v. 20(1), pp. 117-134, 2011

Adverse Selection Problems without the Spence Mirrlees Condition, with Aloisio Araujo, Journal of Economic Theory, v. 145(3), pp. 1113-1141, 2010

Common Agency and Public Good Provision under Asymmetric Information, with David Martimort, Theoretical Economics, v. 5(2), pp. 159-213, 2010

A Model of Mixed Signals with Applications to Countersignalling, with Aloisio Araujo and Daniel Gottlieb, RAND Journal of Economics, v. 38(4), pp. 1020–1043, 2007

Non-Monotonicities and the All-Pay-auction Tie-Breaking Rule, with Aloisio Araujo and Luciano de Castro,  Economic Theory, v. 35(3), pp. 407-440, 2007

First-Price Auctions without Affiliation, with Paulo Monteiro, Economics Letters, v. 91(1), pp. 1-7, 2006

Biased managers, Organizational Design, and Incentive Provision, with Cristiano Costa and Daniel Ferreira, Economics Letters, v. 86(3), pp. 379-385, 2005

A Contractive Method for Computing the Stationary Solution of the Euler Equation, with Wilfredo Maldonado, Economics Bulletin, v. 3(1), pp. 1-14, 2003

A General Lagrangian Approach for Non-Concave Moral Hazard Problems, with Aloisio Araujo, Journal of Mathematical Economics, v. 35(1), pp. 17-39, 2001

Publications (in Brazil)

Treinamento e Busca por Melhores Parcerias em Mercados com Informação Assimétrica, with Antonio Ambrozio and Gustavo Gonzaga, Pesquisa e Planejamento Econômico, v. 47(3), pp. 7-32, 2018

The Trade-Off Between Incentives and Endogenous Risk, with Aloisio Araujo and Marcos Tsuchida, Brazilian Review of Econometrics, v. 27, pp. 173-198, 2007

Solving Euler Equations: Classical Methods and the C1 Contraction Method Revisited, with Wilfredo Maldonado, Revista Brasileira de Economia, v. 60(2), pp. 167-178, 2006

Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias, with Marcos Bonomo and Vinícius Carrasco, Revista Brasileira de Economia, v. 57, pp. 663-682, 2003

Towards a Truthful Land Taxation Mechanism in Brazil, with Juliano Assunção, Brazilian Review of Econometrics, v. 21, n. 1, pp. 49-99, 2001

Revisions

Intrahousehold inequality and the Joint Taxation of Household Earnings, with Cassiano Alves, Felipe Lobel and Carlos da Costa, revise and resubmit Journal of Public Economics (1st round)

Contributions to Theory of Optimal Tests, with Marcelo J. Moreira, revise and resubmit Econometrica (3rd round) – supplement

Diving and Discarding Mechanism, with Vinícius Carrasco and William Fuchs, revise and resubmit Review of Economics Studies (2nd round)

Robust Decision Making, with Vinícius Carrasco, revise and resubmit Journal of Economic Theory (1st round)

On the Limits of Cheap Talk for Public Good Provision, with Francisco Costa, revise and resubmit Journal of Public Economic Theory (1st round)

Working papers

Time Trumps Quantity in the Market for Lemons, with William Fuchs and Piero Gottardi

The Effect of Exit Rights on Cost-based Procurement Contracts, with Rodrigo Andrade and Henrique Castro-Pires

On the use of Tax Perturbation Methods: A Cautionary Tale, with Cassiano Alves and Carlos da Costa

Non-Monotone Insurance Contracts and their Empirical Consequences, with Aloisio Araujo

Simultaneous Adverse Selection and Moral Hazard, with Daniel Gottlieb

Multidimensional Incentive-Compatibility: Multiplicative Separable Case, with Aloisio Araujo and Daniel Gottlieb

On the Impossibility of an Exact Imperfect Monitoring Folk Theorem, with Eduardo Azevedo

Why Managed Care Now and not For All, with Marcos Lisboa

Books

Curso de Matemática para Economistas, with Rubens Cysne, Editora Atlas, 3rd ed., p. 1-282, 1997

Comment on “Simulação de Impacto Regulatório: Uma Aplicação ao Setor Energia”. In: Lucia Helena Salgado; Eduardo Fiuza. (Org.). Marcos Regulatórios no Brasil; Revendo o Papel do Estado Após a Crise Financeira. Brasília: IPEA, p. 223-227, 2010

Asymmetric Information without Single Crossing, with  Aloisio Araujo e Daniel Gottlieb, p. 1-170, FGV/EPGE e Petrobras, 2013