Phone: (55 21) 3799-5832 | (55 21) 3799-5871
Fax: (55 21) 2553-8821
E-mail: rubens.cysne@fgv.br

109.

Indústria Criativa: O Caso da Produção e Distribuição Musical.(pdf)
(Cysne, Rubens Penha), Junho 2023.

108.

Alert regimes for Brazilian fiscal policy: evidences from Markov switching unit root tests
(Campos, Eduardo Lima; Cysne, Rubens Penha), 2021.

107.

Multi-Generational Sir Modeling: Determination Of Parameters, Epidemiological Forecasting And Age-Dependent Vaccination Policies. (pdf)
(Campos, Eduardo Lima; Cysne, Rubens Penha; Madureira, Alexandre L. e Mendes, Gélcio L. Q.), 2020. DOI: 10.1016/j.idm.2021.05.003

106.

Social distancing, temperature, BCG and the evolution of COVID-19: a panel-model analysis. (pdf)
(Campos, Eduardo Lima; Cysne, Rubens Penha e Madureira, Alexandre) Outubro 2020.

105.

Covid-19: Análise Com um Modelo Estatístico Para Dados em Painel. (pdf)
(Campos, Eduardo Lima; Cysne, Rubens Penha e Madureira, Alexandre) Julho 2020.

104.

Sustainability of Brazilian Public Debt: Analysis of a Possible Structural Break in the Recent Period. (pdf)
(Campos, Eduardo Lima e Cysne, Rubens Penha) Junho de 2019. DOI: 10.1108/IJOEM-11-2019-0936

103.

Sustainability of the Brazilian Public Debt an Analysis Using Multicointegration (pdf)
(Cysne, Rubens Penha e Campos, Eduardo Lima) Junho de 2019. DOI: 10.52292/j.estudecon.2020.1944

102.

Welfare Cost Of Inflation In Brazil: An Approach With Time-Varying Cointegration And Kalman Filter (pdf)
(Campos, Eduardo Lima e Cysne, Rubens Penha). Economia Aplicada. Agosto de 2018.

Referência publicada: Cysne, Rubens Penha; Campos, Eduardo Lima. Welfare Cost of Inflation In Brazil: An Approach With Time-Varying Cointegration And Kalman Filter. Economia aplicada. vol. 23, pp. 137-160, 2019. DOI: 10.11606/1980-5330/ea141132

101.

Fiscal Vulnerability in Brazil: a Simulated Method of Moments Approach (pdf)
(Campos, Eduardo Lima e Cysne, Rubens Penha). Agosto de 2018.

100.

An Alert on the Recent Fall of the Fiscal Reaction in Brazil (pdf)
(Campos, Eduardo Lima e Cysne, Rubens Penha) Agosto de 2018.
Published under the reference: Rubens Penha Cysne and Eduardo Lima Campos. An alert on the recent fall of the fiscal reaction in Brazil. Brazilian Journal of Political Economy, vol. 39 , nº 2 (155), pp. 253-262. DOI: 10.1590/0101-31572019-2976

99.

A Time-Varying Fiscal Reaction Function for Brazil (pdf)
(Campos, Eduardo L. e Cysne, Rubens Penha). Maio de 2018.
Published under the reference: Rubens Penha Cysne and Eduardo Lima Campos. A Time-Varying Fiscal Reaction Function for Brazil. Revista de Estudos Econômicos. vol. 49, nº 1, pp. 5-38, jan-mar/2019. DOI: 10.1590/0101-41614911ecr

98.

A Time-Varying Fiscal Reaction Function for Brazil (pdf)
(Campos, Eduardo Lima e Cysne, Rubens Penha). Dezembro 2017.

97.

“Como e quanto tem o superávit primário reagido ao aumento do endividamento público?” (pdf)
Apresentação no Forum Nacional em 19/05/2017 (Eduardo Lima Campos e Rubens Penha Cysne)

96.

O Custo do Atraso no Equacionamento da Questão Fiscal (pdf) (vídeo)
Rubens Penha Cysne e Carlos Thadeu de F. Gomes
September, 2016 (Versão atualizada em 02/03/2017).
Published under the reference: Rubens Penha Cysne and Carlos Thadeu de F. Gomes.Brasil: O custo do atraso no equacionamento da questão fiscal. Revista de Economia Política, vol. 37, nº 4 (149), pp. 704-718, outubro-dezembro/2017.

95.

Inflation Tax and Inflation Transfers in Brazil: 1947 – 2014 (pdf)
Rubens Penha Cysne; Paulo Coimbra and Sidney Caetano
May, 2015

94.

The n-Dimensional Bailey-Divisia Measure as a General-Equilibrium Measure of the Welfare Costs of Inflation (pdf)
Rubens Penha Cysne ,  Ensaio Econômico da EPGE 720, 2011
Published under the reference: Cysne, Rubens Penha.  “The n-Dimensional Bailey-Divisia Measure as a General-Equilibrium Measure of the Welfare Costs of Inflation”. Economics Letters – vol.113, nº 2,  pp. 99-102, 2011. DOI: 10.1016/j.econlet.2011.06.004

93.

Money Supply and Capital Accumulation on the Transition Path Revisited. (pdf) (pdf)
Rubens Penha Cysne and David Turchick
Ensaios Economicos EPGE de 22 fev 2010
Published under the reference: CYSNE, Rubens Penha; TURCHICK, David.  Journal of Money, Credit and Banking, vol. 34, nº 6, pp. 1015-1030, jun/2010. DOI: 10.1111/j.1538-4616.2010.00325.x

92.

Welfare costs of inflation when interest-bearing deposits are disregarded: A calculation of the bias. (pdf)
Rubens Penha Cysne; David Daniel Turchick Rubin
Ensaios Econômicos EPGE de 07 jan 2010
Published under the reference: CYSNE, Rubens Penha; TURCHICK, David. Welfare costs of inflation when interest-bearing deposits are disregarded: A calculation of the bias. Journal of Economic Dynamics and Control, vol. 34, nº 6, pp. 1015-1030, jun/2010.

91.

An Overview of Brazil’s Balance of Payment. (pdf)
Rubens Penha Cysne, Paulo Grahl
Ensaios Econômicos EPGE nº 667, 01/2008
Ainda não publicado

90.

Brazil: Steps Toward Investment Grade. (pdf)
Rubens Penha Cysne, Paulo Gustavo Grahl
Ensaios Econômicos EPGE nº 669, 01/2008
Ensaio derivado do livro “Brasil 2007: Uma Análise das Contas Externas”

89.

On the Consistency of Arbitrary Money-Demand Functions with the Sidrauski and the Shopping-Time Models. (pdf)
Rubens Penha Cysne; David Daniel Turchick Rubin
Ensaios Econômicos EPGE nº 666, 01/2008
Published under the reference: CYSNE, Rubens Penha, TURCHICK, David, On the Integrability of Money-Demand Functions by the Sidrauski and the Shopping-Time Models. Journal of Banking and Finance, vol.33, nº 9, pp.1555-1562, set/2009.

88.

An Ordering of Measures of the Welfare Cost of Inflation in Economies with Interest-Bearing Deposits. (pdf)
Rubens Penha Cysne; David Daniel Turchick Rubin
Ensaios Econômicos EPGE nº 659, 12/2007
Ainda não publicado.

87.

Impacto do PIS e da COFINS na Inflação: Uma Abordagem Econométrica Usando o Teste de Janela Variável. (pdf)
Rubens Penha Cysne; João Victor Issler, Luiz Renato Lima
Ensaios Econômicos EPGE nº 640, 12/2006
Ainda não publicado

86.

An Intra-Household Approach to the Welfare Costs of Inflation. (revisado em 2006 – pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 612, 01/2006
Published under the reference: CYSNE, Rubens Penha. An Intra-Household Approach to the Welfare Costs of Inflation. Estudos Econômicos (IPE/USP), São Paulo, vol.36, nº 3, pp.593-609, jul/set, 2006.

85.

Income Inequality in a Job-Search Model with Heterogeneous Discount Factors. (revisado em 2006 – pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 611, 01/2006
Published under the reference: CYSNE, Rubens Penha. Income Inequality in a Job-Search Model with Heterogeneous Time Preferences. Revista Economia Anpec, Brasília, vol.7, nº 2, pp.217-224, mai-ago/ 2006

84.

An Overview of Some Historical Brazilian Macroeconomic Series and Some Open Questions. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 592, 01/2005
Ainda não publicado.

83.

Equity-Premium Puzzle: Evidence From Brazilian Data. (pdf), (revisado em pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 586, 01/2005. Apresentado no XXXIII Encontro Nacional de Economia da Anpec
Published under the reference: CYSNE, Rubens Penha. Equity-Premium Puzzle: Evidence from Brazilian Data. Revista de Economia Aplicada, São Paulo, vol.10, nº 2, pp.161-180, abr-jun/2006.

82.

Public Debt Indexation and Denomination, The Case of Brazil: A Comment. (pdf) (versão a ser publicada no IJFE)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 579, 01/2005.
Published under the reference: CYSNE, Rubens Penha. Public Debt Indexation and Denomination, The Case of Brazil: A Comment. International Journal of Finance and Economics, vol.12, nº 4, pp.417-425, 2007.

81.

What Happens After the Central Bank of Brazil Increases the Target Interbank Rate by 1%? (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 584, 01/2005. Ainda não publicado.

80.

Is There a Price Puzzle in Brazil? An Application of Bias-Corrected Bootstrap. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 577, 01/2004.

79.

Imposto Inflacionário e Transferências Inflacionárias no Mercosul e nos Estados Unidos. (pdf)
Rubens Penha Cysne, Paulo César Coimbra Lisbôa
Ensaios Econômicos EPGE nº 572, 01/2004.
Published under the reference: CYSNE, Rubens Penha; LISBÔA, Paulo César Coimbra. Imposto Inflacionário e Transferência Inflacionárias no Mercado e nos Estados Unidos. Estudos Econômicos (IPE/USP), vol.37, nº 2, 2ª Ed/2007.

78.

On the Statistical Estimation of Diffusion Processes – A Partial Survey (Revised Version, Forthcoming Brazilian Review of Econometrics). (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 570, 01/2004.
Published under the reference: CYSNE, Rubens Penha. On the Statistical Estimation of Diffusion Processes: A Partial Survey. Brazilian Review Econometrics, vol.24, nº 2, dez/2004

77.

Inflation and Income Inequality: A Shopping-Time Aproach. (pdf)
Rubens Penha Cysne, Paulo Klinger Monteiro, Wilfredo Maldonado
Ensaios Econômicos EPGE nº 566, 01/2004.
Published under the reference: CYSNE, Rubens Penha; MALDONADO, Wilfredo L.; MONTEIRO, Paulo Klinger. Inflation and Income Inequality: A Shopping-Time Aproach. Journal of Development Economics, vol. 78, nº 2, pp.516-528, dez/2005.

76.

Solving the Non-Convexity Problem in Some Shopping-Time and Human-Capital Models. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 567, 01/2004.
Published under the reference: CYSNE, Rubens Penha. A Note on the Non-Convexity Problem in Some Shopping-Time and Human-Capital Models. Journal of Banking and Finance, vol.30, nº 10, pp.2737-2745, 2006.

75.

A general-equilibrium closed-form solution to the welfare costs of inflation. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 562, 01/2004.
Published under the reference: CYSNE, Rubens Penha. A General-Equilibrium Closed-Form Solution to the Welfare Costs of Inflation. Revista Brasileira de Economia, Rio de Janeiro, vol. 59, nº 2, pp. 209-214, abr-jun/2005.

74.

A search-theoretic explanation for the negative correlation between labor income and impatience. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 558, 01/2004.
Published under the reference: CYSNE, Rubens Penha. On the Positive Correlation between Income and Patience. Revista Brasileira de Economia, vol.60, nº 1, pp.21-23, 2006.

73.

Income inequality: The role of impatience in a job-search process. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 559, 01/2004.

72.

On the positive correlation between income inequality and unemployment. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 561, 01/2004.

71.

Towards a measure of income inequality freed from the volatility caused by variations in the rate of unemployment. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 560, 01/2004.

70.

On the Statistical Estimation of Diffusion Processes: A Survey. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 540, 01/2004.
Published under the reference: CYSNE, Rubens Penha. On the Statistical Estimation of Diffusion Processes: a Partial Survey. Brazilian Review of Econometrics, vol. 24, nº 2, pp. 273-301, nov/2004.

69.

Two Additions to Lucas’s Inflation and Welfare. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 543, 01/2004.
Published under the reference: CYSNE, Rubens Penha. A Note on Inflation and Welfare. Journal of Banking and Finance, vol.32, nº 9, pp.1984-1987, set/2008.

68.

Imposto Inflacionário e Transferências Inflacionárias no Brasil: 1947-2003. (pdf)
Rubens Penha Cysne, Paulo César Coimbra Lisbôa
Ensaios Econômicos EPGE nº 539, 01/2004.
Published under the reference: CYSNE, Rubens Penha; LISBÔA, Paulo César Coimbra. Imposto Inflacionário e Transferências Inflacionárias no Brasil: 1947 – 2003. Revista de Economia Política, São Paulo, vol. 24, nº 4, pp. 620-624,out-dez/ 2004.

67.

Income inequality in a job-search model with heterogeneous time preferences? (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 538, 01/2004.
Published under the reference: CYSNE, Rubens Penha. Income Inequality in a Job-Search Model with Heterogeneous Time Preferences. Revista Economia Anpec, Brasília, vol.7, nº 2, pp.217-224, mai-ago/ 2006.

66.

Inflation and income inequality: A link through the job-search process. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 557, 01/2004.

65.

An Intra-Household Approach to the Welfare Costs of Inflation. (pdf) (revisado em pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 521, 01/2004.
Published under the reference: CYSNE, Rubens Penha. An Intra-Household Approach to the Welfare Costs of Inflation. Estudos Econômicos (IPE/USP), São Paulo, vol.36, nº 3, pp.593-609, jul/set, 2006.

64.

A Note on an Application of Arrows Theorem: Sufficient Conditions of Lucas Inflation and Welfare. (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 397, ago/2000.
Published under de reference: CYSNE, Rubens Penha. A Note on Inflation and Welfare. Journal of Banking and Finance, vol.32, nº 9, pp.1984-1987, set/2008.

63.

Divisia Index, Money and Welfare. (pdf) (pdf)
Rubens Penha Cysne
Ensaio Econômicos EPGE nº 396, ago/2000.
The Published Version of this Working Paper can be found under:  CYSNE, Rubens Penha. Divisia Index, Inflation and Welfare. Journal of Money, Credit and Banking, The Ohio State University, vol.35, nº 2, pp.221-238, 2003.

62.

Integrability and the Demand for Monetary Assets: An Alternative Approach to an old Problem (pdf) (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 398, jul/2000.
The Published Version of this Working Paper can be found under: CYSNE, Rubens Penha. A Note on the Integrability of Partial Equilibrium Measures of the Welfare Costs of InflationJournal of Banking and Finance, vol.26, nº 12, pp.2357-2363,  2002.

61.

Aspectos Macro e Microeconômicos das Reformas Brasileiras. (pdf)
Rubens Penha Cysne
Serie Reformas Económicas da Comisión Económica para América Latina y el Caribe nº 63, maio/2000

60.

Plano Collor: Contra Factualidade e Sugestões sobre a Condução da Política Monetária-Fiscal (pdf)
Rubens Penha Cysne
Ensaios Econômicos EPGE nº 154, 01/1999.

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