Pedro H. Albuquerque

Pedro H. Albuquerque
Aix-Marseille Université | AMU · Groupement de Recherche en Economie Quantitative d'Aix-Marseille

Ph.D. in Economics

About

32
Publications
2,652
Reads
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211
Citations
Citations since 2017
4 Research Items
81 Citations
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Introduction
Dr. Pedro H. Albuquerque is a researcher at the Aix-Marseille School of Economics (AMSE) since 2010. He holds a Ph.D. in Economics from the University of Wisconsin – Madison and a B.S. in Electrical Engineering from the University of Brasília. His fields of interest are: technological disruption, cybernetics, occupational science, sustainability, and international finance.
Additional affiliations
June 2007 - May 2010
University of Minnesota Duluth
Position
  • Professor (Assistant)
Description
  • Assistant Professor
September 2002 - May 2007
Texas A&M International University
Position
  • Professor (Assistant)
Description
  • Assistant Professor
May 2002 - October 2002
International Monetary Fund
Position
  • Consultant
Description
  • Consultant to the Central Bank of Bolivia under the technical assistance program of the Monetary and Exchange Affairs Department, International Monetary Fund.
Education
September 1998 - December 2001
University of Wisconsin–Madison
Field of study
  • Economics
September 1995 - August 1998
University of Wisconsin–Madison
Field of study
  • Economics
January 1992 - December 1994
University of Brasília
Field of study
  • Economics

Publications

Publications (32)
Article
The increase in oil prices in recent years has occurred concurrently with a rapid expansion of Chinese exports in the world markets, despite China being an oil importing country. In this paper we develop a theoretical model that explains the positive correlation between Chinese exports and the oil price. The model shows that Chinese growth can lead...
Article
During the last two decades of the twentieth century, Brazil went through a sequence of failed stabilization plans that tried to cope with an enduring hyperinflation. This paper uses a money demand model to evaluate monetary policies during those episodes. Consistency between money supply and expected conditional money demand growth rates is consid...
Article
Panel VAR methodology is used in this study to empirically evaluate the effects of natural disasters and state fragility on economic and financial dimensions in developing countries such as GDP per capita, banking and financial system deposits, banks’ Z-scores, and non-performing loans. Results based on three panels of up to 66 countries and 17 yea...
Article
This paper presents an asymptotically optimal time interval selection criterion for the long-run correlation block estimator (Bartlett kernel estimator) based on the Newey–West and Andrews–Monahan approaches. An alignment criterion that enhances finite-sample performance is also proposed. The procedure offers an optimal alternative to the customary...
Article
In this paper we address the following question: would a fully integrated world economy eliminate the widely reported decline in the terms of trade of primary commodities? We address the question by looking at the terms of trade within the US (a highly integrated economy). Our findings show two results. First, US internal real commodities' terms of...
Preprint
It is well known from nonlinear aggregation theory that cross-sectional distributions play a central role in the determination of aggregate relations. This paper establishes a bridge between the aggregation and the inequality and growth literature by applying a log-linear aggregation method to a simple heterogeneous AK growth model. The aggregation...
Preprint
The article examines stock index price responses in Brazil, Chile and Mexico to those in the US, Spain and four European countries during three sub-periods surrounding the neoliberal reforms of the 1990s: 1988 to 1994, 1995 to 1998, and 1999 to 2004, using VAR modeling. It finds that equity markets became more interconnected as countries opened to...
Preprint
Full-text available
The increase in oil prices in recent years has occurred concurrently with a rapid expansion of Chinese exports in the world markets, despite China being an oil importing country. In this paper we develop a theoretical model that explains the positive correlation between Chinese exports and the oil price. The model shows that Chinese growth can lead...
Article
Full-text available
The article evaluates crime trends in south border American and Mexican sister cities using panel data analysis. The region offers a unique assessment opportunity since cities are characterized by shared cultural and historical legacies, institutional heterogeneity, and disparate crime outcomes. Higher homicide rates on the Mexican side seem to res...
Article
This paper uses a dynamic general equilibrium model to study the economic effects of bank account debits (BAD) taxation. Australia and various Latin American countries have levied or levy BAD taxes. Aspects such as financial disintermediation, market illiquidity, and impacts on dividend and interest rates are considered. Part of the BAD tax revenue...
Article
Full-text available
Revista Análisis Económico. In this study, we examine the response of Latin American stock markets to movements in European stock markets. Our results vary depending on the openness of the country in terms of international trade. We find evidence that Latin American stock markets are affected by Spanish stock market. Additionally, during the second...
Preprint
In this study, we examine the response of Latin American stock markets to movements in European stock markets using VAR models. Our results vary depending on the openness of the country in terms of international trade. We find evidence that Latin American stock markets are responsive to changes in the stock market from Spain. Additionally, during t...
Preprint
This paper presents an asymptotically optimal time interval selection criterion for the long-run correlation block estimator (Bartlett kernel estimator) based on the Newey-West and Andrews-Monahan approaches. An alignment criterion that enhances finite-sample performance is also proposed. The procedure offers an optimal yet unobtrusive alternative...
Preprint
Several empirical studies report the existence of declining terms of trade between commodities and manufactures, supporting the Prebisch-Singer hypothesis. As globalisation leads to greater integration of markets, we ask if in a fully integrated economy the terms of trade will display the same negative trend. Assuming that globalisation would make...
Preprint
This paper presents a simple Cass-Koopmans-Ramsey AK growth model with heterogeneity that explains how policies that increase income inequality may temporarily boost a country's income growth rate. Briefly put, a change in policy that reduces redistributive transfers will free up resources to the households with the highest productivities, resultin...
Article
A practical aggregation method for heterogeneous log-linear functions is presented. Inequality measures are employed in the construction of a simple but exact aggregate representation of an economy. Three macroeconomic applications are discussed: the aggregation of the Lucas supply function, the time-inconsistent behaviour of an egalitarian social...
Preprint
A practical aggregation method for heterogeneous log-linear functions is presented. Inequality measures are employed in the construction of a simple but exact aggregate representation of an economy. Three macroeconomic applications are discussed: the aggregation of the Lucas supply function, the time-inconsistent behaviour of an egalitarian social...
Preprint
Full-text available
A simple consistent nonparametric estimator of the long-run correlation between two variables is proposed, based on the estimation of the bivariate k-lag difference correlation. It is shown that the estimator is asymptotically equivalent to the Bartlett kernel spectral estimator of the complex coherency at frequency zero. The asymptotic distributio...
Conference Paper
Este trabalho tem como objetivo estudar os impactos econômicos da CPMF na economia brasileira, e para isto está dividido em três blocos. No primeiro a CPMF é analisada sob a ótica da teoria econômica. No segundo é discutida a experiência internacional com impostos similares à CPMF. No terceiro a experiência brasileira é examinada com o auxílio dos...
Chapter
Full-text available
Resumo. Este trabalho tem como objetivo estudar os impactos econômicos da CPMF na economia brasileira, e para isto está dividido em três blocos. No primeiro a CPMF é analisada sob a ótica da teoria econômica. No segundo é discutida a experiência internacional com impostos similares à CPMF. No terceiro a experiência brasileira é examinada com o auxí...
Thesis
Full-text available
The first two chapters of this thesis propose new time-series methods and apply them to macroeconomic problems, while the third chapter evaluates the predictions of a dynamic general equilibrium model. The first chapter develops a practical log-linear aggregation procedure, which is applied to the heterogeneous growth problem in the U.S. The second...
Conference Paper
A simple consistent nonparametric estimator of the long-run correlation between two series is proposed, based on the estimation of the bivariate k-lag difference correlation. It is shown that the estimator is asymptotically equivalent to the Bartlett kernel spectral estimator of the complex coherency at frequency zero. The asymptotic distribution i...
Preprint
Full-text available
This paper aims to study the economic impacts of the CPMF in the Brazilian economy and is divided in three parts. In the first part, the CPMF is analyzed under the scope of economic theory. In the second part, the international experience with taxes similar to the CPMF (BAD taxes) is discussed. In the third part, the Brazilian experience is analyze...
Preprint
Full-text available
This paper uses a money demand model to evaluate monetary policies under different regimes in Brazil. The consistency between monetary liquidity and the inflation rate path is considered. The concept is applied to the Brazilian case by modeling M1 and its components. Based on unit root and cointegration tests, a growth-rate model is chosen, which c...
Preprint
Full-text available
In this paper, an unrestricted aggregation method for heterogeneous log-linear functions is presented. It employs inequality measures derived from information theory in the construction of an exact representation of the aggregate behavior of the economy. A condition for the identification of average micro parameters is proposed. It is shown that th...
Conference Paper
In this work we present a CAD program designed for the synthesis and analysis of microwave filters with simultaneous phase and amplitude optimization, using various transmission structures such as striplines, microstrip lines and comblines. The program was developed in Pascal and runs on the IBM-PC, AT or compatibles, with or without a numerical co...
Article
Full-text available
Jornadas de Ingeniería Eléctrica y Electrónica (FIEE), http://bibdigital.epn.edu.ec/handle/15000/9563

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