Access Statistics for Wagner Piazza Gaglianone

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Econometric Contribution to the Intertemporal Approach of the Current Account 0 0 0 83 1 2 4 178
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 2 19 0 3 10 21
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 0 34 0 1 4 101
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 12 0 2 6 63
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 2 169 1 1 4 401
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 0 119 0 1 2 483
Empirical Findings on Inflation Expectations in Brazil: a survey 0 0 5 51 1 2 18 115
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 0 36 0 1 5 92
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 1 1 2 741
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 0 1 4 381
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 2 226 0 3 15 582
Evaluating Value-at-Risk models via Quantile Regression 0 0 1 201 0 1 4 546
Evaluating Value-at-Risk models via Quantile regressions 0 0 0 187 0 0 0 417
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 1 1 32 0 2 2 90
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 1 29 0 0 2 83
Financial Conditions Indicator for Brazil 0 1 1 15 1 4 7 69
Financial Conditions Indicators for Brazil 0 0 1 37 0 2 6 121
Financial Stability in Brazil 0 1 2 85 0 1 4 356
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 0 28 0 3 6 56
Inattention in Individual Expectations 0 0 0 12 0 0 1 64
Inattention in individual expectations 0 0 0 4 0 1 1 46
Incentive-driven Inattention 0 0 0 30 0 0 1 54
Incentive-driven Inattention 0 0 0 12 0 2 5 78
Incentive-driven Inattention 0 0 0 17 0 1 1 31
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 0 2 314
Local Unit Root and Inflationary Inertia in Brazil 0 0 1 26 0 0 2 60
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 1 2 8 73 5 8 33 192
Machine Learning and Oil Price Point and Density Forecasting 0 1 2 59 0 2 9 205
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 0 120 0 0 1 284
Microfounded Forecasting 0 0 0 59 0 2 2 125
Microfounded forecasting 0 2 3 22 1 4 11 56
Microfounded forecasting 0 0 0 17 0 0 0 59
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 1 2 37 0 1 6 77
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 2 25 0 1 16 42
Risk Assessment of the Brazilian FX Rate 0 0 0 26 0 1 1 113
Stochastic simulation of a DSGE model for Brazil 0 0 1 342 0 1 5 707
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 0 1 161
Total Working Papers 1 9 38 2,690 11 55 203 7,564

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Essay on the Foreign Exchange Rate Expectations in Brazil 0 0 0 2 0 0 0 21
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 0 2 4 95
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 0 0 0 54
Commodity prices and global economic activity: A derived-demand approach 0 0 1 8 1 1 3 37
Constructing Density Forecasts from Quantile Regressions 0 0 2 45 0 0 3 132
Constructing Density Forecasts from Quantile Regressions 0 0 1 9 0 1 2 23
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 1 1 2 114 1 1 6 452
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 2 20 0 1 7 76
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 1 15 0 1 3 66
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 2 3 84
Evaluating Value-at-Risk Models via Quantile Regression 0 0 2 149 0 0 8 383
Evaluating Value-at-Risk Models via Quantile Regression 1 1 3 28 1 1 6 106
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 2 19 0 0 3 66
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 0 0 3 8
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 7 0 0 2 36
Inattention in individual expectations 0 0 0 4 0 0 1 57
Incentive-driven inattention 1 3 6 13 1 6 16 36
Machine learning and oil price point and density forecasting 0 0 1 11 1 2 14 54
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 1 9 14 1 5 25 48
Macro stress testing of credit risk focused on the tails 0 0 3 82 0 0 10 262
Total Journal Articles 3 6 35 567 6 23 119 2,096

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial stability in Brazil 0 0 0 12 0 0 0 69
Survey-based inflation expectations in Brazil 0 0 1 53 0 0 4 234
Total Chapters 0 0 1 65 0 0 4 303

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Statistics updated 2025-05-12