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 1 3 177
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 1 2 19 1 2 9 19
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 0 34 0 1 3 100
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 12 2 2 7 63
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 2 169 0 1 3 400
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 0 119 1 1 2 483
Empirical Findings on Inflation Expectations in Brazil: a survey 0 0 5 51 1 1 18 114
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 0 36 0 1 5 91
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 0 0 2 740
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 146 0 2 4 380
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 5 226 2 2 21 581
Evaluating Value-at-Risk models via Quantile Regression 0 0 1 201 0 0 3 545
Evaluating Value-at-Risk models via Quantile regressions 0 0 0 187 0 0 1 417
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 1 31 0 0 2 88
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 0 0 14 2 3 6 67
Financial Conditions Indicators for Brazil 0 0 1 37 2 3 7 121
Financial Stability in Brazil 0 0 1 84 0 0 3 355
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 1 28 2 3 6 55
Inattention in Individual Expectations 0 0 0 12 0 0 1 64
Inattention in individual expectations 0 0 0 4 1 1 1 46
Incentive-driven Inattention 0 0 0 12 0 2 3 76
Incentive-driven Inattention 0 0 1 30 0 0 2 54
Incentive-driven Inattention 0 0 0 17 0 0 0 30
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 1 3 314
Local Unit Root and Inflationary Inertia in Brazil 0 0 1 26 0 1 2 60
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 0 2 8 71 0 7 40 184
Machine Learning and Oil Price Point and Density Forecasting 0 0 1 58 1 1 9 204
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 0 120 0 0 1 284
Microfounded Forecasting 0 0 0 59 1 1 1 124
Microfounded forecasting 1 1 2 21 1 2 8 53
Microfounded forecasting 0 0 0 17 0 0 0 59
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 1 1 36 0 2 5 76
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 2 25 0 1 18 41
Risk Assessment of the Brazilian FX Rate 0 0 0 26 1 1 2 113
Stochastic simulation of a DSGE model for Brazil 0 0 1 342 1 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 5 39 2,682 20 44 209 7,529

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 1 1 3 94
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 0 0 2 36
Constructing Density Forecasts from Quantile Regressions 0 0 3 9 1 1 5 23
Constructing Density Forecasts from Quantile Regressions 0 1 4 45 0 1 5 132
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 1 1 113 0 3 5 451
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 2 20 0 1 6 75
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 1 15 0 0 2 65
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 1 2 2 83
Evaluating Value-at-Risk Models via Quantile Regression 0 0 3 149 0 1 13 383
Evaluating Value-at-Risk Models via Quantile Regression 0 0 2 27 0 0 7 105
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 2 19 0 0 6 66
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
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 0 1 3 8
Inattention in individual expectations 0 0 0 4 0 1 1 57
Incentive-driven inattention 1 1 6 11 2 4 16 32
Machine learning and oil price point and density forecasting 0 0 1 11 0 2 14 52
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 0 10 13 3 4 28 46
Macro stress testing of credit risk focused on the tails 0 0 4 82 0 1 11 262
Total Journal Articles 1 3 40 562 8 23 131 2,081

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 1 69
Survey-based inflation expectations in Brazil 0 1 1 53 0 1 5 234
Total Chapters 0 1 1 65 0 1 6 303

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Statistics updated 2025-03-03