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 0 1 12 190
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 0 19 0 1 14 36
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 0 35 0 5 19 123
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 14 4 5 24 88
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 0 1 16 418
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 2 121 1 4 15 498
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 0 0 15 15 4 26 49 49
Empirical Findings on Inflation Expectations in Brazil: a survey 0 0 2 53 1 2 15 131
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 1 38 0 1 19 114
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 0 5 16 757
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 0 3 20 402
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 0 228 1 3 20 606
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 1 5 22 568
Evaluating Value-at-Risk models via Quantile regressions 0 0 0 188 3 5 16 434
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 1 33 0 6 18 108
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 1 32 0 3 21 107
Financial Conditions Indicator for Brazil 0 0 1 16 0 1 11 81
Financial Conditions Indicators for Brazil 0 0 1 38 3 7 15 138
Financial Stability in Brazil 1 1 1 86 2 7 21 378
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 1 29 1 4 13 71
Inattention in Individual Expectations 0 0 0 12 0 3 9 73
Inattention in individual expectations 0 0 0 4 1 6 15 61
Incentive-driven Inattention 0 0 0 12 0 2 15 93
Incentive-driven Inattention 0 0 0 17 1 3 7 38
Incentive-driven Inattention 0 0 0 30 0 2 19 73
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 3 7 321
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 1 3 5 65
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 0 3 13 90 1 8 87 292
Machine Learning and Oil Price Point and Density Forecasting 0 0 2 62 0 5 23 233
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 1 121 2 11 26 310
Macroeconomic Drivers of Brazil's Yield Curve 1 1 13 13 6 23 66 66
Microfounded Forecasting 0 0 0 59 0 5 17 142
Microfounded forecasting 0 0 0 17 0 4 20 79
Microfounded forecasting 0 0 1 23 0 3 14 72
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 2 5 14 92
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 1 4 20 62
Risk Assessment of the Brazilian FX Rate 0 0 0 26 0 10 35 148
Stochastic simulation of a DSGE model for Brazil 0 1 3 345 0 10 17 725
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 3 9 171
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 0 0 5 5 0 4 32 32
Total Working Papers 2 6 66 2,769 36 212 833 8,445


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 1 3 0 2 6 27
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 0 2 10 106
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 0 1 15 69
Commodity prices and global economic activity: A derived-demand approach 0 0 1 10 0 5 24 64
Constructing Density Forecasts from Quantile Regressions 0 0 0 45 0 2 12 145
Constructing Density Forecasts from Quantile Regressions 0 0 0 10 1 4 18 43
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 0 114 0 0 12 464
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 2 5 25 3 11 37 114
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 1 5 19 85
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 4 11 96
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 1 3 14 397
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 28 1 2 13 119
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 2 2 21 0 7 22 88
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 0 2 10 19
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 1 8 0 3 7 43
Inattention in individual expectations 0 0 0 4 0 7 16 74
Incentive-driven inattention 0 1 1 14 1 4 11 48
Machine learning and oil price point and density forecasting 0 0 2 13 0 10 30 89
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 2 6 20 1 10 63 114
Macro stress testing of credit risk focused on the tails 0 0 1 83 1 6 16 279
Total Journal Articles 1 7 20 589 10 90 366 2,483


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 3 13 83
Survey-based inflation expectations in Brazil 0 0 0 54 1 5 8 243
Total Chapters 0 0 0 66 1 8 21 326


Statistics updated 2026-07-10