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 0 3 178
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 2 19 1 2 12 23
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 1 1 35 1 4 7 105
Commodity Prices and Global Economic Activity: a derived-demand approach 0 1 2 13 1 2 6 65
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 0 1 3 402
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 0 119 0 0 2 483
Empirical Findings on Inflation Expectations in Brazil: a survey 0 0 0 51 0 1 5 116
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 1 1 37 1 4 8 96
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 0 0 1 741
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 0 1 4 382
Evaluating Value-at-Risk Models via Quantile Regressions 0 2 3 228 0 4 12 586
Evaluating Value-at-Risk models via Quantile Regression 0 0 1 201 0 0 3 546
Evaluating Value-at-Risk models via Quantile regressions 0 1 1 188 0 1 1 418
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 1 1 2 33 2 2 4 92
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 1 3 4 32 2 5 7 88
Financial Conditions Indicator for Brazil 0 0 1 15 0 1 7 70
Financial Conditions Indicators for Brazil 0 0 1 37 0 2 8 123
Financial Stability in Brazil 0 0 1 85 1 2 5 358
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 0 28 1 3 8 59
Inattention in Individual Expectations 0 0 0 12 0 0 1 64
Inattention in individual expectations 0 0 0 4 0 0 1 46
Incentive-driven Inattention 0 0 0 12 0 0 5 78
Incentive-driven Inattention 0 0 0 30 0 0 1 54
Incentive-driven Inattention 0 0 0 17 0 0 1 31
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 0 1 314
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 0 0 1 60
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 0 4 9 77 3 16 43 208
Machine Learning and Oil Price Point and Density Forecasting 1 2 4 61 2 7 11 212
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 0 120 0 0 0 284
Microfounded Forecasting 0 0 0 59 0 0 2 125
Microfounded forecasting 0 0 3 22 0 2 11 58
Microfounded forecasting 0 0 0 17 0 0 0 59
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 2 37 0 1 6 78
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 0 25 1 1 10 43
Risk Assessment of the Brazilian FX Rate 0 0 0 26 0 0 1 113
Stochastic simulation of a DSGE model for Brazil 0 0 0 342 1 2 5 709
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 1 1 162
Total Working Papers 3 16 38 2,706 17 65 207 7,629

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 2 3 6 98
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 1 1 1 55
Commodity prices and global economic activity: A derived-demand approach 1 2 2 10 2 5 6 42
Constructing Density Forecasts from Quantile Regressions 0 1 2 10 1 3 5 26
Constructing Density Forecasts from Quantile Regressions 0 0 2 45 0 1 4 133
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 2 114 2 2 7 454
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 2 20 0 1 8 77
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 0 2 66
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 1 4 85
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 149 0 0 4 383
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 28 0 0 4 106
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 1 19 0 0 2 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 9
Inattention in individual expectations 0 0 0 4 0 1 2 58
Incentive-driven inattention 0 0 5 13 1 2 14 38
Machine learning and oil price point and density forecasting 0 0 1 11 2 7 19 61
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 0 3 14 5 8 22 56
Macro stress testing of credit risk focused on the tails 0 0 2 82 1 2 9 264
Total Journal Articles 1 3 24 570 17 38 124 2,134

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 1 2 2 71
Survey-based inflation expectations in Brazil 0 1 2 54 0 1 5 235
Total Chapters 0 1 2 66 1 3 7 306

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Statistics updated 2025-08-05