Access Statistics for Wagner Piazza Gaglianone

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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 3 5 181
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 1 19 1 5 13 30
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 1 35 0 3 10 109
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 2 3 11 72
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 0 1 7 406
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 1 2 121 1 3 7 489
Empirical Findings on Inflation Expectations in Brazil: a survey 1 1 2 53 3 6 10 123
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 1 2 38 1 4 11 101
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 2 6 7 747
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 2 9 13 391
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 2 228 4 9 16 595
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 3 6 8 553
Evaluating Value-at-Risk models via Quantile regressions 0 0 1 188 5 8 10 427
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 2 33 1 1 8 96
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 3 32 0 2 9 92
Financial Conditions Indicator for Brazil 0 0 1 15 1 2 8 72
Financial Conditions Indicators for Brazil 0 0 1 38 2 3 9 128
Financial Stability in Brazil 0 0 1 85 0 3 6 361
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 0 28 1 3 11 63
Inattention in Individual Expectations 0 0 0 12 0 1 1 65
Inattention in individual expectations 0 0 0 4 0 3 4 49
Incentive-driven Inattention 0 0 0 12 2 2 10 84
Incentive-driven Inattention 0 0 0 17 0 2 3 33
Incentive-driven Inattention 0 0 0 30 1 6 13 67
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 1 2 315
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 1 4 14 84 21 37 80 261
Machine Learning and Oil Price Point and Density Forecasting 1 1 4 62 3 4 16 219
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 0 120 4 5 5 289
Macroeconomic Drivers of Brazil's Yield Curve 2 11 11 11 12 24 24 24
Microfounded Forecasting 0 0 0 59 1 2 4 127
Microfounded forecasting 0 0 0 17 2 2 3 62
Microfounded forecasting 0 0 2 22 0 4 11 62
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 1 37 5 5 7 83
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 2 4 9 50
Risk Assessment of the Brazilian FX Rate 0 0 0 26 3 6 8 120
Stochastic simulation of a DSGE model for Brazil 0 1 1 343 1 3 6 712
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 1 1 3 164
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 0 4 4 4 0 3 3 3
Total Working Papers 5 24 59 2,738 88 195 392 7,885

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 1 1 3 1 2 2 23
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 1 1 7 100
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 1 5 6 60
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 1 2 11 47
Constructing Density Forecasts from Quantile Regressions 0 0 1 10 2 5 13 35
Constructing Density Forecasts from Quantile Regressions 0 0 1 45 1 4 6 137
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 2 114 3 9 15 463
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 3 3 23 2 10 16 90
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 1 2 67
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 1 6 87
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 28 1 1 3 108
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 1 3 4 386
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 0 19 0 3 4 70
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 0 2 5 12
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 1 8 0 0 1 37
Inattention in individual expectations 0 0 0 4 1 4 6 62
Incentive-driven inattention 0 0 3 13 2 2 13 41
Machine learning and oil price point and density forecasting 0 0 1 12 4 7 23 74
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 2 4 17 11 21 45 87
Macro stress testing of credit risk focused on the tails 0 0 0 82 0 0 3 264
Total Journal Articles 1 6 20 579 32 83 191 2,250

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 3 6 8 77
Survey-based inflation expectations in Brazil 0 0 1 54 1 1 3 237
Total Chapters 0 0 1 66 4 7 11 314

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Statistics updated 2026-01-09