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 2 178
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 2 19 1 3 10 25
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 1 35 1 2 8 106
Commodity Prices and Global Economic Activity: a derived-demand approach 0 1 2 14 0 5 8 69
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 2 3 6 405
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 1 1 1 120 3 3 4 486
Empirical Findings on Inflation Expectations in Brazil: a survey 1 1 1 52 1 1 5 117
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 1 37 0 2 7 97
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 0 4 382
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 2 228 0 0 10 586
Evaluating Value-at-Risk models via Quantile Regression 0 0 1 201 0 1 3 547
Evaluating Value-at-Risk models via Quantile regressions 0 0 1 188 1 1 2 419
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 1 2 33 0 5 7 95
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 1 4 32 1 4 8 90
Financial Conditions Indicator for Brazil 0 0 1 15 0 0 6 70
Financial Conditions Indicators for Brazil 1 1 2 38 1 2 9 125
Financial Stability in Brazil 0 0 1 85 0 1 4 358
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 0 28 0 2 8 60
Inattention in Individual Expectations 0 0 0 12 0 0 0 64
Inattention in individual expectations 0 0 0 4 0 0 1 46
Incentive-driven Inattention 0 0 0 17 0 0 1 31
Incentive-driven Inattention 0 0 0 12 0 4 8 82
Incentive-driven Inattention 0 0 0 30 0 7 7 61
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 1 3 12 80 6 19 57 224
Machine Learning and Oil Price Point and Density Forecasting 0 1 4 61 2 5 13 215
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 0 17 1 1 1 60
Microfounded forecasting 0 0 2 22 0 0 10 58
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 2 37 0 0 5 78
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 1 1 26 1 4 10 46
Risk Assessment of the Brazilian FX Rate 0 0 0 26 0 1 2 114
Stochastic simulation of a DSGE model for Brazil 0 0 0 342 0 1 3 709
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 1 2 163
Total Working Papers 4 11 43 2,714 21 78 236 7,690

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 3 7 99
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 0 1 1 55
Commodity prices and global economic activity: A derived-demand approach 0 1 2 10 1 5 9 45
Constructing Density Forecasts from Quantile Regressions 0 0 2 10 1 5 9 30
Constructing Density Forecasts from Quantile Regressions 0 0 1 45 0 0 2 133
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 2 114 0 2 6 454
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 2 20 2 3 9 80
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 0 1 66
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 1 5 86
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 28 0 1 3 107
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 149 0 0 3 383
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 1 19 1 1 3 67
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 1 1 4 10
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 1 1 1 8 1 1 3 37
Inattention in individual expectations 0 0 0 4 0 0 2 58
Incentive-driven inattention 0 0 4 13 0 2 14 39
Machine learning and oil price point and density forecasting 1 1 1 12 4 8 19 67
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 1 3 15 2 15 28 66
Macro stress testing of credit risk focused on the tails 0 0 2 82 0 1 6 264
Total Journal Articles 2 4 23 573 13 50 134 2,167

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 1 2 71
Survey-based inflation expectations in Brazil 0 0 2 54 0 1 4 236
Total Chapters 0 0 2 66 0 2 6 307

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Statistics updated 2025-10-06