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 13 191
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 0 19 1 1 14 37
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 0 35 1 2 19 124
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 14 1 5 24 89
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 0 0 16 418
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 2 121 0 1 15 498
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 0 0 15 15 2 15 51 51
Empirical Findings on Inflation Expectations in Brazil: a survey 0 0 2 53 2 3 17 133
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 1 38 2 3 20 116
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 0 0 16 757
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 0 1 20 402
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 0 228 0 1 20 606
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 1 2 23 569
Evaluating Value-at-Risk models via Quantile regressions 0 0 0 188 0 3 16 434
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 0 33 0 1 16 108
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 0 32 2 3 21 109
Financial Conditions Indicator for Brazil 0 0 1 16 0 0 11 81
Financial Conditions Indicators for Brazil 0 0 1 38 0 3 15 138
Financial Stability in Brazil 0 1 1 86 0 2 20 378
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 1 29 0 2 12 71
Inattention in Individual Expectations 0 0 0 12 0 0 9 73
Inattention in individual expectations 0 0 0 4 0 1 15 61
Incentive-driven Inattention 0 0 0 30 0 1 19 73
Incentive-driven Inattention 0 0 0 17 1 2 8 39
Incentive-driven Inattention 0 0 0 12 0 1 15 93
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 0 7 321
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 0 2 5 65
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 0 2 13 90 1 7 85 293
Machine Learning and Oil Price Point and Density Forecasting 1 1 2 63 1 1 22 234
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 1 121 0 4 26 310
Macroeconomic Drivers of Brazil's Yield Curve 0 1 13 13 2 10 68 68
Microfounded Forecasting 0 0 0 59 1 4 18 143
Microfounded forecasting 0 0 0 17 0 1 20 79
Microfounded forecasting 0 0 1 23 0 2 14 72
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 0 3 14 92
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 0 1 19 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 0 3 345 0 2 16 725
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 0 9 171
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 0 0 5 5 0 0 32 32
Total Working Papers 1 5 64 2,770 19 101 835 8,464

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 0 6 27
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 0 0 8 106
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 0 0 14 69
Commodity prices and global economic activity: A derived-demand approach 0 0 0 10 2 4 24 66
Constructing Density Forecasts from Quantile Regressions 0 0 0 45 0 0 12 145
Constructing Density Forecasts from Quantile Regressions 0 0 0 10 0 1 17 43
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 0 114 0 0 10 464
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 1 5 25 0 4 37 114
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 2 19 85
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 1 11 96
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 28 1 3 14 120
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 0 1 14 397
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 2 2 21 2 4 24 90
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 0 0 10 19
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 1 8 0 0 7 43
Inattention in individual expectations 0 0 0 4 0 1 16 74
Incentive-driven inattention 0 0 1 14 1 3 11 49
Machine learning and oil price point and density forecasting 1 1 3 14 2 6 30 91
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 1 6 20 4 7 62 118
Macro stress testing of credit risk focused on the tails 0 0 1 83 0 1 15 279
Total Journal Articles 1 5 20 590 12 38 361 2,495

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 12 83
Survey-based inflation expectations in Brazil 1 1 1 55 1 2 9 244
Total Chapters 1 1 1 67 1 2 21 327

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Statistics updated 2026-08-07