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 2 14 192
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 0 19 1 2 13 38
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 0 35 2 4 21 127
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 0 14 1 4 23 92
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 0 0 13 418
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 1 121 0 0 12 498
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 1 3 18 18 4 11 60 60
Empirical Findings on Inflation Expectations in Brazil: a survey 1 2 3 55 3 11 25 142
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 1 1 2 39 1 4 21 118
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 1 1 21 403
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 0 228 1 2 22 608
Evaluating Value-at-Risk models via Quantile Regression 0 1 1 202 1 3 24 571
Evaluating Value-at-Risk models via Quantile regressions 0 0 0 188 0 2 17 436
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 0 33 1 3 16 111
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 0 32 1 4 21 111
Financial Conditions Indicator for Brazil 0 0 1 16 0 1 12 82
Financial Conditions Indicators for Brazil 0 0 0 38 3 4 17 142
Financial Stability in Brazil 0 0 1 86 1 1 21 379
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 1 29 1 2 13 73
Inattention in Individual Expectations 0 0 0 12 0 0 9 73
Inattention in individual expectations 0 0 0 4 1 1 16 62
Incentive-driven Inattention 0 0 0 12 0 0 11 93
Incentive-driven Inattention 0 0 0 30 0 3 15 76
Incentive-driven Inattention 0 0 0 17 0 1 8 39
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 1 1 27 1 2 7 67
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 0 0 10 90 0 7 75 299
Machine Learning and Oil Price Point and Density Forecasting 2 3 4 65 2 4 22 237
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 1 121 1 1 27 311
Macroeconomic Drivers of Brazil's Yield Curve 1 1 14 14 3 8 74 74
Microfounded Forecasting 0 0 0 59 0 1 18 143
Microfounded forecasting 0 0 1 23 1 2 16 74
Microfounded forecasting 0 0 0 17 0 0 19 79
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 1 1 15 93
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 0 26 0 1 17 63
Risk Assessment of the Brazilian FX Rate 0 0 0 26 0 0 34 148
Stochastic simulation of a DSGE model for Brazil 0 0 3 345 0 0 16 725
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 0 8 171
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 0 0 5 5 2 2 34 34
Total Working Papers 6 12 67 2,781 34 95 850 8,540


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 7 106
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 1 3 17 72
Commodity prices and global economic activity: A derived-demand approach 0 0 0 10 2 4 23 68
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 0 13 43
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 0 114 1 2 12 466
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 5 25 1 1 35 115
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 1 1 1 16 1 1 20 86
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 0 10 96
Evaluating Value-at-Risk Models via Quantile Regression 0 1 1 150 0 1 15 398
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 28 1 3 15 122
Evaluation of exchange rate point and density forecasts: An application to Brazil 1 2 4 23 1 5 26 93
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 8 1 2 8 45
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 0 0 9 19
Inattention in individual expectations 0 0 0 4 0 0 16 74
Incentive-driven inattention 0 0 1 14 0 2 11 50
Machine learning and oil price point and density forecasting 1 3 4 16 3 7 29 96
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 1 6 21 4 9 57 123
Macro stress testing of credit risk focused on the tails 1 1 2 84 1 1 16 280
When low rates speak loud: Exchange rate dynamics under different interest rate regimes 0 0 0 0 1 1 2 2
Total Journal Articles 4 9 25 598 18 42 359 2,526


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 14 85
Survey-based inflation expectations in Brazil 0 1 1 55 1 2 9 245
Total Chapters 0 1 1 67 2 4 23 330


Statistics updated 2026-10-11