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 2 12 190
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 0 19 1 2 15 36
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 1 35 4 6 21 122
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 1 5 21 84
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 1 7 17 418
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 2 121 3 3 14 497
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 0 5 15 15 13 27 36 36
Empirical Findings on Inflation Expectations in Brazil: a survey 0 0 2 53 1 3 15 130
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 2 38 0 4 21 113
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 5 7 16 757
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 2 4 20 401
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 2 228 2 5 23 605
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 4 9 21 567
Evaluating Value-at-Risk models via Quantile regressions 0 0 1 188 2 4 14 431
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 1 33 5 7 17 107
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 3 32 2 8 23 106
Financial Conditions Indicator for Brazil 0 0 1 16 1 3 12 81
Financial Conditions Indicators for Brazil 0 0 1 38 4 5 14 135
Financial Stability in Brazil 0 0 0 85 5 8 20 376
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 1 1 29 2 3 13 69
Inattention in Individual Expectations 0 0 0 12 3 5 9 73
Inattention in individual expectations 0 0 0 4 5 6 14 60
Incentive-driven Inattention 0 0 0 17 2 2 6 37
Incentive-driven Inattention 0 0 0 12 1 3 14 92
Incentive-driven Inattention 0 0 0 30 1 2 18 72
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 3 3 7 321
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 1 1 3 63
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 1 2 15 88 2 6 94 286
Machine Learning and Oil Price Point and Density Forecasting 0 0 3 62 5 7 28 233
Macro Stress Testing of Credit Risk Focused on the Tails 0 1 1 121 7 13 22 306
Macroeconomic Drivers of Brazil's Yield Curve 0 1 12 12 15 26 58 58
Microfounded Forecasting 0 0 0 59 2 7 14 139
Microfounded forecasting 0 0 1 23 1 5 14 70
Microfounded forecasting 0 0 0 17 3 6 19 78
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 2 3 12 89
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 3 8 19 61
Risk Assessment of the Brazilian FX Rate 0 0 0 26 0 12 25 138
Stochastic simulation of a DSGE model for Brazil 1 1 3 345 8 8 16 723
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 3 4 10 171
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 0 1 5 5 4 21 32 32
Total Working Papers 2 12 75 2,765 130 270 799 8,363


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 2 3 6 27
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 2 4 11 106
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 1 4 15 69
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 3 8 25 62
Constructing Density Forecasts from Quantile Regressions 0 0 1 10 3 5 19 42
Constructing Density Forecasts from Quantile Regressions 0 0 0 45 2 2 13 145
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 0 114 0 0 12 464
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 1 4 24 7 13 34 110
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 3 7 17 83
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 3 5 11 95
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 28 0 2 11 117
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 2 4 13 396
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 0 19 5 11 20 86
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 1 8 3 5 7 43
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 2 6 11 19
Inattention in individual expectations 0 0 0 4 6 8 16 73
Incentive-driven inattention 1 1 1 14 2 3 10 46
Machine learning and oil price point and density forecasting 0 0 2 13 6 8 31 85
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 1 2 5 19 7 17 63 111
Macro stress testing of credit risk focused on the tails 0 1 1 83 5 9 16 278
Total Journal Articles 3 5 18 585 64 124 361 2,457


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 4 14 83
Survey-based inflation expectations in Brazil 0 0 1 54 4 4 8 242
Total Chapters 0 0 1 66 7 8 22 325


Statistics updated 2026-05-06