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 9 12 189
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 0 19 1 6 16 35
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 1 35 2 9 18 118
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 1 10 17 80
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 6 11 17 417
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 0 0 2 121 0 6 11 494
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 5 15 15 15 10 19 19 19
Empirical Findings on Inflation Expectations in Brazil: a survey 0 1 2 53 2 9 15 129
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 2 38 4 13 22 113
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 0 5 10 750
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 2 10 19 399
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 2 228 1 10 20 601
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 3 11 16 561
Evaluating Value-at-Risk models via Quantile regressions 0 0 1 188 2 7 12 429
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 2 33 1 6 13 101
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 3 32 5 11 20 103
Financial Conditions Indicator for Brazil 0 1 2 16 1 8 12 79
Financial Conditions Indicators for Brazil 0 0 1 38 0 4 9 130
Financial Stability in Brazil 0 0 1 85 3 10 16 371
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 0 28 0 4 11 66
Inattention in Individual Expectations 0 0 0 12 2 5 6 70
Inattention in individual expectations 0 0 0 4 0 5 8 54
Incentive-driven Inattention 0 0 0 30 0 4 16 70
Incentive-driven Inattention 0 0 0 12 2 9 15 91
Incentive-driven Inattention 0 0 0 17 0 2 5 35
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 0 3 4 318
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 0 2 2 62
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 1 4 16 87 2 42 98 282
Machine Learning and Oil Price Point and Density Forecasting 0 1 4 62 0 10 22 226
Macro Stress Testing of Credit Risk Focused on the Tails 1 1 1 121 3 11 12 296
Macroeconomic Drivers of Brazil's Yield Curve 1 3 12 12 8 28 40 40
Microfounded Forecasting 0 0 0 59 1 7 9 133
Microfounded forecasting 0 1 2 23 3 6 15 68
Microfounded forecasting 0 0 0 17 1 13 14 73
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 1 37 1 9 11 87
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 3 8 15 56
Risk Assessment of the Brazilian FX Rate 0 0 0 26 8 17 21 134
Stochastic simulation of a DSGE model for Brazil 0 1 2 344 0 4 8 715
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 4 6 167
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 0 0 4 4 15 23 26 26
Total Working Papers 8 28 79 2,761 94 390 658 8,187


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 1 3 4 25
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 0 3 8 102
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 2 8 13 67
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 5 13 23 59
Constructing Density Forecasts from Quantile Regressions 0 0 1 10 2 6 16 39
Constructing Density Forecasts from Quantile Regressions 0 0 0 45 0 7 11 143
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 1 114 0 4 13 464
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 1 3 23 3 12 25 100
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 3 12 14 79
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 1 4 8 91
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 28 2 10 12 117
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 1 8 10 393
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 0 19 5 10 14 80
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 1 8 0 1 2 38
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 4 5 9 17
Inattention in individual expectations 0 0 0 4 2 6 10 67
Incentive-driven inattention 0 0 2 13 0 4 11 43
Machine learning and oil price point and density forecasting 0 1 2 13 1 8 26 78
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 0 4 17 6 24 54 100
Macro stress testing of credit risk focused on the tails 0 0 0 82 0 5 7 269
Total Journal Articles 0 2 18 580 38 153 290 2,371


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 6 11 80
Survey-based inflation expectations in Brazil 0 0 1 54 0 2 4 238
Total Chapters 0 0 1 66 1 8 15 318


Statistics updated 2026-03-04