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 2 4 180
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models 0 0 1 19 1 5 12 29
Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation 0 0 1 35 1 4 10 109
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 0 1 9 70
Constructing Optimal Density Forecasts from Point Forecast Combinations 0 0 0 169 1 3 7 406
Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach 1 2 2 121 2 5 6 488
Empirical Findings on Inflation Expectations in Brazil: a survey 0 1 1 52 1 4 7 120
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 1 2 38 1 3 10 100
Evaluating Asset Pricing Models in a Fama-French Framework 0 0 0 211 4 4 5 745
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 3 7 11 389
Evaluating Value-at-Risk Models via Quantile Regressions 0 0 2 228 3 5 12 591
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 0 3 5 550
Evaluating Value-at-Risk models via Quantile regressions 0 0 1 188 2 4 5 422
Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil 0 0 2 33 0 0 7 95
Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term 0 0 3 32 2 3 9 92
Financial Conditions Indicator for Brazil 0 0 1 15 1 1 7 71
Financial Conditions Indicators for Brazil 0 1 1 38 1 2 8 126
Financial Stability in Brazil 0 0 1 85 2 3 6 361
Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil 0 0 0 28 1 2 10 62
Inattention in Individual Expectations 0 0 0 12 0 1 1 65
Inattention in individual expectations 0 0 0 4 3 3 4 49
Incentive-driven Inattention 0 0 0 12 0 0 8 82
Incentive-driven Inattention 0 0 0 30 3 5 12 66
Incentive-driven Inattention 0 0 0 17 1 2 3 33
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) 0 0 0 57 1 1 2 315
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 4 14 83 7 22 63 240
Machine Learning and Oil Price Point and Density Forecasting 0 0 3 61 0 3 13 216
Macro Stress Testing of Credit Risk Focused on the Tails 0 0 0 120 1 1 1 285
Macroeconomic Drivers of Brazil's Yield Curve 0 9 9 9 5 12 12 12
Microfounded Forecasting 0 0 0 59 0 1 3 126
Microfounded forecasting 0 0 0 17 0 1 1 60
Microfounded forecasting 0 0 2 22 2 4 11 62
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 2 37 0 0 4 78
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 1 3 8 48
Risk Assessment of the Brazilian FX Rate 0 0 0 26 3 3 5 117
Stochastic simulation of a DSGE model for Brazil 1 1 1 343 1 2 5 711
Um ensaio sobre expectativas da taxa de câmbio no Brasil 0 0 0 32 0 0 2 163
When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes 1 4 4 4 2 3 3 3
Total Working Papers 4 23 56 2,733 57 128 312 7,797

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 1 1 1 3 1 1 1 22
Applying a microfounded-forecasting approach to predict Brazilian inflation 0 0 0 11 0 0 6 99
CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS 0 0 0 10 4 4 5 59
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 1 2 10 46
Constructing Density Forecasts from Quantile Regressions 0 0 1 10 1 4 11 33
Constructing Density Forecasts from Quantile Regressions 0 0 1 45 2 3 5 136
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach 0 0 2 114 3 6 12 460
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 2 2 22 5 10 14 88
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 1 1 2 67
Evaluating Asset Pricing Models in a Simulated Multifactor Approach 0 0 0 5 0 1 6 87
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 2 2 3 385
Evaluating Value-at-Risk Models via Quantile Regression 0 0 1 28 0 0 2 107
Evaluation of exchange rate point and density forecasts: An application to Brazil 0 0 0 19 2 4 4 70
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 1 1 8 0 1 1 37
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term 0 0 0 1 1 3 5 12
Inattention in individual expectations 0 0 0 4 2 3 5 61
Incentive-driven inattention 0 0 3 13 0 0 11 39
Machine learning and oil price point and density forecasting 0 1 1 12 2 7 20 70
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 2 2 4 17 9 12 34 76
Macro stress testing of credit risk focused on the tails 0 0 0 82 0 0 3 264
Total Journal Articles 4 7 19 578 36 64 160 2,218

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 3 5 74
Survey-based inflation expectations in Brazil 0 0 2 54 0 0 3 236
Total Chapters 0 0 2 66 1 3 8 310

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Statistics updated 2025-12-06