Access Statistics for Guilherme Valle Moura

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
A conditionally heteroskedastic global inflation model 0 0 1 55 0 1 5 123
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 3 28 0 0 4 27
Big Mac Parity, Income, and Trade 0 0 0 136 0 1 5 631
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 2 4 10 142
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 3 4 5 234
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 0 1 138
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 1 2 4 469
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 3 6 54
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 2 3 5 80
Efficient likelihood evaluation of state-space representations 0 0 0 151 2 3 4 352
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 0 3 4 56
Is There a Brazilian J-Curve? 0 0 0 171 3 6 8 460
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 1 1 3 100
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 10 4 6 7 51
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 2 4 6 136
Testing the Equilibrium Exchange Rate Model 0 0 0 165 0 1 1 381
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 0 0 2 219
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 2 3 236
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 1 2 2 293
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 2 46 0 0 4 73
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 1 3 3 595
Total Working Papers 0 0 8 1,468 22 49 92 4,850

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditionally heteroskedastic global inflation model 0 0 0 0 2 2 2 11
Adaptive forecasting of exchange rates with panel data 0 0 0 25 0 3 4 110
Big Mac parity, income, and trade 0 0 0 19 0 2 3 97
Bond portfolio optimization using dynamic factor models 0 0 6 66 3 5 16 233
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 7 12 101
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 1 1 2 110
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 1 3 38 1 5 13 141
Dynamic factor multivariate GARCH model 0 0 1 28 1 4 8 90
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 3 5 10 153
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 5 9 15 167
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 28 1 4 8 95
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 1 18 0 0 2 73
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 1 3 8 56
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 1 1 69 0 2 6 211
Is There a Brazilian J-Curve? 0 0 2 112 4 6 14 333
Maximum likelihood estimation of a TVP-VAR 0 0 2 27 0 1 8 103
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 3 31 2 6 12 114
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 14 0 2 3 53
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 0 12 3 5 8 66
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 1 231 2 4 7 652
Predicting the yield curve using forecast combinations 0 1 3 27 2 3 10 94
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 1 1 2 47
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 1 3 3 114
The interiorization of Brazilian violence, policing, and economic growth 0 0 1 20 1 3 6 62
Travel hysteresis in the Brazilian current account 0 0 0 5 0 0 0 33
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 0 1 1 30
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 1 2 4 15
Total Journal Articles 1 5 30 910 37 89 187 3,364

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Statistics updated 2026-01-09