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 4 123
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 3 28 2 2 6 29
Big Mac Parity, Income, and Trade 0 0 0 136 6 7 9 637
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 6 9 15 148
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 5 8 10 239
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 1 3 5 470
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 3 3 3 141
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 2 4 7 56
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 8 10 13 88
Efficient likelihood evaluation of state-space representations 0 0 0 151 9 12 13 361
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 3 6 7 59
Is There a Brazilian J-Curve? 0 0 0 171 7 10 15 467
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 1 2 3 101
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 10 2 8 8 53
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 3 7 8 139
Testing the Equilibrium Exchange Rate Model 0 0 0 165 1 1 2 382
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 5 5 6 224
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 3 4 6 239
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 1 3 3 294
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 1 46 2 2 4 75
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 4 7 7 599
Total Working Papers 0 0 7 1,468 74 114 154 4,924

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 0 2 2 11
Adaptive forecasting of exchange rates with panel data 0 0 0 25 1 4 5 111
Big Mac parity, income, and trade 0 0 0 19 3 4 6 100
Bond portfolio optimization using dynamic factor models 0 0 6 66 1 5 17 234
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 6 14 103
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 3 4 5 113
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 1 3 38 6 10 19 147
Dynamic factor multivariate GARCH model 0 0 1 28 2 5 10 92
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 3 8 13 156
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 1 9 16 168
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 28 1 4 9 96
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 1 18 2 2 4 75
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 0 3 7 56
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 2 3 8 213
Is There a Brazilian J-Curve? 0 0 2 112 4 8 17 337
Maximum likelihood estimation of a TVP-VAR 0 0 1 27 3 4 9 106
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 3 31 6 10 18 120
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 14 8 8 11 61
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 0 12 3 7 9 69
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 1 1 2 232 12 14 19 664
Predicting the yield curve using forecast combinations 0 0 3 27 4 6 14 98
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 3 4 5 50
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 5 8 8 119
The interiorization of Brazilian violence, policing, and economic growth 0 0 1 20 3 5 9 65
Travel hysteresis in the Brazilian current account 0 0 0 5 5 5 5 38
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 2 3 3 32
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 3 5 7 18
Total Journal Articles 1 3 30 911 88 156 269 3,452

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Statistics updated 2026-02-12