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 0 55 0 5 6 128
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 0 28 1 1 4 31
Big Mac Parity, Income, and Trade 0 0 0 136 0 0 13 642
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 0 3 18 154
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 1 17 247
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 2 6 144
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 0 7 14 480
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 0 7 57
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 1 4 21 96
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 2 14 363
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 4 9 18 71
Is There a Brazilian J-Curve? 0 0 0 171 0 2 18 472
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 0 2 5 104
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 10 0 0 9 54
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 0 8 19 150
Testing the Equilibrium Exchange Rate Model 0 0 0 165 0 1 4 384
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 1 4 16 235
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 2 9 243
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 0 2 10 301
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 0 46 0 2 5 77
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 3 12 604
Total Working Papers 0 0 0 1,468 7 60 245 5,037

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 0 3 12
Adaptive forecasting of exchange rates with panel data 0 0 0 25 1 1 5 112
Big Mac parity, income, and trade 0 0 0 19 2 6 13 108
Bond portfolio optimization using dynamic factor models 1 4 7 71 2 9 23 247
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 1 1 15 0 3 15 108
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 1 6 114
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 0 1 38 2 8 28 163
Dynamic factor multivariate GARCH model 0 0 1 29 0 6 18 103
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 0 2 13 159
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 1 12 170
Efficient estimation of conditionally linear and Gaussian state space models 0 0 0 28 0 1 6 97
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 2 19 0 3 9 81
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 1 6 15 67
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 0 2 8 216
Is There a Brazilian J-Curve? 0 0 1 112 0 3 18 343
Maximum likelihood estimation of a TVP-VAR 0 1 1 28 0 4 13 113
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 2 31 1 6 25 130
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 0 14 1 5 22 73
Portfolio Optimisation and Endogenous Rebalancing Methods 0 2 2 14 0 5 14 74
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 1 1 3 233 1 6 26 674
Predicting the yield curve using forecast combinations 0 0 2 27 1 1 11 101
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 0 0 5 50
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 2 6 0 4 16 127
The interiorization of Brazilian violence, policing, and economic growth 0 1 2 21 0 5 14 71
Travel hysteresis in the Brazilian current account 0 0 0 5 1 2 10 43
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 1 7 10 39
Yield curve forecast combinations based on bond portfolio performance 0 0 0 2 0 2 8 20
Total Journal Articles 2 10 29 926 14 99 366 3,615

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Statistics updated 2026-07-10