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 54 0 0 0 118
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 1 25 0 1 3 23
Big Mac Parity, Income, and Trade 0 0 1 136 0 0 2 626
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 58 1 1 2 131
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 1 2 229
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 0 0 137
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 0 0 3 465
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 0 0 48
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 15 0 0 0 74
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 1 1 348
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 9 0 0 1 52
Is There a Brazilian J-Curve? 0 0 0 171 0 0 0 452
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 1 1 41 0 2 2 96
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 1 2 2 10 1 2 4 44
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 1 1 1 15 1 1 1 130
Testing the Equilibrium Exchange Rate Model 0 0 0 165 0 0 0 380
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 0 0 0 217
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 0 0 233
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 0 0 0 291
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 1 1 1 44 1 3 3 69
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 0 0 592
Total Working Papers 3 5 8 1,459 4 12 24 4,755

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 1 1 1 9
Adaptive forecasting of exchange rates with panel data 0 0 0 25 1 1 3 105
Big Mac parity, income, and trade 0 0 0 19 0 1 2 94
Bond portfolio optimization using dynamic factor models 0 2 6 60 1 5 17 216
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 0 13 0 0 1 88
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 0 0 108
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 1 2 3 35 2 3 7 128
Dynamic factor multivariate GARCH model 0 0 3 27 0 3 7 81
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 0 1 4 143
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 0 0 151
Efficient estimation of conditionally linear and Gaussian state space models 0 0 0 27 0 0 2 86
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 1 1 1 17 1 1 3 71
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 7 0 0 2 48
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 0 68 0 2 3 205
Is There a Brazilian J-Curve? 1 2 8 110 2 4 15 319
Maximum likelihood estimation of a TVP-VAR 0 1 2 25 0 1 7 95
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 1 28 1 1 2 102
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 0 13 1 1 1 50
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 0 11 0 0 2 57
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 2 2 230 0 4 4 645
Predicting the yield curve using forecast combinations 0 0 1 24 0 0 1 83
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 8 0 0 1 44
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 0 0 0 111
The interiorization of Brazilian violence, policing, and economic growth 0 0 1 19 0 0 2 56
Travel hysteresis in the Brazilian current account 0 1 1 5 0 1 1 33
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 0 0 0 29
Yield curve forecast combinations based on bond portfolio performance 0 0 0 1 0 0 0 11
Total Journal Articles 4 12 29 879 10 30 88 3,168

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Statistics updated 2024-12-04