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 1 1 55 0 4 4 122
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 1 1 1 26 1 2 4 25
Big Mac Parity, Income, and Trade 0 0 1 136 1 3 5 629
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 58 0 2 5 134
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 1 1 3 230
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 1 1 138
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 1 1 3 466
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 1 2 2 50
Efficient Likelihood Evaluation of State-Space Representations 0 0 1 16 0 0 1 75
Efficient likelihood evaluation of state-space representations 0 0 0 151 1 1 2 349
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 9 0 0 0 52
Is There a Brazilian J-Curve? 0 0 0 171 0 1 1 453
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 1 41 0 2 5 99
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 2 10 0 1 5 45
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 1 15 0 1 2 131
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 1 1 218
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 1 1 1 234
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 0 1 2 45 0 2 5 71
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 0 0 592
Total Working Papers 1 3 11 1,463 7 26 50 4,784

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 1 9
Adaptive forecasting of exchange rates with panel data 0 0 0 25 0 1 4 107
Big Mac parity, income, and trade 0 0 0 19 0 0 1 94
Bond portfolio optimization using dynamic factor models 0 2 7 62 0 3 15 220
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 1 1 1 14 1 2 3 91
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 1 4 36 2 4 10 132
Dynamic factor multivariate GARCH model 0 0 1 27 0 1 7 83
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 1 1 4 144
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 4 5 6 157
Efficient estimation of conditionally linear and Gaussian state space models 0 0 0 27 0 1 3 88
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 1 17 0 1 2 72
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 7 1 2 3 50
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 0 68 1 2 5 207
Is There a Brazilian J-Curve? 1 1 5 111 2 4 13 323
Maximum likelihood estimation of a TVP-VAR 0 2 4 27 0 5 11 100
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 2 29 2 2 4 104
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 0 13 0 0 1 50
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 1 12 0 2 3 60
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 230 1 1 5 646
Predicting the yield curve using forecast combinations 0 0 1 24 0 0 2 84
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 8 0 0 1 45
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 1 1 3 57
Travel hysteresis in the Brazilian current account 0 0 1 5 0 0 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 8 31 888 16 38 108 3,215

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Statistics updated 2025-04-04