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 0 4 122
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 4 630
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 0 2 8 138
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 0 2 230
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 0 1 2 467
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 1 3 51
Efficient Likelihood Evaluation of State-Space Representations 0 0 1 16 1 2 3 77
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 0 1 349
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 0 0 1 53
Is There a Brazilian J-Curve? 0 0 0 171 0 0 2 454
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 0 0 3 99
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 1 10 0 0 2 45
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 1 15 0 1 3 132
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 2 219
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 0 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 0 3 46 0 1 5 73
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 0 0 592
Total Working Papers 0 0 12 1,468 1 9 51 4,801

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 0 3 107
Big Mac parity, income, and trade 0 0 0 19 0 0 2 95
Bond portfolio optimization using dynamic factor models 1 2 8 66 2 4 17 228
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 1 1 6 94
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 1 1 109
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 0 3 37 0 1 10 136
Dynamic factor multivariate GARCH model 0 0 1 28 0 1 6 86
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 0 2 5 148
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 0 7 158
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 28 0 0 5 91
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 1 2 18 0 1 3 73
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 0 1 5 53
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 0 68 0 1 4 209
Is There a Brazilian J-Curve? 1 1 3 112 2 2 11 327
Maximum likelihood estimation of a TVP-VAR 0 0 2 27 0 2 7 102
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 3 30 2 3 7 108
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 14 0 0 2 51
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 1 12 0 1 4 61
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 1 230 0 0 5 648
Predicting the yield curve using forecast combinations 0 1 2 26 0 1 8 91
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 1 1 1 9 1 1 2 46
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 1 1 1 20 1 2 3 59
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 0 0 29
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 0 1 2 13
Total Journal Articles 5 8 33 905 9 26 126 3,275

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Statistics updated 2025-10-06