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 0 1 21
Big Mac Parity, Income, and Trade 1 1 1 136 2 2 3 626
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 1 2 58 0 1 8 130
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 0 2 227
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 1 2 2 464
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 1 15 0 0 1 74
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 0 4 347
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 9 0 0 2 52
Is There a Brazilian J-Curve? 0 0 1 171 0 0 1 452
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 40 0 0 1 94
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 8 1 1 1 41
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 14 0 0 11 129
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 0 0 0 43 0 0 0 66
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 0 0 592
Total Working Papers 1 2 7 1,454 4 6 37 4,739


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 8
Adaptive forecasting of exchange rates with panel data 0 0 2 25 0 0 3 103
Big Mac parity, income, and trade 0 0 0 19 0 0 1 93
Bond portfolio optimization using dynamic factor models 1 2 5 56 1 5 16 207
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 0 13 0 0 2 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 0 0 1 32 0 2 7 123
Dynamic factor multivariate GARCH model 0 1 3 26 1 2 5 77
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 1 1 4 141
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 0 3 151
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 27 0 0 4 85
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 0 16 0 0 6 70
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 7 0 0 3 47
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 68 0 0 1 202
Is There a Brazilian J-Curve? 0 1 7 106 0 2 14 311
Maximum likelihood estimation of a TVP-VAR 0 1 2 24 2 5 10 93
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 1 27 0 0 2 100
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 13 0 0 2 49
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 0 11 0 1 3 57
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 1 228 0 0 2 641
Predicting the yield curve using forecast combinations 0 0 1 23 0 0 3 82
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 8 0 0 3 44
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 0 0 2 111
The interiorization of Brazilian violence, policing, and economic growth 0 1 2 19 0 1 2 55
Travel hysteresis in the Brazilian current account 0 0 0 4 0 0 0 32
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 1 6 28 860 5 19 99 3,118


Statistics updated 2024-06-06