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 1 3 28 0 1 5 27
Big Mac Parity, Income, and Trade 0 0 0 136 0 0 3 629
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 2 3 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 0 191 1 1 2 467
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 0 1 138
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 0 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 0 0 2 349
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 1 2 454
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 1 41 0 0 5 99
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 2 10 0 0 3 45
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 1 15 0 0 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 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 0 6 72
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 0 0 592
Total Working Papers 0 1 14 1,468 3 7 52 4,795

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 4 107
Big Mac parity, income, and trade 0 0 0 19 0 1 2 95
Bond portfolio optimization using dynamic factor models 1 3 7 65 1 3 14 225
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 0 1 5 93
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 1 1 1 109
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 1 4 37 0 1 10 135
Dynamic factor multivariate GARCH model 0 1 2 28 0 1 8 85
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 2 3 6 148
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 1 7 158
Efficient estimation of conditionally linear and Gaussian state space models 0 1 1 28 0 3 6 91
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 0 2 72
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 1 1 5 53
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 0 68 0 1 5 208
Is There a Brazilian J-Curve? 0 0 3 111 0 2 11 325
Maximum likelihood estimation of a TVP-VAR 0 0 3 27 2 2 8 102
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 2 29 0 1 5 105
Multiplicadores Fiscais e Investimento em Infraestrutura 0 1 1 14 0 1 2 51
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 1 12 1 1 4 61
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 230 0 1 7 648
Predicting the yield curve using forecast combinations 1 2 2 26 1 5 8 91
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 0 19 1 1 2 58
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 1 1 2 0 1 1 12
Total Journal Articles 2 10 33 899 10 32 126 3,259

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Statistics updated 2025-08-05