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 1 1 5 123
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 1 1 5 631
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 1 2 9 140
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 1 2 231
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 1 1 3 468
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 2 3 6 54
Efficient Likelihood Evaluation of State-Space Representations 0 0 1 16 0 2 4 78
Efficient likelihood evaluation of state-space representations 0 0 0 151 1 1 2 350
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 3 3 4 56
Is There a Brazilian J-Curve? 0 0 0 171 0 3 5 457
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 0 10 2 2 3 47
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 2 2 4 134
Testing the Equilibrium Exchange Rate Model 0 0 0 165 0 1 1 381
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 1 2 3 236
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 1 1 1 292
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 2 46 0 0 4 73
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 2 2 2 594
Total Working Papers 0 0 9 1,468 18 28 73 4,828

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 0 9
Adaptive forecasting of exchange rates with panel data 0 0 0 25 3 3 5 110
Big Mac parity, income, and trade 0 0 0 19 1 2 3 97
Bond portfolio optimization using dynamic factor models 0 1 6 66 1 4 14 230
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 6 11 99
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 0 1 109
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 1 1 3 38 3 4 12 140
Dynamic factor multivariate GARCH model 0 0 1 28 2 3 8 89
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 2 2 7 150
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 3 4 11 162
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 28 2 3 8 94
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 1 18 0 0 2 73
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 2 2 7 55
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 1 1 69 1 2 6 211
Is There a Brazilian J-Curve? 0 1 2 112 0 4 10 329
Maximum likelihood estimation of a TVP-VAR 0 0 2 27 1 1 8 103
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 2 30 2 6 10 112
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 14 0 2 3 53
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 1 12 1 2 6 63
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 1 231 0 2 5 650
Predicting the yield curve using forecast combinations 0 1 3 27 0 1 9 92
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 1 1 9 0 1 2 46
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 2 2 2 113
The interiorization of Brazilian violence, policing, and economic growth 0 1 1 20 1 3 5 61
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 1 1 1 30
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 1 1 3 14
Total Journal Articles 1 9 30 909 31 61 159 3,327

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Statistics updated 2025-12-06