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 55 0 0 1 123
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 3 28 0 2 5 29
Big Mac Parity, Income, and Trade 0 0 0 136 3 9 12 640
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 2 10 16 150
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 4 12 14 243
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 2 4 7 472
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 1 4 4 142
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 1 3 8 57
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 2 12 15 90
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 11 13 361
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 2 5 9 61
Is There a Brazilian J-Curve? 0 0 0 171 2 12 16 469
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 1 3 3 102
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 10 0 6 8 53
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 1 6 9 140
Testing the Equilibrium Exchange Rate Model 0 0 0 165 1 2 3 383
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 4 9 10 228
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 3 6 239
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 4 6 7 298
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 1 46 0 2 4 75
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 1 6 8 600
Total Working Papers 0 0 6 1,468 31 127 178 4,955

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 1 3 3 12
Adaptive forecasting of exchange rates with panel data 0 0 0 25 0 1 4 111
Big Mac parity, income, and trade 0 0 0 19 1 4 7 101
Bond portfolio optimization using dynamic factor models 1 1 5 67 2 6 16 236
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 6 15 105
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 4 5 113
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 0 3 38 3 10 20 150
Dynamic factor multivariate GARCH model 0 0 1 28 2 5 11 94
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 1 7 14 157
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 6 15 168
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 28 0 2 8 96
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 1 1 2 19 3 5 6 78
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 2 3 9 58
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 0 2 7 213
Is There a Brazilian J-Curve? 0 0 2 112 2 10 18 339
Maximum likelihood estimation of a TVP-VAR 0 0 0 27 2 5 8 108
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 3 31 3 11 21 123
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 14 4 12 15 65
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 0 12 0 6 9 69
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 2 232 1 15 20 665
Predicting the yield curve using forecast combinations 0 0 3 27 2 8 16 100
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 0 4 5 50
Seleção de carteiras utilizando o modelo Fama-French-Carhart 1 1 1 5 3 9 11 122
The interiorization of Brazilian violence, policing, and economic growth 0 0 1 20 1 5 10 66
Travel hysteresis in the Brazilian current account 0 0 0 5 1 6 6 39
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 0 2 3 32
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 0 4 7 18
Total Journal Articles 3 5 30 914 36 161 289 3,488

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04