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 2 5 6 128
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 1 28 0 1 4 30
Big Mac Parity, Income, and Trade 0 0 0 136 0 2 13 642
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 0 4 19 154
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 4 17 247
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 2 8 14 480
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 2 6 144
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 0 7 57
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 1 5 20 95
Efficient likelihood evaluation of state-space representations 0 0 0 151 1 2 14 363
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 1 6 14 67
Is There a Brazilian J-Curve? 0 0 0 171 0 3 19 472
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 0 2 5 104
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 10 0 1 9 54
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 0 10 19 150
Testing the Equilibrium Exchange Rate Model 0 0 0 165 0 1 4 384
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 0 6 16 234
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 4 9 243
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 0 3 10 301
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 0 46 0 2 5 77
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 4 12 604
Total Working Papers 0 0 1 1,468 7 75 242 5,030

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 3 12
Adaptive forecasting of exchange rates with panel data 0 0 0 25 0 0 4 111
Big Mac parity, income, and trade 0 0 0 19 1 5 12 106
Bond portfolio optimization using dynamic factor models 2 3 8 70 3 9 23 245
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 1 1 15 0 3 15 108
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 1 6 114
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 0 1 38 0 11 26 161
Dynamic factor multivariate GARCH model 0 1 2 29 3 9 19 103
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 0 2 13 159
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 2 13 170
Efficient estimation of conditionally linear and Gaussian state space models 0 0 0 28 0 1 7 97
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 2 19 0 3 9 81
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 2 8 14 66
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 0 3 8 216
Is There a Brazilian J-Curve? 0 0 1 112 1 4 19 343
Maximum likelihood estimation of a TVP-VAR 0 1 1 28 0 5 13 113
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 2 31 2 6 25 129
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 0 14 0 7 21 72
Portfolio Optimisation and Endogenous Rebalancing Methods 1 2 2 14 1 5 14 74
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 232 0 8 25 673
Predicting the yield curve using forecast combinations 0 0 3 27 0 0 12 100
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 0 0 5 50
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 1 2 6 1 5 16 127
The interiorization of Brazilian violence, policing, and economic growth 1 1 2 21 2 5 14 71
Travel hysteresis in the Brazilian current account 0 0 0 5 0 3 9 42
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 4 6 9 38
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 0 2 9 20
Total Journal Articles 4 10 32 924 20 113 363 3,601

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Statistics updated 2026-06-04