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 3 3 4 126
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 5 13 642
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 3 6 19 154
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 1 8 17 247
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 5 8 12 478
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 2 3 6 144
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 1 7 57
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 2 6 19 94
Efficient likelihood evaluation of state-space representations 0 0 0 151 1 1 13 362
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 4 7 13 66
Is There a Brazilian J-Curve? 0 0 0 171 2 5 19 472
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 2 3 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 8 11 19 150
Testing the Equilibrium Exchange Rate Model 0 0 0 165 1 2 4 384
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 3 10 16 234
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 2 4 9 243
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 2 7 10 301
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 0 46 2 2 5 77
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 3 5 12 604
Total Working Papers 0 0 1 1,468 46 99 235 5,023

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 1 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 3 5 11 105
Bond portfolio optimization using dynamic factor models 1 2 6 68 4 8 20 242
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 1 1 1 15 3 5 16 108
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 1 1 6 114
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 0 2 38 6 14 27 161
Dynamic factor multivariate GARCH model 0 1 2 29 3 8 16 100
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 2 3 14 159
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 1 2 13 170
Efficient estimation of conditionally linear and Gaussian state space models 0 0 1 28 1 1 9 97
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 1 2 19 3 6 9 81
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 3 8 12 64
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 2 3 9 216
Is There a Brazilian J-Curve? 0 0 1 112 2 5 19 342
Maximum likelihood estimation of a TVP-VAR 1 1 1 28 4 7 13 113
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 2 31 3 7 23 127
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 1 14 4 11 22 72
Portfolio Optimisation and Endogenous Rebalancing Methods 1 1 1 13 4 4 13 73
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 232 5 9 26 673
Predicting the yield curve using forecast combinations 0 0 3 27 0 2 14 100
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 2 2 6 3 7 15 126
The interiorization of Brazilian violence, policing, and economic growth 0 0 1 20 3 4 12 69
Travel hysteresis in the Brazilian current account 0 0 0 5 1 4 9 42
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 2 2 5 34
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 2 2 9 20
Total Journal Articles 4 9 31 920 65 129 354 3,581

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Statistics updated 2026-05-06