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 1 2 8 130
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 0 28 0 0 4 31
Big Mac Parity, Income, and Trade 0 0 0 136 0 0 12 642
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 0 1 17 155
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 0 0 17 247
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 1 7 145
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 2 5 18 485
EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL 0 0 0 12 0 0 6 57
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 0 0 19 96
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 0 14 363
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 0 2 20 73
Is There a Brazilian J-Curve? 0 0 0 171 0 0 18 472
MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS 0 0 0 41 0 0 5 104
Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação 0 0 0 10 0 2 11 56
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 0 3 21 153
Testing the Equilibrium Exchange Rate Model 0 0 0 165 0 0 4 384
Testing the Equilibrium Exchange Rate Model - Updated 0 0 0 60 0 1 17 236
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 1 2 11 245
Travel Hysteresis in the US Current Account After the Mid-1980s 0 0 0 39 0 0 10 301
UM MODELO MACROECONÔMICO HÍBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR 0 0 0 46 1 1 5 78
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 1 2 14 606
Total Working Papers 0 0 0 1,468 6 22 258 5,059

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 1 4 13
Adaptive forecasting of exchange rates with panel data 0 0 0 25 0 0 5 112
Big Mac parity, income, and trade 0 1 1 20 0 2 15 110
Bond portfolio optimization using dynamic factor models 2 4 9 75 3 8 27 255
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 15 0 0 14 108
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 0 5 114
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle 0 0 1 38 1 3 30 166
Dynamic factor multivariate GARCH model 0 0 1 29 0 0 17 103
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 0 1 12 160
Efficient Yield Curve Estimation and Forecasting in Brazil 0 0 0 39 0 0 12 170
Efficient estimation of conditionally linear and Gaussian state space models 0 0 0 28 0 0 6 97
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence 0 0 1 19 0 0 8 81
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 0 1 15 68
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 1 1 8 217
Is There a Brazilian J-Curve? 0 0 0 112 0 1 17 344
Maximum likelihood estimation of a TVP-VAR 0 1 2 29 0 2 13 115
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 2 32 0 2 24 132
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 0 14 0 0 22 73
Portfolio Optimisation and Endogenous Rebalancing Methods 0 0 2 14 0 1 14 75
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 3 233 0 2 28 676
Predicting the yield curve using forecast combinations 0 2 3 29 0 3 13 104
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 9 0 1 5 51
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 2 6 0 1 17 128
The interiorization of Brazilian violence, policing, and economic growth 0 0 1 21 0 1 13 72
Travel hysteresis in the Brazilian current account 0 0 0 5 0 0 10 43
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 0 1 11 40
Yield curve forecast combinations based on bond portfolio performance 0 0 0 2 0 0 7 20
Total Journal Articles 2 9 30 935 6 32 372 3,647

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Statistics updated 2026-10-11