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 3 7 129
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility 0 0 0 28 0 1 4 31
Big Mac Parity, Income, and Trade 0 0 0 136 0 0 13 642
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 0 0 16 154
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 0 191 0 2 13 480
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 0 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 0 2 21 96
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 1 14 363
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 1 6 19 72
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 0 9 54
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 1 1 20 151
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 16 235
Travel Hysteresis in the Brazilian Current Account 0 0 0 29 0 0 9 243
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 0 0 5 77
US Current Account Deficit and Exchange Rate Tax 0 0 0 140 0 0 12 604
Total Working Papers 0 0 0 1,468 3 17 245 5,040

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 1 5 112
Big Mac parity, income, and trade 1 1 1 20 1 4 14 109
Bond portfolio optimization using dynamic factor models 1 4 7 72 2 7 24 249
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 15 0 0 15 108
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 2 4 30 165
Dynamic factor multivariate GARCH model 0 0 1 29 0 3 18 103
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 0 0 11 159
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 2 19 0 0 9 81
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 0 3 14 67
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study 0 0 1 69 0 0 8 216
Is There a Brazilian J-Curve? 0 0 1 112 1 2 19 344
Maximum likelihood estimation of a TVP-VAR 0 0 1 28 0 0 11 113
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 3 32 1 4 26 131
Multiplicadores Fiscais e Investimento em Infraestrutura 0 0 0 14 0 1 22 73
Portfolio Optimisation and Endogenous Rebalancing Methods 0 1 2 14 0 1 13 74
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 3 233 1 2 27 675
Predicting the yield curve using forecast combinations 1 1 2 28 2 3 12 103
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 1 1 6 51
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 2 6 0 1 16 127
The interiorization of Brazilian violence, policing, and economic growth 0 1 2 21 1 3 14 72
Travel hysteresis in the Brazilian current account 0 0 0 5 0 1 10 43
Travel hysteresis in the US current account after the mid-1980s 0 0 0 5 0 5 10 39
Yield curve forecast combinations based on bond portfolio performance 0 0 0 2 0 0 8 20
Total Journal Articles 4 10 31 930 12 46 368 3,627

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Statistics updated 2026-08-07