7
H index
5
i10 index
203
Citations
Banco Central do Brasil | 7 H index 5 i10 index 203 Citations RESEARCH PRODUCTION: 17 Articles 34 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Wagner Piazza Gaglianone. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Brazilian Review of Finance | 2 |
Energy Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers Series / Central Bank of Brazil, Research Department | 20 |
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 7 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2021 | Basic Hyperparameters Tuning Methods for Classification Algorithms. (2021). Antal-Vaida, Claudia. In: Informatica Economica. RePEc:aes:infoec:v:25:y:2021:i:2:p:64-74. Full description at Econpapers || Download paper |
2021 | A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework. (2018). Chen, Qian ; Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1807.02422. Full description at Econpapers || Download paper |
2021 | Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper |
2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper |
2021 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper |
2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper |
2022 | A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722. Full description at Econpapers || Download paper |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper |
2021 | Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). Faulwasser, Timm ; Waczowicz, Simon ; Dupmeier, Clemens ; Kuhnapfel, Uwe ; Akmak, Huseyin ; Liu, Jianlei ; Braun, Eric ; Muhlpfordt, Tillmann ; Appino, Riccardo Remo ; Gonzalez-Ordiano, Jorge Angel ; Hagenmeyer, Veit ; Mikut, Ralf. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837. Full description at Econpapers || Download paper |
2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper |
2022 | A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37. Full description at Econpapers || Download paper |
2022 | Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116. Full description at Econpapers || Download paper |
2021 | Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU. (2021). Kanga, Kouame Desire ; Sene, Babacar ; Saidane, Dhafer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001220. Full description at Econpapers || Download paper |
2022 | Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043. Full description at Econpapers || Download paper |
2021 | Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003780. Full description at Econpapers || Download paper |
2021 | Is inflation persistent? Evidence from a time-varying unit root model. (2021). , Lasitha ; Harischandra, P. K. G., ; Sharma, Susan Sunila ; Devpura, Neluka. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000846. Full description at Econpapers || Download paper |
2021 | Estimating the market risk of clean energy technologies companies using the expected shortfall approach. (2021). Pradhan, Ashis ; Tiwari, Aviral Kumar. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:95-100. Full description at Econpapers || Download paper |
2021 | Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market. (2021). Fry-McKibbin, Renee ; da Silva, Rodrigo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:781-800. Full description at Econpapers || Download paper |
2021 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366. Full description at Econpapers || Download paper |
2021 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005. Full description at Econpapers || Download paper |
2021 | Effects of fiscal credibility on inflation expectations: evidence from an emerging economy. (2021). Galvis Ciro, Juan Camilo ; Galvis-Ciro, Juan Camilo ; Anzoategui-Zapata, Juan Camilo. In: Public Sector Economics. RePEc:ipf:psejou:v:45:y:2021:i:1:p:125-148. Full description at Econpapers || Download paper |
2021 | Rationality and anchoring of inflation expectations: An assessment from survey?based and market?based measures. (2021). de Mendonça, Helder ; deMendona, Helder Ferreira ; Machado, Jose Valentim ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:1027-1053. Full description at Econpapers || Download paper |
2021 | System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Inattention in individual expectations In: Economia. [Full Text][Citation analysis] | article | 2 |
2015 | Inattention in Individual Expectations.(2015) In: Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Inattention in individual expectations.(2016) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Evaluating Value-at-Risk Models via Quantile Regressions In: Working Papers Series. [Full Text][Citation analysis] | paper | 72 |
2011 | Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2009 | Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2008 | Evaluating Value-at-Risk models via Quantile regressions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2010 | Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2011 | Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2008 | Evaluating Asset Pricing Models in a Fama-French Framework In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2009 | An Econometric Cntribution to the Intertemporal Approach of the Current Account In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Macro Stress Testing of Credit Risk Focused on the Tails In: Working Papers Series. [Full Text][Citation analysis] | paper | 22 |
2012 | Macro stress testing of credit risk focused on the tails.(2012) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2012 | Financial Stability in Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
2013 | Financial stability in Brazil.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | chapter | |
2014 | Risk Assessment of the Brazilian FX Rate In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Microfounded Forecasting In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Microfounded forecasting.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Microfounded forecasting.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Local Unit Root and Inflationary Inertia in Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Financial Conditions Indicators for Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Financial Conditions Indicator for Brazil.(2018) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Applying a microfounded-forecasting approach to predict Brazilian inflation.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2016 | Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
2017 | Evaluation of exchange rate point and density forecasts: An application to Brazil.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Empirical Findings on Inflation Expectations in Brazil: a survey In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2017 | Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Incentive-driven Inattention In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Incentive-driven Inattention.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term.(2020) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | Commodity Prices and Global Economic Activity: a derived-demand approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Commodity prices and global economic activity: A derived-demand approach.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2021 | Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Machine learning and oil price point and density forecasting.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2021 | Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Survey-based inflation expectations in Brazil In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
2012 | Evaluating Asset Pricing Models in a Simulated Multifactor Approach In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2005 | An Essay on the Foreign Exchange Rate Expectations in Brazil In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach In: Journal of Development Economics. [Full Text][Citation analysis] | article | 16 |
2006 | Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | Estimating inflation persistence by quantile autoregression with quantile-specific unit roots In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2017 | Estimating the credibility of Brazilian monetary policy using a Kalman filter approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2005 | Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 9 |
2012 | Constructing Density Forecasts from Quantile Regressions In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 25 |
2012 | Constructing Density Forecasts from Quantile Regressions.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2012 | Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers). [Full Text][Citation analysis] | paper | 20 |
2014 | CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2005 | Um ensaio sobre expectativas da taxa de câmbio no Brasil In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | Stochastic simulation of a DSGE model for Brazil In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
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