8
H index
7
i10 index
154
Citations
Guilherme Valle Moura : Citation Profile
Universidade Federal de Santa Catarina | RESEARCH PRODUCTION: 27 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2004 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Guilherme Valle Moura. | Is cited by:
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Main data
Where Guilherme Valle Moura has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 7 |
| Economia | 3 |
| Revista Brasileira de Economia - RBE | 3 |
| Economics Letters | 2 |
| Computational Statistics & Data Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 3 |
| International Finance / University Library of Munich, Germany | 3 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Guilherme Valle Moura (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Reforms in the natural gas sector and economic development. (2023). Zimmermann, Guilherme G ; Serrano-Quintero, Rafael ; Delalibera, Bruno R. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001700. Full description at Econpapers || Download paper |
| 2023 | A unified algorithm framework for mean-variance optimization in discounted Markov decision processes. (2023). Xia, LI ; Ma, Xiaoteng. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1057-1067. Full description at Econpapers || Download paper |
| 2023 | Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492. Full description at Econpapers || Download paper |
| 2023 | A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation. (2023). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0462. Full description at Econpapers || Download paper |
| 2023 | Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1. Full description at Econpapers || Download paper |
| 2023 | The euro to dollar exchange rate in the Covid?19 era: Evidence from spectral causality and Markov?switching estimation. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Melissaropoulos, Ioannis G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2037-2055. Full description at Econpapers || Download paper |
Works by Guilherme Valle Moura:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Efficient Yield Curve Estimation and Forecasting in Brazil In: Economia. [Full Text][Citation analysis] | article | 4 |
| 2015 | The interiorization of Brazilian violence, policing, and economic growth In: Economia. [Full Text][Citation analysis] | article | 2 |
| 2016 | Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence In: Economia. [Full Text][Citation analysis] | article | 2 |
| 2016 | FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE.(2016) In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting]. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation.(2007) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Reajuste Informacionalno Brasil: uma aplicação da curva de Phillips sobrigidez de informação In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 2 |
| 2014 | SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Seleção de carteiras utilizando o modelo Fama-French-Carhart.(2013) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2014 | MODELO DE FATORES DINÂMICOS: ESTIMAÇÃO E PREVISÃO DA CURVA REAL DE JUROS In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | UM MODELO MACROECONÔMICO HÃBRIDO PARA O BRASIL: UM MIX DE MODELOS DSGE E VAR In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Determinants and Dynamics of Current Account Reversals: An Empirical Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2009 | Determinants and dynamics of current account reversals: an empirical analysis.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | Portfolio Optimisation and Endogenous Rebalancing Methods In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | Efficient Likelihood Evaluation of State-Space Representations In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Efficient Likelihood Evaluation of State-Space Representations.(2013) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2009 | Efficient likelihood evaluation of state-space representations.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Comparing Forecasts of Extremely Large Conditional Covariance Matrices In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Big Mac parity, income, and trade In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2004 | Big Mac Parity, Income, and Trade.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Is There a Brazilian J-Curve? In: Economics Bulletin. [Full Text][Citation analysis] | article | 19 |
| 2005 | Is There a Brazilian J-Curve?.(2005) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2005 | Travel hysteresis in the Brazilian current account In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2005 | Travel Hysteresis in the Brazilian Current Account.(2005) In: International Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Travel hysteresis in the US current account after the mid-1980s In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2005 | Travel Hysteresis in the US Current Account After the Mid-1980s.(2005) In: Economic History. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Heteroskedastic Dynamic Factor Models: A Monte Carlo Study In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle. In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | Predicting the yield curve using forecast combinations In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 15 |
| 2014 | Dynamic factor multivariate GARCH model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2014 | Efficient estimation of conditionally linear and Gaussian state space models In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2019 | Maximum likelihood estimation of a TVP-VAR In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2016 | Bond portfolio optimization using dynamic factor models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 2013 | Adaptive forecasting of exchange rates with panel data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2013 | A conditionally heteroskedastic global inflation model In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2010 | A conditionally heteroskedastic global inflation model.(2010) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | Multiplicadores Fiscais e Investimento em Infraestrutura In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 6 |
| 2015 | Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2015 | Measuring Risk in Fixed Income Portfolios using Yield Curve Models In: Computational Economics. [Full Text][Citation analysis] | article | 8 |
| 2017 | Combining Multivariate Volatility Forecasts: An Economic-Based Approach In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Testing the Equilibrium Exchange Rate Model - Updated In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | US Current Account Deficit and Exchange Rate Tax In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Yield curve forecast combinations based on bond portfolio performance In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2005 | Testing the Equilibrium Exchange Rate Model In: International Finance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team