Wagner Piazza Gaglianone : Citation Profile


Banco Central do Brasil

9

H index

8

i10 index

305

Citations

RESEARCH PRODUCTION:

20

Articles

37

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 16
   Journals where Wagner Piazza Gaglianone has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 23 (7.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga306
   Updated: 2025-05-17    RAS profile: 2024-06-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Issler, João (6)

Ferreira, Pedro (3)

Oliveira, Fernando (2)

Araujo, Gustavo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wagner Piazza Gaglianone.

Is cited by:

Korobilis, Dimitris (11)

Clark, Todd (10)

Marcellino, Massimiliano (10)

Sokol, Andrej (7)

Mitchell, James (5)

Liu, Xiaochun (5)

Liu, Xiaochun (5)

Liu, Xiaochun (5)

Pfarrhofer, Michael (5)

Eguren Martin, Fernando (5)

Poon, Aubrey (5)

Cites to:

Lima, Luiz (38)

Kilian, Lutz (30)

Issler, João (30)

West, Kenneth (29)

Goldfajn, Ilan (26)

Engle, Robert (23)

Timmermann, Allan (23)

Reis, Ricardo (22)

Minella, André (21)

Mankiw, N. Gregory (21)

Clark, Todd (20)

Main data


Where Wagner Piazza Gaglianone has published?


Journals with more than one article published# docs
Brazilian Review of Finance2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department23
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, Germany2

Recent works citing Wagner Piazza Gaglianone (2025 and 2024)


YearTitle of citing document
2024Testing Forecast Rationality for Measures of Central Tendency. (2024). Patton, Andrew ; Dimitriadis, Timo ; Schmidt, Patrick. In: Papers. RePEc:arx:papers:1910.12545.

Full description at Econpapers || Download paper

2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

Full description at Econpapers || Download paper

2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

Full description at Econpapers || Download paper

2024A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

Full description at Econpapers || Download paper

2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

Full description at Econpapers || Download paper

2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

Full description at Econpapers || Download paper

2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

Full description at Econpapers || Download paper

2025Lumpy Forecasts. (2025). Turen, Javier ; Baley, Isaac. In: Working Papers. RePEc:bge:wpaper:1476.

Full description at Econpapers || Download paper

2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

Full description at Econpapers || Download paper

2024New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop. (2024). Grishchenko, Vadim ; Krylov, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:92-111.

Full description at Econpapers || Download paper

2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728.

Full description at Econpapers || Download paper

2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

Full description at Econpapers || Download paper

2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

Full description at Econpapers || Download paper

2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

Full description at Econpapers || Download paper

2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

Full description at Econpapers || Download paper

2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

Full description at Econpapers || Download paper

2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

Full description at Econpapers || Download paper

2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

Full description at Econpapers || Download paper

2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

Full description at Econpapers || Download paper

2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

Full description at Econpapers || Download paper

2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

Full description at Econpapers || Download paper

2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

Full description at Econpapers || Download paper

2024Energy Performance of Building Refurbishments: Predictive and Prescriptive AI-based Machine Learning Approaches. (2024). Nyawa, Serge ; Dey, Prasanta Kumar ; Tchuente, Dieudonne ; Gnekpe, Christian. In: Journal of Business Research. RePEc:eee:jbrese:v:183:y:2024:i:c:s0148296324003254.

Full description at Econpapers || Download paper

2024How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?. (2024). Wang, Hou ; Dizioli, Allan. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000012.

Full description at Econpapers || Download paper

2024IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

Full description at Econpapers || Download paper

2024Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567.

Full description at Econpapers || Download paper

2024A Historical perspective on Indias inflation persistence: A Quantile analysis. (2024). Ghosh, Taniya ; Ajit, Yadavindu. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2024-015.

Full description at Econpapers || Download paper

2024Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0.

Full description at Econpapers || Download paper

2024Public debt dynamics and fiscal sustainability in selected North African countries: new evidence from recurrent explosive behavior tests and quantile unit root analysis. (2024). BENBOUZIANE, Mohamed ; Chekouri, Sidi Mohammed ; Chibi, Abderrahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09625-w.

Full description at Econpapers || Download paper

2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

Full description at Econpapers || Download paper

2024Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China. (2024). Tunc, Ahmet. In: Politická ekonomie. RePEc:prg:jnlpol:v:2024:y:2024:i:6:id:1443:p:958-984.

Full description at Econpapers || Download paper

2024Equity Price Risk of Commercial Banks in India. (2024). Rout, Bhabani Sankar ; Das, Nupur Moni. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:179-201.

Full description at Econpapers || Download paper

2024Commodity markets and the global macroeconomy: evidence from machine learning and GVAR. (2024). Junttila, Juha ; Boakye, Ernest Owusu ; Heimonen, Kari. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02612-0.

Full description at Econpapers || Download paper

2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

Full description at Econpapers || Download paper

2024Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w.

Full description at Econpapers || Download paper

2024Developing and comparing machine learning approaches for predicting insurance penetration rates based on each country. (2024). Ghorashi, Seyed Farshid ; Bahri, Maziyar ; Goodarzi, Atousa. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:17:y:2024:i:1:d:10.1007_s12076-024-00387-7.

Full description at Econpapers || Download paper

2024Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. (2024). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:790-812.

Full description at Econpapers || Download paper

2025Specification Choices in Quantile Regression for Empirical Macroeconomics. (2025). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:57-73.

Full description at Econpapers || Download paper

2024Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions. (2024). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127.

Full description at Econpapers || Download paper

Works by Wagner Piazza Gaglianone:


YearTitleTypeCited
2017Inattention in individual expectations In: Economia.
[Full Text][Citation analysis]
article2
2015Inattention in Individual Expectations.(2015) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2016Inattention in individual expectations.(2016) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Evaluating Value-at-Risk Models via Quantile Regressions. In: Working Papers Series.
[Full Text][Citation analysis]
paper87
2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
article
2009Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
paper
2008Evaluating 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 nother version. Agregated cites: 87
paper
2010Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
paper
2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
article
2008Evaluating Asset Pricing Models in a Fama-French Framework. In: Working Papers Series.
[Full Text][Citation analysis]
paper2
2008An Econometric Contribution to the Intertemporal Approach of the Current Account. In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2011Macro Stress Testing of Credit Risk Focused on the Tails In: Working Papers Series.
[Full Text][Citation analysis]
paper23
2012Macro stress testing of credit risk focused on the tails.(2012) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
article
2012Financial Stability in Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper7
2013Financial stability in Brazil.(2013) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
chapter
2014Risk Assessment of the Brazilian FX Rate In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2014Microfounded Forecasting In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2015Microfounded forecasting.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Microfounded forecasting.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2015Local Unit Root and Inflationary Inertia in Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2016Financial Conditions Indicators for Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper3
2017Financial Conditions Indicator for Brazil.(2017) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2017Applying a microfounded-forecasting approach to predict Brazilian inflation.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper7
2017Evaluation of exchange rate point and density forecasts: An application to Brazil.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2017Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model In: Working Papers Series.
[Full Text][Citation analysis]
paper3
2017Empirical Findings on Inflation Expectations in Brazil: a survey In: Working Papers Series.
[Full Text][Citation analysis]
paper3
2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2018Incentive-driven Inattention In: Working Papers Series.
[Full Text][Citation analysis]
paper9
2019Incentive-driven Inattention.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2022Incentive-driven inattention.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2019Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term In: Working Papers Series.
[Full Text][Citation analysis]
paper5
2020Expectations 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 nother version. Agregated cites: 5
article
2020Expectations 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 nother version. Agregated cites: 5
article
2020Commodity Prices and Global Economic Activity: a derived-demand approach In: Working Papers Series.
[Full Text][Citation analysis]
paper10
2021Commodity prices and global economic activity: A derived-demand approach.(2021) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2021Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series.
[Full Text][Citation analysis]
paper9
2021Machine learning and oil price point and density forecasting.(2021) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2021Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models In: Working Papers Series.
[Full Text][Citation analysis]
paper10
2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models.(2023) In: Latin American Journal of Central Banking (previously Monetaria).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2023Predicting Recessions in (almost) Real Time in a Big-data Setting In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2010Survey-based inflation expectations in Brazil In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter5
2012Evaluating Asset Pricing Models in a Simulated Multifactor Approach In: Brazilian Review of Finance.
[Full Text][Citation analysis]
article1
2005An Essay on the Foreign Exchange Rate Expectations in Brazil In: Brazilian Review of Finance.
[Full Text][Citation analysis]
article0
2008Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach In: Journal of Development Economics.
[Full Text][Citation analysis]
article18
2006Debt 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 nother version. Agregated cites: 18
paper
2018Estimating inflation persistence by quantile autoregression with quantile-specific unit roots In: Economic Modelling.
[Full Text][Citation analysis]
article10
2017Estimating the credibility of Brazilian monetary policy using a Kalman filter approach In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2005Limite 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]
paper9
2012Constructing Density Forecasts from Quantile Regressions In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article41
2012Constructing Density Forecasts from Quantile Regressions.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
article
2012Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers).
[Full Text][Citation analysis]
paper34
2014CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34
article
2005Um ensaio sobre expectativas da taxa de cmbio no Brasil In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2006Stochastic simulation of a DSGE model for Brazil In: MPRA Paper.
[Full Text][Citation analysis]
paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team