Guilherme Valle Moura : Citation Profile


Are you Guilherme Valle Moura?

Universidade Federal de Santa Catarina

8

H index

7

i10 index

159

Citations

RESEARCH PRODUCTION:

27

Articles

21

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 10
   Journals where Guilherme Valle Moura has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 11 (6.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo897
   Updated: 2024-11-04    RAS profile: 2020-01-23    
   Missing citations? Add them    Incorrect content? Let us know

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:

Gaglianone, Wagner (8)

Hotta, Luiz (5)

Guidolin, Massimo (5)

Bahmani-Oskooee, Mohsen (5)

Pedio, Manuela (4)

Valls Pereira, Pedro (4)

GUPTA, RANGAN (3)

Da Silva, Sergio (3)

Raheem, Ibrahim (3)

Pincheira, Pablo (3)

Esparcia, Carlos (3)

Cites to:

Engle, Robert (50)

Asai, Manabu (17)

Diebold, Francis (17)

Ledoit, Olivier (16)

Bollerslev, Tim (16)

Laurent, Sébastien (16)

Shephard, Neil (15)

Milesi-Ferretti, Gian Maria (15)

Sheppard, Kevin (14)

Timmermann, Allan (14)

Wolf, Michael (14)

Main data


Where Guilherme Valle Moura has published?


Journals with more than one article published# docs
Economics Bulletin7
Economia3
Revista Brasileira de Economia - RBE3
Computational Statistics & Data Analysis2
Economics Letters2

Working Papers Series with more than one paper published# docs
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics3
International Finance / University Library of Munich, Germany3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Guilherme Valle Moura (2024 and 2023)


YearTitle of citing document
2023Reforms 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

2023A 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

2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

Full description at Econpapers || Download paper

2023A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast. (2023). Qian, Zhiyong ; Wang, Tong ; Hu, Shulan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008978.

Full description at Econpapers || Download paper

2023Model 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

2023A 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

2023Dynamic 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

2023Composite 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

Works by Guilherme Valle Moura:


YearTitleTypeCited
2010Efficient Yield Curve Estimation and Forecasting in Brazil In: Economia.
[Full Text][Citation analysis]
article4
2015The interiorization of Brazilian violence, policing, and economic growth In: Economia.
[Full Text][Citation analysis]
article2
2016Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence In: Economia.
[Full Text][Citation analysis]
article3
2016FORECASTING 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: 3
paper
2008Dynamic 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]
paper3
2007Dynamic 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
2011EFFICIENT 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]
paper0
2011Reajuste 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]
paper2
2014SELEÇÃO 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]
paper2
2013Seleção 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
2014MODELO 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]
paper0
2014UM MODELO MACROECONÔMICO HÍBRIDO 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]
paper0
2019Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers.
[Full Text][Citation analysis]
paper0
2010Determinants and Dynamics of Current Account Reversals: An Empirical Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article8
2009Determinants 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
2015Portfolio Optimisation and Endogenous Rebalancing Methods In: Brazilian Review of Finance.
[Full Text][Citation analysis]
article0
2009Efficient Likelihood Evaluation of State-Space Representations In: Working Papers.
[Full Text][Citation analysis]
paper10
2013Efficient 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
2009Efficient likelihood evaluation of state-space representations.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2019Comparing Forecasts of Extremely Large Conditional Covariance Matrices In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2004Big Mac parity, income, and trade In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2004Big Mac Parity, Income, and Trade.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2005Is There a Brazilian J-Curve? In: Economics Bulletin.
[Full Text][Citation analysis]
article19
2005Is There a Brazilian J-Curve?.(2005) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2005Travel hysteresis in the Brazilian current account In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2005Travel Hysteresis in the Brazilian Current Account.(2005) In: International Trade.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2005Travel hysteresis in the US current account after the mid-1980s In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2005Travel 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
2012Heteroskedastic Dynamic Factor Models: A Monte Carlo Study In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2012Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2019Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle. In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2016Predicting the yield curve using forecast combinations In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article15
2014Dynamic factor multivariate GARCH model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article14
2014Efficient estimation of conditionally linear and Gaussian state space models In: Economics Letters.
[Full Text][Citation analysis]
article3
2019Maximum likelihood estimation of a TVP-VAR In: Economics Letters.
[Full Text][Citation analysis]
article4
2016Bond portfolio optimization using dynamic factor models In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article20
2013Adaptive forecasting of exchange rates with panel data In: International Journal of Forecasting.
[Full Text][Citation analysis]
article18
2013A conditionally heteroskedastic global inflation model In: Journal of Economic Studies.
[Full Text][Citation analysis]
article3
2010A conditionally heteroskedastic global inflation model.(2010) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2015Multiplicadores Fiscais e Investimento em Infraestrutura In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article6
2015Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article0
2015Measuring Risk in Fixed Income Portfolios using Yield Curve Models In: Computational Economics.
[Full Text][Citation analysis]
article8
2017Combining Multivariate Volatility Forecasts: An Economic-Based Approach In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article11
2006Testing the Equilibrium Exchange Rate Model - Updated In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007US Current Account Deficit and Exchange Rate Tax In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Evidence 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]
article0
2018Yield curve forecast combinations based on bond portfolio performance In: Journal of Forecasting.
[Full Text][Citation analysis]
article2
2005Testing the Equilibrium Exchange Rate Model In: International Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team