Details about Jaqueson Kingeski Galimberti

Access statistics for papers by Jaqueson Kingeski Galimberti.

Last updated 2024-06-09. Update your information in the RePEc Author Service.

Short-id: pga316

Working Papers

2023

1. Evidence on the Determinants and Variation of Idiosyncratic Risk in Housing Markets
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
2. Non-response Bias in Household Inflation Expectations Surveys
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in ADB Economics Working Paper Series, Asian Development Bank (2023)

2022

3. Evidence on the variation of idiosyncratic risk in house price appreciation
   Working Papers, Auckland University of Technology, Department of Economics

2021

4. Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning
   Working Papers, Auckland University of Technology, Department of Economics View citations (1)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (1)
   Working Papers, Auckland University of Technology, Department of Economics (2020) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (1)
5. Measuring Inequality using Geospatial Data
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich
   Also in Working Papers, Auckland University of Technology, Department of Economics (2020) View citations (1)
   See also Journal Article Measuring Inequality Using Geospatial Data, The World Bank Economic Review, World Bank (2023) View citations (1) (2023)

2020

6. Forecasting GDP growth from outer space
   Working Papers, Auckland University of Technology, Department of Economics View citations (12)
   Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2017)
   See also Journal Article Forecasting GDP Growth from Outer Space, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2020) View citations (12) (2020)

2019

7. An approximation of the distribution of learning estimates in macroeconomic models
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (2)
   See also Journal Article An approximation of the distribution of learning estimates in macroeconomic models, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (2) (2019)

2017

8. Smoothing-based Initialization for Learning-to-Forecast Algorithms
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (1)
   See also Journal Article SMOOTHING-BASED INITIALIZATION FOR LEARNING-TO-FORECAST ALGORITHMS, Macroeconomic Dynamics, Cambridge University Press (2019) (2019)

2016

9. Cowboying Stock Market Herds with Robot Traders
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Cowboying Stock Market Herds with Robot Traders, Computational Economics, Springer (2017) (2017)
10. On the Initialization of Adaptive Learning in Macroeconomic Models
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (5)
    See also Journal Article On the initialization of adaptive learning in macroeconomic models, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (3) (2017)

2015

11. Empirical Calibration of Adaptive Learning
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (8)
    See also Journal Article Empirical calibration of adaptive learning, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (16) (2017)

2014

12. A Note on the Representative Adaptive Learning Algorithm
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (11)
    See also Journal Article A note on the representative adaptive learning algorithm, Economics Letters, Elsevier (2014) View citations (11) (2014)
13. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2011) View citations (3)

2012

14. A note on exact correspondences between adaptive learning algorithms and the Kalman filter
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (4)
    See also Journal Article A note on exact correspondences between adaptive learning algorithms and the Kalman filter, Economics Letters, Elsevier (2013) View citations (18) (2013)
15. A tutorial note on the properties of ARIMA optimal forecasts
    MPRA Paper, University Library of Munich, Germany
16. On the initialization of adaptive learning algorithms: A review of methods and a new smoothing-based routine
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (7)
17. On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (5)

2011

18. CONDITIONED EXPORT-LED GROWTHHYPOTHESIS: A PANEL THRESHOLD REGRESSIONS APPROACH
    Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (5)

2010

19. Robot traders can prevent extreme events in complex stock markets
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Robot traders can prevent extreme events in complex stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2010) View citations (4) (2010)
20. Taylor Rules and Exchange Rate Predictability in Emerging Economies
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (1)
    See also Journal Article Taylor rules and exchange rate predictability in emerging economies, Journal of International Money and Finance, Elsevier (2013) View citations (18) (2013)

2009

21. Explaining earnings persistence: a threshold autoregressive panel unit root approach
    MPRA Paper, University Library of Munich, Germany View citations (4)

Journal Articles

2024

1. Initial Beliefs Uncertainty
   The B.E. Journal of Macroeconomics, 2024, 24, (1), 45-96

2023

2. Measuring Inequality Using Geospatial Data
   The World Bank Economic Review, 2023, 37, (4), 549-569 View citations (1)
   See also Working Paper Measuring Inequality using Geospatial Data, KOF Working papers (2021) (2021)

2020

3. Forecasting GDP Growth from Outer Space
   Oxford Bulletin of Economics and Statistics, 2020, 82, (4), 697-722 View citations (12)
   See also Working Paper Forecasting GDP growth from outer space, Working Papers (2020) View citations (12) (2020)

2019

4. An approximation of the distribution of learning estimates in macroeconomic models
   Journal of Economic Dynamics and Control, 2019, 102, (C), 29-43 View citations (2)
   See also Working Paper An approximation of the distribution of learning estimates in macroeconomic models, KOF Working papers (2019) View citations (2) (2019)
5. SMOOTHING-BASED INITIALIZATION FOR LEARNING-TO-FORECAST ALGORITHMS
   Macroeconomic Dynamics, 2019, 23, (3), 1008-1023
   See also Working Paper Smoothing-based Initialization for Learning-to-Forecast Algorithms, KOF Working papers (2017) View citations (1) (2017)

2017

6. Cowboying Stock Market Herds with Robot Traders
   Computational Economics, 2017, 50, (3), 393-423
   See also Working Paper Cowboying Stock Market Herds with Robot Traders, MPRA Paper (2016) (2016)
7. Empirical calibration of adaptive learning
   Journal of Economic Behavior & Organization, 2017, 144, (C), 219-237 View citations (16)
   See also Working Paper Empirical Calibration of Adaptive Learning, KOF Working papers (2015) View citations (8) (2015)
8. On the initialization of adaptive learning in macroeconomic models
   Journal of Economic Dynamics and Control, 2017, 78, (C), 26-53 View citations (3)
   See also Working Paper On the Initialization of Adaptive Learning in Macroeconomic Models, KOF Working papers (2016) View citations (5) (2016)

2016

9. Improving the reliability of real-time output gap estimates using survey forecasts
   International Journal of Forecasting, 2016, 32, (2), 358-373 View citations (4)

2014

10. A note on the representative adaptive learning algorithm
    Economics Letters, 2014, 124, (1), 104-107 View citations (11)
    See also Working Paper A Note on the Representative Adaptive Learning Algorithm, KOF Working papers (2014) View citations (11) (2014)

2013

11. A note on exact correspondences between adaptive learning algorithms and the Kalman filter
    Economics Letters, 2013, 118, (1), 139-142 View citations (18)
    See also Working Paper A note on exact correspondences between adaptive learning algorithms and the Kalman filter, Centre for Growth and Business Cycle Research Discussion Paper Series (2012) View citations (4) (2012)
12. Taylor rules and exchange rate predictability in emerging economies
    Journal of International Money and Finance, 2013, 32, (C), 1008-1031 View citations (18)
    See also Working Paper Taylor Rules and Exchange Rate Predictability in Emerging Economies, Insper Working Papers (2010) View citations (1) (2010)

2012

13. An empirical case against the use of genetic-based learning classifier systems as forecasting devices
    Economics Bulletin, 2012, 32, (1), 354-369

2010

14. Robot traders can prevent extreme events in complex stock markets
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5182-5192 View citations (4)
    See also Working Paper Robot traders can prevent extreme events in complex stock markets, MPRA Paper (2010) View citations (4) (2010)

2009

15. A proxy-variable search procedure
    Economics Bulletin, 2009, 29, (4), 2531-2541