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Details about Wagner Piazza Gaglianone

E-mail:
Homepage:https://epge.fgv.br/we/WagnerGaglianone
Workplace:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Wagner Piazza Gaglianone.

Last updated 2020-09-22. Update your information in the RePEc Author Service.

Short-id: pga306


Jump to Journal Articles Chapters

Working Papers

2020

  1. Financial Conditions Indicator for Brazil
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2016) Downloads View citations (1)

2019

  1. Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article in International Economics (2020)
  2. Incentive-driven Inattention
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2019) Downloads
    Working Papers Series, Central Bank of Brazil, Research Department (2018) Downloads
  3. Microfounded forecasting
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2014) Downloads View citations (1)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015) Downloads View citations (1)

2017

  1. Empirical Findings on Inflation Expectations in Brazil: a survey
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  3. Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2016

  1. Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article in Empirical Economics (2017)
  2. Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article in International Journal of Forecasting (2017)
  3. Inattention in individual expectations
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (2)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2015) Downloads View citations (3)

    See also Journal Article in Economia (2017)

2015

  1. Local Unit Root and Inflationary Inertia in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2014

  1. Risk Assessment of the Brazilian FX Rate
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2012

  1. Constructing Optimal Density Forecasts from Point Forecast Combinations
    Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba Downloads View citations (20)
    See also Journal Article in Journal of Applied Econometrics (2014)
  2. Financial Stability in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (7)
    See also Chapter (2013)

2011

  1. Macro Stress Testing of Credit Risk Focused on the Tails
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (10)
    See also Journal Article in Journal of Financial Stability (2012)

2010

  1. Evaluating Value-at-Risk Models via Quantile Regression
    NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (8)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2008) Downloads View citations (2)
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2009) Downloads
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2008) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2011)

2009

  1. An Econometric Cntribution to the Intertemporal Approach of the Current Account
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2008

  1. Evaluating Asset Pricing Models in a Fama-French Framework
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)

2006

  1. Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (5)
    See also Journal Article in Journal of Development Economics (2008)
  2. Stochastic simulation of a DSGE model for Brazil
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2005

  1. Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (9)
  2. Um ensaio sobre expectativas da taxa de câmbio no Brasil
    (An essay on the foreign exchange rate expectations in Brazil)
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2020

  1. Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term
    International Economics, 2020, 163, (C), 72-91 Downloads
    See also Working Paper (2019)

2018

  1. Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
    Economic Modelling, 2018, 73, (C), 407-430 Downloads View citations (1)

2017

  1. Applying a microfounded-forecasting approach to predict Brazilian inflation
    Empirical Economics, 2017, 53, (1), 137-163 Downloads
    See also Working Paper (2016)
  2. Estimating the credibility of Brazilian monetary policy using a Kalman filter approach
    Research in International Business and Finance, 2017, 41, (C), 37-53 Downloads
  3. Evaluation of exchange rate point and density forecasts: An application to Brazil
    International Journal of Forecasting, 2017, 33, (3), 707-728 Downloads View citations (3)
    See also Working Paper (2016)
  4. Inattention in individual expectations
    Economia, 2017, 17, (1), 40_59 Downloads
    See also Working Paper (2016)

2014

  1. CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS
    Journal of Applied Econometrics, 2014, 29, (5), 736-757 Downloads View citations (8)
    See also Working Paper (2012)

2012

  1. Constructing Density Forecasts from Quantile Regressions
    Journal of Money, Credit and Banking, 2012, 44, (8), 1589-1607 Downloads View citations (26)
    Also in Journal of Money, Credit and Banking, 2012, 44, (8), 1589-1607 (2012) Downloads
  2. Evaluating Asset Pricing Models in a Simulated Multifactor Approach
    Brazilian Review of Finance, 2012, 10, (4), 425-460 Downloads
  3. Macro stress testing of credit risk focused on the tails
    Journal of Financial Stability, 2012, 8, (3), 174-192 Downloads View citations (8)
    See also Working Paper (2011)

2011

  1. Evaluating Value-at-Risk Models via Quantile Regression
    Journal of Business & Economic Statistics, 2011, 29, (1), 150-160 Downloads View citations (53)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 150-160 (2011) Downloads View citations (61)

    See also Working Paper (2010)

2008

  1. Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach
    Journal of Development Economics, 2008, 86, (2), 313-335 Downloads View citations (13)
    See also Working Paper (2006)

2005

  1. An Essay on the Foreign Exchange Rate Expectations in Brazil
    Brazilian Review of Finance, 2005, 3, (1), 55-100 Downloads

Chapters

2013

  1. Financial stability in Brazil
    Chapter 4 in Stability of the Financial System, 2013 Downloads
    See also Working Paper (2012)

2010

  1. Survey-based inflation expectations in Brazil
    A chapter in Monetary policy and the measurement of inflation: prices, wages and expectations, 2010, vol. 49, pp 107-114 Downloads View citations (3)
 
Page updated 2020-09-26