Details about Jaqueson Kingeski Galimberti

Jaqueson Kingeski Galimberti edits the NEP report on Econometric Time Series.

Access statistics for papers by Jaqueson Kingeski Galimberti.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: pga316

Working Papers

2022

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

2021

2. 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 Working Papers, Auckland University of Technology, Department of Economics (2020)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (1)
3. 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)

2020

4. Forecasting GDP growth from outer space
   Working Papers, Auckland University of Technology, Department of Economics View citations (8)
   Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2017)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2020)

2019

5. 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 in Journal of Economic Dynamics and Control (2019)

2017

6. Smoothing-based Initialization for Learning-to-Forecast Algorithms
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (1)
   See also Journal Article in Macroeconomic Dynamics (2019)

2016

7. Cowboying Stock Market Herds with Robot Traders
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Computational Economics (2017)
8. 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 in Journal of Economic Dynamics and Control (2017)

2015

9. Empirical Calibration of Adaptive Learning
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (8)
   See also Journal Article in Journal of Economic Behavior & Organization (2017)

2014

10. A Note on the Representative Adaptive Learning Algorithm
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (11)
    See also Journal Article in Economics Letters (2014)
11. 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

12. 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 in Economics Letters (2013)
13. A tutorial note on the properties of ARIMA optimal forecasts
    MPRA Paper, University Library of Munich, Germany
14. 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)
15. 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

16. 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

17. Robot traders can prevent extreme events in complex stock markets
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2010)
18. 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 in Journal of International Money and Finance (2013)

2009

19. Explaining earnings persistence: a threshold autoregressive panel unit root approach
    MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2020

1. Forecasting GDP Growth from Outer Space
   Oxford Bulletin of Economics and Statistics, 2020, 82, (4), 697-722 View citations (8)
   See also Working Paper (2020)

2019

2. 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 (2019)
3. SMOOTHING-BASED INITIALIZATION FOR LEARNING-TO-FORECAST ALGORITHMS
   Macroeconomic Dynamics, 2019, 23, (3), 1008-1023
   See also Working Paper (2017)

2017

4. Cowboying Stock Market Herds with Robot Traders
   Computational Economics, 2017, 50, (3), 393-423
   See also Working Paper (2016)
5. Empirical calibration of adaptive learning
   Journal of Economic Behavior & Organization, 2017, 144, (C), 219-237 View citations (14)
   See also Working Paper (2015)
6. 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 (2016)

2016

7. 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

8. A note on the representative adaptive learning algorithm
   Economics Letters, 2014, 124, (1), 104-107 View citations (11)
   See also Working Paper (2014)

2013

9. 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 (2012)
10. Taylor rules and exchange rate predictability in emerging economies
    Journal of International Money and Finance, 2013, 32, (C), 1008-1031 View citations (16)
    See also Working Paper (2010)

2012

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

2010

12. 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 (2010)

2009

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