Details about Marcelo L. Moura

Access statistics for papers by Marcelo L. Moura.

Last updated 2026-08-06. Update your information in the RePEc Author Service.

Short-id: pmo614

Working Papers

2014

1. IMPACT OF MACROECONOMIC SURPRISES ON THEBRAZILIAN YIELD CURVE AND EXPECTED INFLATION
   Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (4)
   Also in Business and Economics Working Papers, Unidade de Negocios e Economia, Insper (2012)
   See also Journal Article Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation, The North American Journal of Economics and Finance, Elsevier (2014) View citations (4) (2014)
2. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (1)
   Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2011) View citations (3)

2013

3. Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper

2011

4. Forecasting the term structure of the Euro Market using Principal Component Analysis
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper
5. Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper
   See also Journal Article Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis, Brazilian Review of Finance, Brazilian Society of Finance (2011) View citations (4) (2011)

2010

6. Taylor Rules and Exchange Rate Predictability in Emerging Economies
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper
   See also Journal Article Taylor rules and exchange rate predictability in emerging economies, Journal of International Money and Finance, Elsevier (2013) View citations (24) (2013)

2009

7. The impact of monetary policy on the yield curve in the Brazilian economy
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper

2008

8. Exchange Rate and Fundamentals: The Case of Brazil
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper View citations (1)
9. Price-Setting Policy Determinants: Micro-Evidence from Brazil
   Business and Economics Working Papers, Unidade de Negocios e Economia, Insper
10. Testing the Taylor Model Predictability for Exchange Rates in Latin Americ
    Business and Economics Working Papers, Unidade de Negocios e Economia, Insper View citations (1)
    See also Journal Article Testing the Taylor Model Predictability for Exchange Rates in Latin America, Open Economies Review, Springer (2010) View citations (2) (2010)
11. What Can Taylor Rules Say About Monetary Policy in Latin America?
    Business and Economics Working Papers, Unidade de Negocios e Economia, Insper
    See also Journal Article What can Taylor rules say about monetary policy in Latin America?, Journal of Macroeconomics, Elsevier (2010) View citations (110) (2010)

1996

12. Integração, crescimento e bem-estar
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

Journal Articles

2020

1. Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines
   JRFM, 2020, 13, (4), 1-14 View citations (3)

2016

2. Improving the reliability of real-time output gap estimates using survey forecasts
   International Journal of Forecasting, 2016, 32, (2), 358-373 View citations (5)

2014

3. Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation
   The North American Journal of Economics and Finance, 2014, 27, (C), 114-144 View citations (4)
   See also Working Paper IMPACT OF MACROECONOMIC SURPRISES ON THEBRAZILIAN YIELD CURVE AND EXPECTED INFLATION, Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] (2014) View citations (4) (2014)

2013

4. Taylor rules and exchange rate predictability in emerging economies
   Journal of International Money and Finance, 2013, 32, (C), 1008-1031 View citations (24)
   See also Working Paper Taylor Rules and Exchange Rate Predictability in Emerging Economies, Business and Economics Working Papers (2010) (2010)

2011

5. Performance analysis of Brazilian hedge funds
   Journal of Multinational Financial Management, 2011, 21, (3), 165-176 View citations (6)
6. Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis
   Brazilian Review of Finance, 2011, 9, (4), 525-548 View citations (4)
   See also Working Paper Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis, Business and Economics Working Papers (2011) (2011)

2010

7. Constrained smoothing B-splines for the term structure of interest rates
   Insurance: Mathematics and Economics, 2010, 46, (2), 339-350 View citations (14)
8. Testing the Taylor Model Predictability for Exchange Rates in Latin America
   Open Economies Review, 2010, 21, (4), 547-564 View citations (2)
   See also Working Paper Testing the Taylor Model Predictability for Exchange Rates in Latin Americ, Business and Economics Working Papers (2008) View citations (1) (2008)
9. What can Taylor rules say about monetary policy in Latin America?
   Journal of Macroeconomics, 2010, 32, (1), 392-404 View citations (110)
   See also Working Paper What Can Taylor Rules Say About Monetary Policy in Latin America?, Business and Economics Working Papers (2008) (2008)