Details about Marcelo L. Moura

Access statistics for papers by Marcelo L. Moura.

Last updated 2021-07-09. 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)
   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)

1996

3. 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

2016

1. 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

2. 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

3. Taylor rules and exchange rate predictability in emerging economies
   Journal of International Money and Finance, 2013, 32, (C), 1008-1031 View citations (23)

2011

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

2010

6. Constrained smoothing B-splines for the term structure of interest rates
   Insurance: Mathematics and Economics, 2010, 46, (2), 339-350 View citations (14)
7. Testing the Taylor Model Predictability for Exchange Rates in Latin America
   Open Economies Review, 2010, 21, (4), 547-564 View citations (2)
8. What can Taylor rules say about monetary policy in Latin America?
   Journal of Macroeconomics, 2010, 32, (1), 392-404 View citations (106)