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)
   Also in Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa (2012) View citations (3)
   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
   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
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (4)

2011

4. Forecasting the term structure of the Euro Market using Principal Component Analysis
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
5. Performance Analysis of Brazilian Hedge Funds
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (5)
   See also Journal Article Performance analysis of Brazilian hedge funds, Journal of Multinational Financial Management, Elsevier (2011) View citations (6) (2011)
6. Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (4)
   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

7. 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

8. The impact of monetary policy on the yield curve in the Brazilian economy
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
   Also in Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa (2008)

2008

9. Exchange Rate and Fundamentals: The Case of Brazil
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (9)
10. Price-Setting Policy Determinants: Micro-Evidence from Brazil
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (1)
11. Testing the Taylor Model Predictability for Exchange Rates in Latin America
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa 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)
12. What Can Taylor Rules Say About Monetary Policy in Latin America?
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (5)
    See also Journal Article What can Taylor rules say about monetary policy in Latin America?, Journal of Macroeconomics, Elsevier (2010) View citations (106) (2010)

2007

13. Constrained Smoothing Splines for the Term Structure of Interest Rates
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (1)
    See also Journal Article Constrained smoothing B-splines for the term structure of interest rates, Insurance: Mathematics and Economics, Elsevier (2010) View citations (14) (2010)
14. Does it pay to anticipate competitor reactions?
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (2)
15. Empirical exchange rate models fit: Evidence from the Brazilian economy
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (2)
16. Inteligência Competitiva em Ação: Métodos para Estimar e Analisar Reações de Competidores
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa

1996

17. 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 (18)
   See also Working Paper Taylor Rules and Exchange Rate Predictability in Emerging Economies, Insper Working Papers (2010) View citations (1) (2010)

2011

4. Performance analysis of Brazilian hedge funds
   Journal of Multinational Financial Management, 2011, 21, (3), 165-176 View citations (6)
   See also Working Paper Performance Analysis of Brazilian Hedge Funds, Insper Working Papers (2011) View citations (5) (2011)
5. 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, Insper Working Papers (2011) View citations (4) (2011)

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)
   See also Working Paper Constrained Smoothing Splines for the Term Structure of Interest Rates, Insper Working Papers (2007) View citations (1) (2007)
7. 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 America, Insper Working Papers (2008) View citations (1) (2008)
8. What can Taylor rules say about monetary policy in Latin America?
   Journal of Macroeconomics, 2010, 32, (1), 392-404 View citations (106)
   See also Working Paper What Can Taylor Rules Say About Monetary Policy in Latin America?, Insper Working Papers (2008) View citations (5) (2008)