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Details about Marcelo L. Moura

E-mail:
Homepage:http://marcelo-moura.insper.edu.br/
Workplace:Insper Instituto de Ensino e Pesquisa (Insper Institute of Education and Research), (more information at EDIRC)

Access statistics for papers by Marcelo L. Moura.

Last updated 2014-01-21. Update your information in the RePEc Author Service.

Short-id: pmo614


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

    See also Journal Article in The North American Journal of Economics and Finance (2014)
  2. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2011) Downloads View citations (3)

2013

  1. 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 Downloads View citations (3)

2011

  1. Forecasting the term structure of the Euro Market using Principal Component Analysis
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads
  2. Performance Analysis of Brazilian Hedge Funds
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (2)
    See also Journal Article in Journal of Multinational Financial Management (2011)
  3. Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (1)
    See also Journal Article in Brazilian Review of Finance (2011)

2010

  1. Taylor Rules and Exchange Rate Predictability in Emerging Economies
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads
    See also Journal Article in Journal of International Money and Finance (2013)

2009

  1. 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 Downloads
    Also in Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa (2008) Downloads

2008

  1. Exchange Rate and Fundamentals: The Case of Brazil
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (9)
  2. Price-Setting Policy Determinants: Micro-Evidence from Brazil
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (1)
  3. Testing the Taylor Model Predictability for Exchange Rates in Latin America
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (1)
    See also Journal Article in Open Economies Review (2010)
  4. What Can Taylor Rules Say About Monetary Policy in Latin America?
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (3)
    See also Journal Article in Journal of Macroeconomics (2010)

2007

  1. Constrained Smoothing Splines for the Term Structure of Interest Rates
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (1)
    See also Journal Article in Insurance: Mathematics and Economics (2010)
  2. Does it pay to anticipate competitor reactions?
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (2)
  3. Empirical exchange rate models fit: Evidence from the Brazilian economy
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (2)
  4. Inteligência Competitiva em Ação: Métodos para Estimar e Analisar Reações de Competidores
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads

1996

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

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 Downloads View citations (4)

2014

  1. 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 Downloads View citations (4)
    See also Working Paper (2014)

2013

  1. Taylor rules and exchange rate predictability in emerging economies
    Journal of International Money and Finance, 2013, 32, (C), 1008-1031 Downloads View citations (14)
    See also Working Paper (2010)

2011

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

2010

  1. Constrained smoothing B-splines for the term structure of interest rates
    Insurance: Mathematics and Economics, 2010, 46, (2), 339-350 Downloads View citations (13)
    See also Working Paper (2007)
  2. Testing the Taylor Model Predictability for Exchange Rates in Latin America
    Open Economies Review, 2010, 21, (4), 547-564 Downloads View citations (1)
    See also Working Paper (2008)
  3. What can Taylor rules say about monetary policy in Latin America?
    Journal of Macroeconomics, 2010, 32, (1), 392-404 Downloads View citations (90)
    See also Working Paper (2008)
 
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