Details about Luciano Vereda Oliveira

Access statistics for papers by Luciano Vereda Oliveira.

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Short-id: pol289

Working Papers

2011

1. Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil
   Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA View citations (11)

2010

2. Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1
   Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA View citations (5)

2005

3. Can monetary policy be helped by domestic oil price stabilization?
   Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (1)

2002

4. Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
   Computing in Economics and Finance 2002, Society for Computational Economics

Journal Articles

2024

1. A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
   International Journal of Forecasting, 2024, 40, (3), 1069-1084
2. Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series
   Computational Economics, 2024, 64, (3), 1507-1538

2023

3. Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?
   SN Business & Economics, 2023, 3, (1), 1-37

2022

4. What type of information calls the attention of forecasters? Evidence from survey data in an emerging market
   Journal of International Money and Finance, 2022, 129, (C) View citations (4)

2021

5. A new method to assess the degree of information rigidity using fixed-event forecasts
   International Journal of Forecasting, 2021, 37, (4), 1576-1589 View citations (3)

2019

6. Impactos macroeconômicos do choque fiscal de 2015: A regularização de despesas públicas não contabilizadas
   Revista Brasileira de Economia - RBE, 2019, 73, (4)

2018

7. The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability
   Economic Modelling, 2018, 71, (C), 184-201 View citations (10)

2016

8. Effects of transparency, monetary policy signalling and clarity of central bank communication on disagreement about inflation expectations
   Applied Economics, 2016, 48, (7), 590-607 View citations (45)

2015

9. Fiscal Policy Multipliers in a DSGE Model for Brazil
   Brazilian Review of Econometrics, 2015, 35, (2) View citations (4)

2014

10. Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework
    Journal of Reviews on Global Economics, 2014, 3, 377-393

2012

11. Restricted Kalman filter applied to dynamic style analysis of actuarial funds
    Applied Stochastic Models in Business and Industry, 2012, 28, (6), 558-570 View citations (2)

2008

12. Estimating VAR models for the term structure of interest rates
    Insurance: Mathematics and Economics, 2008, 42, (2), 548-559 View citations (3)
13. Semi‐strong dynamic style analysis with time‐varying selectivity measurement: Applications to Brazilian exchange‐rate funds
    Applied Stochastic Models in Business and Industry, 2008, 24, (1), 3-12