Wagner Piazza Gaglianone
Names
| first: |
Wagner |
| middle: |
Piazza |
| last: |
Gaglianone |
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Research profile
author of:
- Inattention in individual expectations (repec:anp:econom:v:18:y:2017:1:40_59)
by Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler - Evaluating Value-at-Risk Models via Quantile Regressions (repec:bcb:wpaper:161)
by Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton - Evaluating Asset Pricing Models in a Fama-French Framework (repec:bcb:wpaper:175)
by Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone - An Econometric Contribution to the Intertemporal Approach of the Current Account (repec:bcb:wpaper:178)
by Wagner Piazza Gaglianone & João Victor Issler - Macro Stress Testing of Credit Risk Focused on the Tails (repec:bcb:wpaper:241)
by Ricardo Schechtman & Wagner Piazza Gaglianone - Financial Stability in Brazil (repec:bcb:wpaper:289)
by Luiz Awazu Pereira da Silva & Ricardo Eyer Harris - Risk Assessment of the Brazilian FX Rate (repec:bcb:wpaper:344)
by Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins - Microfounded Forecasting (repec:bcb:wpaper:372)
by Wagner Piazza Gaglianone & João Victor Issler - Inattention in Individual Expectations (repec:bcb:wpaper:395)
by Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler - Local Unit Root and Inflationary Inertia in Brazil (repec:bcb:wpaper:406)
by Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo - Financial Conditions Indicators for Brazil (repec:bcb:wpaper:435)
by Wagner Piazza Gaglianone & Waldyr Dutra Areosa - Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation (repec:bcb:wpaper:436)
by Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos - Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil (repec:bcb:wpaper:446)
by Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins - Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model (repec:bcb:wpaper:463)
by Flávio de Freitas Val & Wagner Piazza Gaglianone & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto - Empirical Findings on Inflation Expectations in Brazil: a survey (repec:bcb:wpaper:464)
by Wagner Piazza Gaglianone - Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression (repec:bcb:wpaper:466)
by Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone - Incentive-driven Inattention (repec:bcb:wpaper:485)
by Wagner Piazza Gaglianone & Raffaella Giacomini & João Victor Issler & Vasiliki Skreta - Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term (repec:bcb:wpaper:497)
by Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone - Commodity Prices and Global Economic Activity: a derived-demand approach (repec:bcb:wpaper:539)
by Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler - Machine Learning and Oil Price Point and Density Forecasting (repec:bcb:wpaper:544)
by Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin - Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil (repec:bcb:wpaper:552)
by José Valentim Machado Vicente & Jaqueline Terra Moura Marins & Wagner Piazza Gaglianone - Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models (repec:bcb:wpaper:561)
by Gustavo Silva Araujo & Wagner Piazza Gaglianone - Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models (repec:bcb:wpaper:574)
by Marta Baltar Moreira Areosa & Wagner Piazza Gaglianone - Predicting Recessions in (almost) Real Time in a Big-data Setting (repec:bcb:wpaper:587)
by Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues - Macroeconomic Drivers of Brazil's Yield Curve (repec:bcb:wpaper:629)
by Wagner Piazza Gaglianone & Gustavo Silva Araujo & José Valentim Machado Vicente - When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes (repec:bcb:wpaper:630)
by Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins & José Valentim Machado Vicente - Evaluating Value-at-Risk Models via Quantile Regression (repec:bes:jnlbes:v:29:i:1:y:2011:p:150-160)
by Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R. - Survey-based inflation expectations in Brazil (repec:bis:bisbpc:49-06)
by Carlos Hamilton V Araujo & Wagner P Gaglianone - Evaluating Asset Pricing Models in a Simulated Multifactor Approach (repec:brf:journl:v:10:y:2012:i:4:p:425-460)
by Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone - An Essay on the Foreign Exchange Rate Expectations in Brazil (repec:brf:journl:v:3:y:2005:i:1:p:55-100)
by Wagner Piazza Gaglianone & Ana Luiza Louzada Pereira - Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term (repec:cii:cepiie:2020-q3-163-5)
by Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone - Incentive-driven Inattention (repec:cpr:ceprdp:13619)
by Skreta, Vasiliki & Giacomini, Raffaella & Gaglianone, Wagner & Issler, Joao - Evaluating Value-at-Risk models via Quantile Regression (repec:cte:werepe:we094625)
by Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel - Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach (repec:eee:deveco:v:86:y:2008:i:2:p:313-335)
by Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B. - Estimating inflation persistence by quantile autoregression with quantile-specific unit roots (repec:eee:ecmode:v:73:y:2018:i:c:p:407-430)
by Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues - Incentive-driven inattention (repec:eee:econom:v:231:y:2022:i:1:p:188-212)
by Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki - Machine learning and oil price point and density forecasting (repec:eee:eneeco:v:102:y:2021:i:c:s0140988321003807)
by Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao - Commodity prices and global economic activity: A derived-demand approach (repec:eee:eneeco:v:96:y:2021:i:c:s0140988321000256)
by Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor - Macro stress testing of credit risk focused on the tails (repec:eee:finsta:v:8:y:2012:i:3:p:174-192)
by Schechtman, Ricardo & Gaglianone, Wagner Piazza - Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term (repec:eee:inteco:v:163:y:2020:i:c:p:72-91)
by de Oliveira, Fernando Nascimento & Gaglianone, Wagner Piazza - Evaluation of exchange rate point and density forecasts: An application to Brazil (repec:eee:intfor:v:33:y:2017:i:3:p:707-728)
by Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura - Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models (repec:eee:lajcba:v:4:y:2023:i:2:s2666143823000042)
by Araujo, Gustavo Silva & Gaglianone, Wagner Piazza - Estimating the credibility of Brazilian monetary policy using a Kalman filter approach (repec:eee:riibaf:v:41:y:2017:i:c:p:37-53)
by de Freitas Val, Flávio & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gaglianone, Wagner Piazza - Financial stability in Brazil (repec:elg:eechap:15454_4)
by Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone - Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) (repec:fgv:epgewp:602)
by Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza - Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach (repec:fgv:epgewp:631)
by Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza - Evaluating Value-at-Risk models via Quantile regressions (repec:fgv:epgewp:679)
by Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira - Microfounded forecasting (repec:fgv:epgewp:766)
by Gaglianone, Wagner Piazza & Issler, João Victor - Inattention in individual expectations (repec:fgv:epgewp:776)
by Cordeiro, Yara de Almeida Campos & Gaglianone, Wagner Piazza & Issler, João Victor - Incentive-driven Inattention (repec:fgv:epgewp:811)
by Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki - Microfounded forecasting (repec:fgv:epgewp:813)
by Gaglianone, Wagner Piazza & Issler, João Victor - Financial Conditions Indicator for Brazil (repec:idb:brikps:8488)
by Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr - Constructing Density Forecasts from Quantile Regressions (repec:mcb:jmoncb:v:44:y:2012:i:8:p:1589-1607)
by Wagner Piazza Gaglianone & Luiz Renato Lima - Constructing Optimal Density Forecasts from Point Forecast Combinations (repec:ppg:ppgewp:5)
by Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone - Um ensaio sobre expectativas da taxa de câmbio no Brasil
[An essay on the foreign exchange rate expectations in Brazil] (repec:pra:mprapa:20840)
by Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada - Stochastic simulation of a DSGE model for Brazil (repec:pra:mprapa:20853)
by Sin, Hui Lok & Gaglianone, Wagner Piazza - Evaluating Value-at-Risk Models via Quantile Regression (repec:qut:auncer:2010_14)
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith - Applying a microfounded-forecasting approach to predict Brazilian inflation (repec:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1163-8)
by Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos - Evaluating Value-at-Risk Models via Quantile Regression (repec:taf:jnlbes:v:29:y:2011:i:1:p:150-160)
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith - Constructing Optimal Density Forecasts From Point Forecast Combinations (repec:wly:japmet:v:29:y:2014:i:5:p:736-757)
by Wagner Piazza Gaglianone & Luiz Renato Lima - Constructing Density Forecasts from Quantile Regressions (repec:wly:jmoncb:v:44:y:2012:i:8:p:1589-1607)
by Wagner Piazza Gaglianone & Luiz Renato Lima