Wagner P. Gaglianone - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2008

Title Other author(s)

Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

Central Bank of Brazil Working Papers [View] (Paper: 466, 07.11.2017)

JEL: C14, C22, C53, F31, G17

Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model

Central Bank of Brazil Working Papers [View] (Paper: 463, 30.09.2017)

JEL: E4, E5

Empirical Findings on Inflation Expectations in Brazil: a survey

Central Bank of Brazil Working Papers [View] (Paper: 464, 30.09.2017)

JEL: E31, E37, E52

Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil

Central Bank of Brazil Working Papers [View] (Paper: 446, 29.11.2016)

JEL: C14, C15, C33, E37, F31

Financial Conditions Indicators for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 435, 20.05.2016)

JEL: C53, E32, G10, G17

Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation

Central Bank of Brazil Working Papers [View] (Paper: 436, 20.05.2016)

JEL: C14, C33, E37

Local Unit Root and Inflationary Inertia in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 406, 27.11.2015)

JEL: C14, C22, E31

Inattention in Individual Expectations

Central Bank of Brazil Working Papers [View] (Paper: 395, 26.08.2015)

JEL: C14, C52, D84, E37

Microfounded Forecasting

Central Bank of Brazil Working Papers [View] (Paper: 372, 13.12.2014)

JEL: C14, C33, E37

Risk Assessment of the Brazilian FX Rate

Central Bank of Brazil Working Papers [View] (Paper: 344, 13.01.2014)

JEL: C14, C15, C53, E37, F31

Financial Stability in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 289, 14.08.2012)

JEL: C15, E44, E58, G01, G18, G20, G28

Macro Stress Testing of Credit Risk Focused on the Tails

Central Bank of Brazil Working Papers [View] (Paper: 241, 18.05.2011)

An Econometric Contribution to the Intertemporal Approach of the Current Account

Central Bank of Brazil Working Papers [View] (Paper: 178, 15.06.2010)

Evaluating Value-at-Risk Models via Quantile Regressions

Central Bank of Brazil Working Papers [View] (Paper: 161, 05.04.2008)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2008