Macro stress testing of credit risk focused on the tails

von Schechtman, Ricardo
Veröffentlicht in Journal of financial stability (2012)

Constructing optimal density forecasts from point forecast combinations

von Gaglianone, Wagner Piazza
Veröffentlicht in Journal of applied econometrics (2014)

Constructing density forecasts from quantile regressions

von Gaglianone, Wagner Piazza
Veröffentlicht in Journal of money, credit and banking (2012)

Survey-based inflation expectations in Brazil

von Araújo, Carlos Hamilton Vasconcelos
Veröffentlicht in Monetary policy and the measurement of inflation (2009)

Expectations anchoring indexes for Brazil using Kalman filter : exploring signals of inflation anchoring in the long term

von Oliveira, Fernando Nascimento de
Veröffentlicht in International economics (2020)

Evaluation of exchange rate point and density forecasts : an application to Brazil

von Gaglianone, Wagner Piazza
Veröffentlicht in International journal of forecasting (-2017)

Applying a microfounded-forecasting approach to predict Brazilian inflation

von Gaglianone, Wagner Piazza
Veröffentlicht in Empirical economics (2017)

Debt ceiling and fiscal sustainability in Brazil : a quantile autoregression approach

von Lima, Luiz Renato
Veröffentlicht in Journal of development economics (2008)

Incentive-driven inattention

von Gaglianone, Wagner Piazza
Veröffentlicht in Journal of econometrics (2022)

Estimating the credibility of Brazilian monetary policy using a Kalman filter approach

von Klotzle, Marcelo Cabus
Veröffentlicht in Research in international business and finance (2017)

Financial stability in Brazil

von Silva, Luiz A. Pereira da
Veröffentlicht in Stability of the financial system (2013)

Evaluating value-at-risk models via quantile regression

Veröffentlicht in Journal of business & economic statistics (2011)

Estimating inflation persistence by quantile autoregression with quantile-specific unit roots

von Gaglianone, Wagner Piazza
Veröffentlicht in Economic modelling (2018)

Commodity prices and global economic activity : a derived-demand approach

von Duarte Mont'Alverne, Angelo
Veröffentlicht in Energy economics (2021)

Machine learning and oil price point and density forecasting

von Costa, Alexandre Bonnet R.
Veröffentlicht in Energy economics (2021)