Guilherme Moura
Guilherme Moura
Verified email at ufsc.br - Homepage
Title
Cited by
Cited by
Year
Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategy
J Caldeira, GV Moura
Available at SSRN 2196391, 2013
872013
Is there a Brazilian J-curve
G Moura, S Da Silva
Economics Bulletin 6 (10), 1-17, 2005
662005
Efficient likelihood evaluation of state-space representations
DN DeJong, R Liesenfeld, GV Moura, JF Richard, H Dharmarajan
Review of Economic Studies 80 (2), 538-567, 2013
472013
Dynamic factor multivariate GARCH model
AAP Santos, GV Moura
Computational Statistics & Data Analysis 76, 606-617, 2014
342014
Seleção de carteiras utilizando o modelo Fama-French-Carhart
JF Caldeira, GV Moura, AAP Santos
Revista Brasileira de Economia 67 (1), 45-65, 2013
292013
Efficient yield curve estimation and forecasting in Brazil
J Caldeira, GV Moura, M Savino Portugal
Revista Economia, January/April, 2010
282010
Determinants and dynamics of current account reversals: An empirical analysis
R Liesenfeld, G Valle Moura, JF Richard
Oxford Bulletin of Economics and Statistics 72 (4), 486-517, 2010
23*2010
Multiplicadores fiscais e investimento em infraestrutura
GV Moura
Revista Brasileira de Economia 69 (1), 75-104, 2015
222015
Adaptive forecasting of exchange rates with panel data
L Morales-Arias, GV Moura
International Journal of Forecasting 29 (3), 493-509, 2013
222013
Bond portfolio optimization: a dynamic heteroskedastic factor model approach
JF Caldeira, GV Moura, AAP Santos
Proc. XXVII Jornadas Anuales de Economıa (Montevideo, November 2012), 2012
20*2012
Predicting the yield curve using forecast combinations
JF Caldeira, GV Moura, AAP Santos
Computational Statistics & Data Analysis 100, 79-98, 2016
192016
Seleção de carteiras com modelos fatoriais heterocedásticos: aplicação para fundos de fundos multimercados
JF Caldeira, GV Moura, AAP Santos, C Tessari
RAM. Revista de Administração Mackenzie 15 (2), 127-161, 2014
162014
Combining multivariate volatility forecasts: an economic-based approach
JF Caldeira, GV Moura, FJ Nogales, AAP Santos
Journal of Financial Econometrics 15 (2), 247-285, 2017
152017
The interiorization of Brazilian violence, policing, and economic growth
GM Steeves, FC Petterini, GV Moura
EconomiA 16 (3), 359-375, 2015
132015
Measuring risk in fixed income portfolios using yield curve models
JF Caldeira, GV Moura, AAP Santos
Computational Economics 46 (1), 65-82, 2015
102015
Selection of a portfolio of pairs based on cointegration: The brazilian case
JF Caldeira, GV Moura
Federal University of Rio Grande do Sul, Federal University of Santa …, 2012
102012
Big Mac parity, income and trade
S Caetano, G Moura, S Da Silva
Economics Bulletin 6 (11), 1-8, 2004
82004
Efficient estimation of conditionally linear and Gaussian state space models
GV Moura, DE Turatti
Economics Letters 124 (3), 494-499, 2014
62014
A conditionally heteroskedastic global inflation model
L Morales‐Arias, GV Moura
Journal of Economic Studies, 2013
62013
An efficient filtering approach to likelihood approximation for state-space representations
DN DeJong, H Dharmarajan, R Liesenfeld, JF Richard
Economics Working Paper, 2007
62007
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Articles 1–20