Guilherme Moura
Guilherme Moura
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Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategy
J Caldeira, GV Moura
Available at SSRN 2196391, 2013
Is there a Brazilian J-curve
G Moura, S Da Silva
Economics Bulletin 6 (10), 1-17, 2005
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
Dynamic factor multivariate GARCH model
AAP Santos, GV Moura
Computational Statistics & Data Analysis 76, 606-617, 2014
Seleção de carteiras utilizando o modelo Fama-French-Carhart
JF Caldeira, GV Moura, AAP Santos
Revista Brasileira de Economia 67 (1), 45-65, 2013
Efficient yield curve estimation and forecasting in Brazil
J Caldeira, GV Moura, M Savino Portugal
Revista Economia, January/April, 2010
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
Multiplicadores fiscais e investimento em infraestrutura
GV Moura
Revista Brasileira de Economia 69 (1), 75-104, 2015
Adaptive forecasting of exchange rates with panel data
L Morales-Arias, GV Moura
International Journal of Forecasting 29 (3), 493-509, 2013
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
Predicting the yield curve using forecast combinations
JF Caldeira, GV Moura, AAP Santos
Computational Statistics & Data Analysis 100, 79-98, 2016
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
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
The interiorization of Brazilian violence, policing, and economic growth
GM Steeves, FC Petterini, GV Moura
EconomiA 16 (3), 359-375, 2015
Measuring risk in fixed income portfolios using yield curve models
JF Caldeira, GV Moura, AAP Santos
Computational Economics 46 (1), 65-82, 2015
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
Big Mac parity, income and trade
S Caetano, G Moura, S Da Silva
Economics Bulletin 6 (11), 1-8, 2004
Efficient estimation of conditionally linear and Gaussian state space models
GV Moura, DE Turatti
Economics Letters 124 (3), 494-499, 2014
A conditionally heteroskedastic global inflation model
L Morales‐Arias, GV Moura
Journal of Economic Studies, 2013
An efficient filtering approach to likelihood approximation for state-space representations
DN DeJong, H Dharmarajan, R Liesenfeld, JF Richard
Economics Working Paper, 2007
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