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Gaglianone, Wagner Piazza
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1

Machine learning methods for inflation forecasting in Brazi..:

Araujo, Gustavo Silva ; Gaglianone, Wagner Piazza
Latin American Journal of Central Banking.  4 (2023)  2 - p. 100087 , 2023
Link: https://doi.org/10.1016/..
 
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2

Incentive-driven inattention:

Gaglianone, Wagner Piazza ; Giacomini, Raffaella ; Issler, João Victor.
Journal of Econometrics.  231 (2022)  1 - p. 188-212 , 2022
Link: https://doi.org/10.1016/..
 
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3

Commodity prices and global economic activity: A derived-de..:

Mont'Alverne Duarte, Angelo ; Gaglianone, Wagner Piazza ; de Carvalho Guillén, Osmani Teixeira.
Energy Economics.  96 (2021)  - p. 105120 , 2021
Link: https://doi.org/10.1016/..
 
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4

Expectations anchoring indexes for Brazil using Kalman filt..:

de Oliveira, Fernando Nascimento ; Gaglianone, Wagner Piazza
International Economics.  163 (2020)  - p. 72-91 , 2020
Link: https://doi.org/10.1016/..
 
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5

Estimating inflation persistence by quantile autoregression..:

Gaglianone, Wagner Piazza ; Guillén, Osmani Teixeira de Carvalho ; Figueiredo, Francisco Marcos Rodrigues
Economic Modelling.  73 (2018)  - p. 407-430 , 2018
Link: https://doi.org/10.1016/..
 
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6

Estimating the credibility of Brazilian monetary policy usi..:

de Freitas Val, Flávio ; Klotzle, Marcelo Cabus ; Pinto, Antonio Carlos Figueiredo.
Research in International Business and Finance.  41 (2017)  - p. 37-53 , 2017
Link: https://doi.org/10.1016/..
 
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7

Evaluation of exchange rate point and density forecasts: An..:

Gaglianone, Wagner Piazza ; Marins, Jaqueline Terra Moura
International Journal of Forecasting.  33 (2017)  3 - p. 707-728 , 2017
Link: https://doi.org/10.1016/..
 
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8

Inattention in individual expectations:

Cordeiro, Yara de Almeida Campos ; Gaglianone, Wagner Piazza ; Issler, João Victor
EconomiA.  18 (2017)  1 - p. 40-59 , 2017
Link: https://doi.org/10.1016/..
 
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9

Applying a microfounded-forecasting approach to predict Bra..:

Gaglianone, Wagner Piazza ; Issler, João Victor ; Matos, Silvia Maria
Empirical Economics.  53 (2016)  1 - p. 137-163 , 2016
Link: https://doi.org/10.1007/..
 
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10

CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST ..:

Gaglianone, Wagner Piazza ; Lima, Luiz Renato
Journal of Applied Econometrics.  29 (2013)  5 - p. 736-757 , 2013
Link: https://doi.org/10.1002/..
 
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11

Macro stress testing of credit risk focused on the tails:

Schechtman, Ricardo ; Gaglianone, Wagner Piazza
Journal of Financial Stability.  8 (2012)  3 - p. 174-192 , 2012
Link: https://doi.org/10.1016/..
 
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12

Constructing Density Forecasts from Quantile Regressions:

GAGLIANONE, WAGNER PIAZZA ; LIMA, LUIZ RENATO
Journal of Money, Credit and Banking.  44 (2012)  8 - p. 1589-1607 , 2012
Link: https://doi.org/10.1111/..
 
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13

Constructing Density Forecasts from Quantile Regressions:

GAGLIANONE, WAGNER PIAZZA ; LIMA, LUIZ RENATO
Journal of Money, Credit and Banking.  44 (2012)  8 - p. 1589-1607 , 2012
Link: https://www.jstor.org/st..
 
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14

Evaluating Value-at-Risk Models via Quantile Regression:

Gaglianone, Wagner Piazza ; Lima, Luiz Renato ; Linton, Oliver.
Journal of Business & Economic Statistics.  29 (2011)  1 - p. 150-160 , 2011
Link: https://doi.org/10.1198/..
 
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15

Evaluating Value-at-Risk Models via Quantile Regression:

Gaglianone, Wagner Piazza ; Lima, Luiz Renato ; Linton, Oliver.
Journal of Business & Economic Statistics.  29 (2011)  1 - p. 150-160 , 2011
Link: https://www.jstor.org/st..
 
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