Search Results - Moura, Guilherme V

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  1. 1
    Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection

    Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection by Moura, Guilherme V., Santos, André A.P., Ruiz, Esther

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  2. 2
    Bond portfolio optimization using dynamic factor models

    Bond portfolio optimization using dynamic factor models by Caldeira, João F., Moura, Guilherme V., Santos, André A.P.

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  3. 3
    The interiorization of Brazilian violence, policing, and economic growth

    The interiorization of Brazilian violence, policing, and economic growth by Steeves, Geoffrey M, Petterini, Francis Carlo, Moura, Guilherme V

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  4. 4
    Maximum likelihood estimation of a TVP-VAR

    Maximum likelihood estimation of a TVP-VAR by Moura, Guilherme V., Noriller, Mateus R.

    Published in Economics letters
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  5. 5
    Portfolio management using realized covariances: Evidence from Brazil

    Portfolio management using realized covariances: Evidence from Brazil by Caldeira, João F, Moura, Guilherme V, Perlin, Marcelo S, Santos, André A.P

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  6. 6
    Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence

    Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence by Caldeira, João F, Moura, Guilherme V, Santos, André A. P, Tourrucôo, Fabricio

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  7. 7
    Adaptive forecasting of exchange rates with panel data

    Adaptive forecasting of exchange rates with panel data by Morales-Arias, Leonardo, Moura, Guilherme V.

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  8. 8
    Dynamic factor multivariate GARCH model

    Dynamic factor multivariate GARCH model by Santos, André A.P., Moura, Guilherme V.

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  9. 9
    Efficient estimation of conditionally linear and Gaussian state space models

    Efficient estimation of conditionally linear and Gaussian state space models by Moura, Guilherme V., Turatti, Douglas Eduardo

    Published in Economics letters
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  10. 10
    Efficient Likelihood Evaluation of State-Space Representations

    Efficient Likelihood Evaluation of State-Space Representations by DeJONG, DAVID N., LIESENFELD, ROMAN, MOURA, GUILHERME V., RICHARD, JEAN-FRANÇOIS, DHARMARAJAN, HARIHARAN

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  11. 11
    Multiplicadores Fiscais e Investimento em Infraestrutura

    Multiplicadores Fiscais e Investimento em Infraestrutura by Moura, Guilherme V.

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  12. 12
    Combining Multivariate Volatility Forecasts: An Economic-Based Approach

    Combining Multivariate Volatility Forecasts: An Economic-Based Approach by Caldeira, João F., Moura, Guilherme V., Nogales, Francisco J., Santos, André A. P.

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  13. 13
    Yield curve forecast combinations based on bond portfolio performance

    Yield curve forecast combinations based on bond portfolio performance by Caldeira, João F., Moura, Guilherme V., Santos, André A. P.

    Published in Journal of forecasting
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  14. 14
    A conditionally heteroskedastic global inflation model

    A conditionally heteroskedastic global inflation model by Morales-Arias, Leonardo, Moura, Guilherme V.

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  15. 15
    Measuring Risk in Fixed Income Portfolios using Yield Curve Models

    Measuring Risk in Fixed Income Portfolios using Yield Curve Models by Caldeira, João F., Moura, Guilherme V., Santos, André A. P.

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  16. 16
    The Phillips curve and information rigidity in Brazil

    The Phillips curve and information rigidity in Brazil by Caetano, Sidney M, Moura, Guilherme V

    Published in Economia aplicada
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  17. 17
    Predicting the yield curve using forecast combinations

    Predicting the yield curve using forecast combinations by Caldeira, João F., Moura, Guilherme V., Santos, André A.P.

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  18. 18
    Tax Multipliers and Infrastructure Investment

    Tax Multipliers and Infrastructure Investment by MOURA, Guilherme V

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  19. 19
    Tax and investment multipliers in infrastructure

    Tax and investment multipliers in infrastructure by Moura, Guilherme V

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  20. 20
    Previsões macroeconômicas baseadas em modelos TVP-VAR: evidências para o Brasil

    Previsões macroeconômicas baseadas em modelos TVP-VAR: evidências para o Brasil by Caldeira, João F., Moura, Guilherme V., Santos, André A. P.

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