← All authors Guilherme V. Moura Universidade Federal de Santa Catarina (from arXiv:2604.27035, 2026) · ORCID · OpenAlex
35 papers in scope · 34 published · 2 on the econ.EM arXiv · 353 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Pedro H. C. Sant’Anna John Gardner Jonathan Roth Brantly Callaway Alyssa Bilinski John Poe Clément de Chaisemartin Sarah Abraham Xavier Jaravel Kirill Borusyak Xavier D’Haultfœuille Jann Spiess Liyang Sun Guido W. Imbens Susan Athey Dmitry Arkhangelsky Carolina Caetano Victor Chernozhukov Dor Leventer Peter Hull Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 35)
working paper 2026 · arXiv
Persistência e Volatilidade do Gap da Inflação
published 2022 · Estudos Econômicos (São Paulo)
with Sidney Martins Caetano, Nelson da Silva
Monetary Policy Experiments in an Agent-Based Macroeconomic Model
published 2021 · OALib · 1 citations
with Elder Mauricio Silva, Sérgio Da Silva
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection
published 2020 · Journal of Banking & Finance · 27 citations
Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle
published 2019 · Economics bulletin · 2 citations
with Fernando Henrique P.S. Mendes, João Frois Caldeira
no link
published 2019 · Econometrics and Statistics
Maximum likelihood estimation of a TVP-VAR
published 2018 · Economics Letters · 11 citations
with Mateus R. Noriller
Yield curve forecast combinations based on bond portfolio performance
published 2017 · Journal of Forecasting · 5 citations
with João F. Caldeira, André Alves Portela Santos
Portfolio management using realized covariances: Evidence from Brazil
published 2017 · EconomiA · 11 citations
with João F. Caldeira, Marcelo Perlin, André Alves Portela Santos
Combining Multivariate Volatility Forecasts: An Economic-Based Approach
published 2016 · Journal of Financial Econometrics · 18 citations · first circulated 2015
with João F. Caldeira, Francisco J. Nogales, André Alves Portela Santos
Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence
published 2016 · Brazilian Review of Econometrics · 3 citations
with Fernando Henrique de Paula e Silva Mendes, João F. Caldeira
Forecasting the yield curve with the arbitrage-free dynamic Nelson–Siegel model: Brazilian evidence
published 2016 · EconomiA · 10 citations
with João F. Caldeira, André Alves Portela Santos, Fabrício Tourrucôo
Bond portfolio optimization using dynamic factor models
published 2016 · Journal of Empirical Finance · 22 citations
with João F. Caldeira, André Alves Portela Santos
Rebalanceamento Endógeno para Portfólios de Variância Mínima
published 2015 · Brazilian Review of Finance
Multiplicadores Fiscais e Investimento em Infraestrutura
published 2015 · Revista Brasileira de Economia · 25 citations
Previsões macroeconômicas baseadas em modelos TVP-VAR: evidências para o Brasil
published 2015 · Revista Brasileira de Economia · 2 citations
with João F. Caldeira, André Alves Portela Santos
Efficient estimation of conditionally linear and Gaussian state space models
published 2014 · Economics Letters · 9 citations
with Douglas Eduardo Turatti
Predicting the yield curve using forecast combinations
published 2014 · Computational Statistics & Data Analysis · 22 citations · first circulated 2013
with João F. Caldeira, André Alves Portela Santos
Measuring Risk in Fixed Income Portfolios using Yield Curve Models
published 2014 · Computational Economics · 10 citations · first circulated 2013
with João F. Caldeira, André Alves Portela Santos
Seleção de carteiras com modelos fatoriais heterocedásticos: aplicação para fundos de fundos multimercados
published 2014 · RAM. Revista de Administração Mackenzie · 4 citations
with João F. Caldeira, André Alves Portela Santos, Cristina Tessari
Seleção De Carteiras Utilizando O Modelofama-French-Carhart
published 2014 · Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] · 1 citations
with João F. Caldeira, André Alves Portela Santos
no link
A conditionally heteroskedastic global inflation model
published 2013 · Journal of Economic Studies · 9 citations · first circulated 2010
with Leonardo Morales-Arias
Adaptive forecasting of exchange rates with panel data
published 2013 · International Journal of Forecasting · 30 citations
with Leonardo Morales-Arias
Seleção de carteiras utilizando o modelo Fama-French-Carhart
published 2013 · Revista Brasileira de Economia · 10 citations
with João F. Caldeira, André Alves Portela Santos
Efficient Likelihood Evaluation of State-Space Representations
published 2012 · The Review of Economic Studies · 43 citations
Heteroskedastic Dynamic Factor Models: A Monte Carlo Study
published 2012 · Economics bulletin
with Gijsbert Suren
no link
Dynamic factor multivariate GARCH model
published 2012 · Computational Statistics & Data Analysis · 37 citations
with André Alves Portela Santos
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
published 2012 · Economics bulletin · 4 citations
with João F. Caldeira, André Alves Portela Santos
no link
Otimização de carteiras de títulos públicos
published 2012 · Advances in Scientific and Applied Accounting
with João F. Caldeira, André Alves Portela Santos
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis
published 2010 · Oxford Bulletin of Economics and Statistics · 14 citations · first circulated 2009
O vencimento da dívida pública cambial influencia a taxa de câmbio? Um estudo econométrico para o brasil no período 2003-2004
published 2007 · Economia Aplicada · 1 citations
with Roberto Meurer, Mauricio Nunes
Travel Hysteresis in the US Current Account After the Mid-1980s
published 2005 · Economics bulletin · 3 citations
with Roberto Meurer, Sérgio Da Silva
no link
Travel Hysteresis in the Brazilian Current Account
published 2005 · Economics bulletin · 1 citations
with Roberto Meurer, Sérgio Da Silva
no link
Is There a Brazilian J-Curve?
published 2005 · Economics bulletin · 13 citations
with Sérgio Da Silva
no link
Big Mac Parity, Income, and Trade
published 2004 · Economics bulletin · 5 citations
with Sérgio Da Silva, Sidney Martins Caetano
no link
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