Browsen in EconStor gesamt nach Autor:innen Moura, Guilherme V.
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Erscheinungsjahr | Titel | Autor:innen |
2007 | Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation | Moura, Guilherme V.; Richard, Jean-François; Liesenfeld, Roman |
2009 | Determinants and dynamics of current account reversals: an empirical analysis | Liesenfeld, Roman; Moura, Guilherme V.; Richard, Jean-François |
2009 | Efficient likelihood evaluation of state-space representations | DeJong, David Neil; Dharmarajan, Hariharan; Liesenfeld, Roman; Moura, Guilherme V.; Richard, Jean-François |
2010 | A conditionally heteroskedastic global inflation model | Morales-Arias, Leonardo; Moura, Guilherme V. |
2015 | The interiorization of Brazilian violence, policing, and economic growth | Steeves, Geoffrey M.; Petterini, Francis Carlo; Moura, Guilherme V. |
2016 | Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence | Caldeira, João F.; Moura, Guilherme V.; Santos, André A. P.; Tourrucôo, Fabricio |
2017 | Portfolio management using realized covariances: Evidence from Brazil | Caldeira, João F.; Moura, Guilherme V.; Perlin, Marcelo S.; Santos, André A.P. |