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Wagner Piazza Gaglianone

Observed names: Gaglianone, Wagner Piazza, Piazza Gaglianone, WAGNER PIAZZA GAGLIANONE, Wagner P. Gaglianone
Observed institutions: Central Bank of Brazil, Universidade Federal da Paraíba, Fucape Business School, Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas, University of Tennessee at Knoxville
ORCID: 0000-0003-0796-2117
Observed ORCID: 0000-0003-0796-2117
OpenAlex ID: A5071062017
Evaluating Value-at-Risk Models via Quantile Regression
2010 · Wagner Piazza Gaglianone, Luiz Renato Lima, et al. · Journal of Business and Economic Statistics · 187
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Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models
2023 · Gustavo Silva Araujo, Wagner Piazza Gaglianone · Latin American Journal of Central Banking · 75
Machine learning and oil price point and density forecasting
2021 · Alexandre Bonnet R. Costa, Pedro Cavalcanti G. Ferreira, et al. · Energy Economics · 58
Constructing Density Forecasts from Quantile Regressions
2012 · WAGNER PIAZZA GAGLIANONE, LUIZ RENATO LIMA · Journal of money credit and banking · 55
Macro stress testing of credit risk focused on the tails
2011 · Ricardo Schechtman, Wagner Piazza Gaglianone · Journal of Financial Stability · 43
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Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach
2007 · Luiz Renato Lima, Wagner Piazza Gaglianone, et al. · Journal of Development Economics · 37
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
2018 · Wagner Piazza Gaglianone, Osmani Teixeira de Carvalho Guillén, et al. · Economic Modelling · 29
Incentive-driven inattention
2020 · Wagner Piazza Gaglianone, Raffaella Giacomini, et al. · Journal of Econometrics · 25
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Commodity prices and global economic activity: A derived-demand approach
2021 · Angelo Mont'Alverne Duarte, Wagner Piazza Gaglianone, et al. · Energy Economics · 24
Constructing Optimal Density Forecasts From Point Forecast Combinations
2013 · Wagner Piazza Gaglianone, Luiz Renato Lima · Journal of Applied Econometrics · 18
Evaluation of exchange rate point and density forecasts: An application to Brazil
2017 · Wagner Piazza Gaglianone, Jaqueline Terra Moura Marins · International Journal of Forecasting · 12
Applying a microfounded-forecasting approach to predict Brazilian inflation
2016 · Wagner Piazza Gaglianone, João Victor Issler, et al. · Empirical Economics · 11
Stochastic simulation of a DSGE model for Brazil
2006 · Hui Lok Sin, Wagner Piazza Gaglianone · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 11
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Financial stability in Brazil
2013 · Luiz Awazu Pereira da Silva, Adriana Soares Sales, et al. · Edward Elgar Publishing eBooks · 10
Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term
2020 · Fernando Nascimento de Oliveira, Wagner Piazza Gaglianone · International Economics · 8
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Financial stability in Brazil
2013 · Luiz Awazu Pereira da Silva, Adriana Soares Sales, et al. · Edward Elgar Publishing eBooks · 7
Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR)
2005 · Luiz Renato Lima, Raquel Menezes Bezerra Sampaio, et al. · Americanae (AECID Library) · 7
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach
2017 · Flávio de Freitas Val, Marcelo Cabus Klotzle, et al. · Research in International Business and Finance · 4
Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil
2022 · José Valentim Machado Vicente, Jaqueline Terra Moura Marins, et al. · Brazilian Review of Finance · 3
Financial Conditions Indicator for Brazil
2017 · Wagner Piazza Gaglianone, Waldyr Dutra Areosa · 3
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Financial Conditions Indicator for Brazil
2017 · Wagner Piazza Gaglianone, Waldyr Dutra Areosa · 3
Survey-based inflation expectations in Brazil
2010 · Carlos Hamilton Vasconcelos Araújo, Wagner Piazza Gaglianone · 3
Empirical Findings on Inflation Expectations in Brazil: a survey
2017 · Wagner Piazza Gaglianone · RePEc: Research Papers in Economics · 2
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model
2017 · Flávio de Freitas Val, Wagner Piazza Gaglianone, et al. · RePEc: Research Papers in Economics · 2
Local Unit Root and Inflationary Inertia in Brazil
2015 · Gaglianone, Wagner Piazza, Osmani Teixeira De Carvalho Guillén, et al. · RePEc: Research Papers in Economics · 2
Works count: 49
Citation count: 645
H-index: 11
I10-index: 14
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