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 * '''"Impacts of the monetary policy committee decisions on the foreign exchange rate in Brazil"''', with J. Marins and J. Vicente

Wagner Piazza Gaglianone

foto_maio2018_red6.jpg

Education

  • Ph.D. in Economics [2007] Graduate School of Economics (EPGE), Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil.

    • Thesis Advisor: Prof. João Victor Issler , Co-advisor: Prof. Luiz Renato Lima

      Title: "Essays on Macroeconometrics and Finance"

  • Visiting Research Student [2006/2007] Department of Economics - The London School of Economics (LSE), London, United Kingdom.

    • Advisor: Prof. Oliver Linton
  • Master in Economics [2004] Graduate School of Economics (EPGE), Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil.

    • Advisor: Prof. João Victor Issler

      Dissertation: "Current Account and Capital Mobility Hypothesis: evidence from the G-7"

  • Bachelor in Civil Engineering [1996] Graduate School of Engineering - Federal University of Rio de Janeiro (UFRJ), Rio de Janeiro, Brazil.

    • Advisor: Prof. Humberto Lima Soriano

      Field of specialization: Structural Engineering

Research Interests

  • Time Series Econometrics, Applied Macroeconomics, Empirical Finance, Forecasting, Machine Learning

Languages

  • Portuguese (native), English and Italian

Main Computer Skills

  • Python, R, Ox, Pascal, Eviews, Stata, Matlab

Papers in Refereed Journals

Book Chapters

Work in Progress

  • "Impacts of the monetary policy committee decisions on the foreign exchange rate in Brazil", with J. Marins and J. Vicente

  • "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models", with G. Araujo

  • "A new financial conditions indicator for Brazil using daily data", with F. Oliveira

  • "Anchoring long-term VAR forecasts based on survey data and state-space models", with M. Areosa

  • "Exchange rate dynamics under low-interest rate regime: A cross-country mixed-effect analysis", with J. Marins and J. Vicente

Working Papers

Curriculum Vitae


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WagnerGaglianone (last edited 2021-04-13 17:29:56 by WagnerGaglianone)