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 * Duarte, Gaglianone, Guillén and Issler (2019). '''"Commodity Prices and Global Economic Activity: A Derived-Demand Approach"'''. ''Available soon''.

Wagner Piazza Gaglianone

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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" (presentation.pdf)

  • 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

  • Machine Learning, Time Series Econometrics, Forecasting and Applied Macroeconomics

Languages

  • Portuguese (native), English and Italian

Main Computer Skills

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

Papers in Refereed Journals

Book Chapters

  • Pereira da Silva, Sales and Gaglianone (2013). "Financial Stability in Brazil", In: Stability of The Financial System - Illusion or Feasible Concept?, Ed. Dombret, Andreas and Lucius, Otto, p. 64-126, Edward Elgar Publishing.

  • Araújo and Gaglianone (2010). "Survey-based Inflation Expectations in Brazil", In: Monetary Policy and the Measurement of Inflation: Prices, Wages and Expectations, Ed. Cecchetti, Stephen, vol. 49, p. 107-114, Bank for International Settlements.

Work in Progress

  • Araujo and Gaglianone (2019). "Machine Learning methods for Inflation Forecasting in Brazil: New Contenders versus Classical Models". Available soon.

  • Areosa and Gaglianone (2019). "Anchoring Long-term VAR Forecasts based on Survey Data and State-Space Models". Available soon.

  • Duarte, Gaglianone, Guillén and Issler (2019). "Commodity Prices and Global Economic Activity: A Derived-Demand Approach". Available soon.

Working Papers

Curriculum Vitae


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WagnerGaglianone (last edited 2019-11-01 07:51:21 by WagnerGaglianone)