Werley da Costa Cordeiro

Data Analyst Itaú-Unibanco Cash Management and Open Finance Pca Alfredo Egydio Souza Aranha, 100 São Paulo - SP - Brazil

Short Bio

Werley Cordeiro is a Data Analyst at Itaú-Unibanco since 2022. He holds a Ph.D. in Economics (UFSC, Brazil, 2023).

Work in Progress

Forecasting the yield curve:the role of time-varying decay parameters, conditional heteroscedasticity, and macro factors.
R&R Journal of Time Series Analysis . with Esther Ruiz Ortega, João F. Caldeira, and André A. P. Santos

Decomposition Of The Nominal And Real Yield Curve, Term Premium Dynamics, And Inflation Forecast In Brazil. with João F. Caldeira

Forecasting the Yield Curves Using Macroeconomics Expectations and Time-Varying Volatility. with João F. Caldeira and Guilherme V. Moura

Direction-of-Change Yield Curves Forecasts with DNS Model and Time-Varying Volatility. with João F. Caldeira and André A.P. Santos

How can financial stress impact the fiscal and monetary policies in Brazil. with Roberta Wichmann and João F. Caldeira