Werley da Costa Cordeiro
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Economist |
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Short Bio
Werley Cordeiro has been an Economist at Sicredi Asset Management since August 2024. Previously, he worked as a Data Analyst at Itaú from 2022 to 2024. In early 2022, he completed a four-month PhD summer internship in the Data Science team at Itaú Asset Management. Werley holds a PhD in Economics from the Federal University of Santa Catarina, Brazil (2023).
Selected Publication
Forecasting the yield curve: the role of time-varying decay parameters, conditional heteroscedasticity, and macro factors. Journal of Time Series Analysis. With Esther Ruiz Ortega, João F. Caldeira, and André A. P. Santos.
Decomposing Nominal and Real Yield Curves: Term Premium Dynamics and Inflation Forecasts in Brazil. Working paper. With João F. Caldeira.