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Journal |
2024 |
How can financial stress impact the fiscal and monetary policies: a threshold VAR analysis for the Brazilian economy. R & R, Econometrics. With Roberta Wichmann and João F. Caldeira |
2024 |
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. |
2021 |
Marriage, quarrels, and lovemaking - Studies in Microeconomics. With Sérgio da Silva. |
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Technical Publications |
2021 |
Dynamic-Nelson-Siegel-Svensson-Kalman-Filter: Fitting and Forecasting Yield Curves - The Python Package Index - PYPI. Github |
2021 |
GBcurves: Yield Curves of Brazil, China, and Russia - The Comprehensive R Archive Network - CRAN. Github |
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Conferences and Seminars |
2024/Oct |
*2nd International Workshop on Macro-Finance and Financial Econometrics, Brasilia. |
2024/Jun |
*16th Annual SoFiE Meeting, Rio de Janeiro. |
2023/Dec |
*17th International Conference on Computational and Financial Econometrics, Berlin - Germany. |
2023/Dec |
*45th Meeting of the Brazilian Econometric Society, Rio de Janeiro. Program |
2023/Dec |
*51º Encontro Nacional de Economia, Rio de Janeiro. Program |
2023/Oct |
*Occasional Econometrics Seminars - Bayes Business School, London - England, UK. |
2023/Jul |
*XX ESTE - Escola de Séries Temporais e Econometria, Florianópolis. Program |
2023/Jul |
XXIII Meetings of the Brazilian Finance Society, São Paulo. Program |
2022/Dec |
50º Encontro Nacional de Economia, Fortaleza. Program |
2022/Dec |
44th Meeting of the Brazilian Econometric Society, Fortaleza. Program |
2022/Jul |
XXII Meetings of the Brazilian Finance Society, Vitória. Program |
2021/Nov |
XXIV Encontro de Economia da Região Sul – Anpec Sul, Virtual. Program |
2021/Jul |
XXI Meetings of the Brazilian Finance Society, Virtual. Program |
2019/Dec |
41st Meetings of the Brazilian Econometric Society, São Paulo. Program |
2019/Oct |
4th International Workshop in Financial Econometrics, Maceió. Program |
2019/Jul |
XIX Meetings of the Brazilian Finance Society, Rio de Janeiro. Program |
2015/Oct |
XXVII Undergraduate Research Meeting, Porto Alegre. |
2014/Oct |
XXVI Undergraduate Research Meeting, Porto Alegre. |
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*Presented by coauthor |
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Talks |
2024/May |
Finance Hub Seminars - Duration-Based Valuation of Corporate Bonds, São Paulo. Presentation |
2021/Nov |
XXIV Encontro de Economia da Região Sul - Mesa de Conjuntura (discentes da Anpec-Sul), Virtual. Program |