| x |
Journal |
| 2026 |
Decomposing nominal and real yield curves and inflation forecasting: Evidence from Brazil. Economics Letters. With João F. Caldeira |
| 2025 |
Forecasting the Brazilian yield curve using macroeconomics expectations and time-varying volatility. The Quarterly Review of Economics and Finance. With João F. Caldeira and Guilherme Moura |
| 2024 |
How can financial stress impact the fiscal and monetary policies: a threshold VAR analysis for the Brazilian economy. 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. |
| x |
Working papers |
|
Direction-of-Change Yield Curves Forecasts with DNS model and time-varying volatility |
| x |
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 |
| x |
Conferences and Seminars |
| 2025/Jul |
XXV Meetings of the Brazilian Finance Society, São Paulo. Program |
| 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. |
| x |
*Presented by coauthor |
| x |
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 |