x x
x 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.
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
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