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Information about:
Wagner Piazza Gaglianone

Personal Details | Affiliation | Works

This is information that was supplied by Wagner Gaglianone in registering through RePEc. If you are Wagner Piazza Gaglianone , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Wagner
Middle Name: Piazza
Last Name: Gaglianone
Suffix:

RePEc Short-ID: pga306

Email:
Homepage: http://epge.fgv.br/we/WagnerGaglianone
Postal Address:
Phone:

Affiliation

(in no particular order)

Banco Central do Brasil (Central Bank of Brazil)
Location: Brasília, Brazil
Homepage: http://www.bcb.gov.br/
Email:
Phone: (061) 3414-2401
Fax: (061) 3414-2480
Postal: Caixa Postal 08670 - CEP 70074-900 - Brasília DF
Handle: RePEc:edi:bcbgvbr (registered authors at this institution)
Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE) (Foundation Institute Capixaba of Research in Accounting, Economics and Finance)
Location: Vitória, Brazil
Homepage: http://www.fucape.br/
Email:
Phone: +55 (27)4009-4444
Fax:
Postal: Av. Fernando Ferrari, 1358, Goiabeiras, Vitória / ES, CEP 29075-010
Handle: RePEc:edi:fucapbr (registered authors at this institution)

Works

Working papers

Wagner Piazza Gaglianone & João Victor Issler, 2009. "An Econometric Cntribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department. [Downloadable!]
Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department. [Downloadable!]
Other versions:
- Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," Economics Working Papers (Ensaios Economicos da EPGE) 679, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008. "Evaluating Asset Pricing Models in a Fama-French Framework," Working Papers Series 175, Central Bank of Brazil, Research Department. [Downloadable!]
Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," Economics Working Papers (Ensaios Economicos da EPGE) 631, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Published as:
- Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B., 2008. "Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach," Journal of Development Economics, Elsevier, vol. 86(2), pages 313-335, June. [Downloadable!] (restricted)
Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2005. "Limite de Endividamento e Sustentabilidade Fiscal no Brasil: Uma abordagem via modelo Quantílico Auto-Regressivo (QAR)," Economics Working Papers (Ensaios Economicos da EPGE) 602, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

Articles

Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B., 2008. "Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach," Journal of Development Economics, Elsevier, vol. 86(2), pages 313-335, June. [Downloadable!] (restricted)
Other versions:
- Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," Economics Working Papers (Ensaios Economicos da EPGE) 631, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (3) 2008-03-25 2008-10-07 2009-02-07 Author is listed
NEP-FMK: Financial Markets (1) 2009-01-03
NEP-LAM: Central & South America (2) 2005-10-15 2006-12-01 Author is listed
NEP-MAC: Macroeconomics (1) 2005-10-15
NEP-OPM: Open MacroEconomics (1) 2009-02-07
NEP-PBE: Public Economics (1) 2006-12-01
NEP-RMG: Risk Management (2) 2008-03-25 2008-10-07 Author is listed

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This page was last updated on 2009-10-30.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.