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Jaqueson Kingeski Galimberti

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

Personal Details

First Name: Jaqueson
Middle Name: Kingeski
Last Name: Galimberti
Suffix:

RePEc Short-ID: pga316

Email:
Homepage: http://sites.google.com/site/jkgeconoeng/
Postal Address:
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Affiliation

(45%) Economics
University of Manchester
Location: Manchester, United Kingdom
Homepage: http://www.socialsciences.manchester.ac.uk/disciplines/economics/
Email:
Phone: (0)161 275 4868
Fax: (0)161 275 4812
Postal: Manchester M13 9PL
Handle: RePEc:edi:semanuk (more details at EDIRC)
(45%) Centre for Growth and Business Cycle Research
Economics
University of Manchester
Location: Manchester, United Kingdom
Homepage: http://www.ses.man.ac.uk/cgbcr/
Email:
Phone: (0)161 275 4868
Fax: (0)161 275 4812
Postal: Manchester M13 9PL
Handle: RePEc:edi:cgmanuk (more details at EDIRC)
(10%) Centro Sócio-Econômico
Universidade Federal de Santa Catarina
Location: Florianópolis, Brazil
Homepage: http://www.cse.ufsc.br/
Email:
Phone: (048) 231-9560
Fax: (048) 231-9585
Postal: Campus Universitário s/n. - Trindade, Trindade, CP 476, CEP: 88010-970 Florianópolis - SC
Handle: RePEc:edi:csufsbr (more details at EDIRC)

Works

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Working papers

  1. Michele Berardi & Jaqueson K. Galimberti, 2012. "On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm," Centre for Growth and Business Cycle Research Discussion Paper Series 177, Economics, The Univeristy of Manchester.
  2. Michele Berardi & Jaqueson K. Galimberti, 2012. "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Centre for Growth and Business Cycle Research Discussion Paper Series 170, Economics, The Univeristy of Manchester.
  3. Galimberti, Jaqueson K., 2012. "A tutorial note on the properties of ARIMA optimal forecasts," MPRA Paper 40303, University Library of Munich, Germany, revised 27 Jul 2012.
  4. Michele Berardi & Jaqueson K. Galimberti, 2012. "On the initialization of adaptive learning algorithms: A review of methods and a new smoothing-based routine," Centre for Growth and Business Cycle Research Discussion Paper Series 175, Economics, The Univeristy of Manchester.
  5. Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The Univeristy of Manchester.
  6. Suhadolnik, Nicolas & Galimberti, Jaqueson & Da Silva, Sergio, 2010. "Robot traders can prevent extreme events in complex stock markets," MPRA Paper 23923, University Library of Munich, Germany.
  7. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Ibmec Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Galimberti, Jaqueson K., 2009. "Conditioned Export-Led Growth Hypothesis: A Panel Threshold Regressions Approach," MPRA Paper 13417, University Library of Munich, Germany.
  9. Galimberti, Jaqueson Kingeski & Cupertino, César Medeiros, 2009. "Explaining earnings persistence: a threshold autoregressive panel unit root approach," MPRA Paper 14237, University Library of Munich, Germany.

Articles

  1. Galimberti, Jaqueson K. & Moura, Marcelo L., 2013. "Taylor rules and exchange rate predictability in emerging economies," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1008-1031.
  2. Berardi, Michele & Galimberti, Jaqueson K., 2013. "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Economics Letters, Elsevier, vol. 118(1), pages 139-142.
  3. Jaqueson K. Galimberti & Sergio da Silva, 2012. "An empirical case against the use of genetic-based learning classifier systems as forecasting devices," Economics Bulletin, AccessEcon, vol. 32(1), pages 354-369.
  4. Suhadolnik, Nicolas & Galimberti, Jaqueson & Da Silva, Sergio, 2010. "Robot traders can prevent extreme events in complex stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5182-5192.
  5. Jaqueson K. Galimberti, 2009. "A proxy-variable search procedure," Economics Bulletin, AccessEcon, vol. 29(4), pages 2531-2541.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2009-03-28
  2. NEP-CBA: Central Banking (1) 2011-09-16
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2012-11-17
  4. NEP-CMP: Computational Economics (1) 2012-10-20
  5. NEP-DEV: Development (1) 2009-02-22
  6. NEP-ECM: Econometrics (1) 2011-09-16
  7. NEP-ETS: Econometric Time Series (1) 2012-08-23
  8. NEP-FDG: Financial Development & Growth (1) 2009-02-22
  9. NEP-FOR: Forecasting (3) 2011-09-16 2012-08-23 2012-11-17. Author is listed
  10. NEP-LAB: Labour Economics (1) 2009-03-28
  11. NEP-RMG: Risk Management (1) 2010-07-24
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2012-11-17

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