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Wagner Piazza Gaglianone · Study

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Wagner Piazza Gaglianone

6 works· latest 2023· 1 institutionscluster: provisionalORCID 0000-0003-0796-2117

h-index6

i106

Citations416

Works here6

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Most cited in this library

Evaluating Value-at-Risk Models via Quantile Regression2010 · 179 citations
Constructing Density Forecasts from Quantile Regressions2012 · 58 citations
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models2023 · 54 citations
Machine learning and oil price point and density forecasting2021 · 53 citations
Macro stress testing of credit risk focused on the tails2011 · 42 citations

Works

6 shown

Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models

Latin American Journal of Central Banking·2023·2 authors·Open access

54citations

Machine learning and oil price point and density forecasting

Energy Economics·2021·6 authors·Open access

53citations

Estimating inflation persistence by quantile autoregression with quantile-specific unit roots

Economic Modelling·2018·3 authors

30citations

Constructing Density Forecasts from Quantile Regressions

Journal of money credit and banking·2012·2 authors

58citations

Macro stress testing of credit risk focused on the tails

Journal of Financial Stability·2011·2 authors·Open access

42citations

Evaluating Value-at-Risk Models via Quantile Regression

Journal of Business and Economic Statistics·2010·4 authors

179citations