Concepedia

Wagner Piazza Gaglianone

WP

11

Publications

425

Citations

10

H-Index

2006

Active since

Affiliations

Central Bank of Brazil(Current)

Fundação Getulio Vargas

University of Tennessee at Knoxville

Wagner Piazza Gaglianone is an author at Central Bank of Brazil specializing in business, economics, and finance.

ORCID

Top concepts

Publications per year

2006–2023

11

Publications

11

Evaluating Value-at-Risk Models via Quantile Regression

Wagner Piazza Gaglianone, Luiz Renato Lima, Oliver Linton et al. · Journal of Business and Economic Statistics · 2010 · 176 citations

Constructing Density Forecasts from Quantile Regressions

Wagner Piazza Gaglianone, Luiz Renato Lima · Journal of money credit and banking · 2012 · 55 citations

, , +19

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

Gustavo Silva Araújo, Wagner Piazza Gaglianone · Latin American Journal of Central Banking · 2023 · 45 citations · Full text

Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach

Luiz Renato Lima, Wagner Piazza Gaglianone, Raquel Menezes Bezerra Sampaio · Journal of Development Economics · 2007 · 36 citations

, , +10

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

Wagner Piazza Gaglianone, Osmani Teixeira de Carvalho Guillén, Francisco Marcos Rodrigues Figueiredo · Economic Modelling · 2018 · 30 citations

, , +9

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