| Evaluating value-at-risk models via quantile regression WP Gaglianone, LR Lima, O Linton, DR Smith Journal of Business & Economic Statistics 29 (1), 150-160, 2011 | 222 | 2011 |
| Constructing density forecasts from quantile regressions WP Gaglianone, LR Lima Journal of Money, Credit and Banking 44 (8), 1589-1607, 2012 | 74 | 2012 |
| Macro stress testing of credit risk focused on the tails R Schechtman, WP Gaglianone Journal of Financial Stability 8 (3), 174-192, 2012 | 73 | 2012 |
| Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach LR Lima, WP Gaglianone, RMB Sampaio Journal of Development Economics 86 (2), 313-335, 2008 | 56 | 2008 |
| Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models GS Araujo, WP Gaglianone Latin American Journal of Central Banking 4 (2), 100087, 2023 | 42 | 2023 |
| Machine learning and oil price point and density forecasting ABR Costa, PCG Ferreira, WP Gaglianone, OTC Guillén, JV Issler, Y Lin Energy Economics 102, 105494, 2021 | 37 | 2021 |
| Estimating inflation persistence by quantile autoregression with quantile-specific unit roots WP Gaglianone, OT de Carvalho Guillén, FMR Figueiredo Economic Modelling 73, 407-430, 2018 | 30 | 2018 |
| Incentive-driven inattention WP Gaglianone, R Giacomini, JV Issler, V Skreta Journal of Econometrics 231 (1), 188-212, 2022 | 28 | 2022 |
| Commodity prices and global economic activity: a derived-demand approach AMA Duarte, WP Gaglianone, OT de Carvalho Guillén, JV Issler Energy Economics 96, 105120, 2021 | 21 | 2021 |
| Constructing optimal density forecasts from point forecast combinations WP Gaglianone, LR Lima Journal of Applied Econometrics 29 (5), 736-757, 2014 | 21 | 2014 |
| Applying a microfounded-forecasting approach to predict Brazilian inflation WP Gaglianone, JV Issler, SM Matos Empirical Economics 53 (1), 137-163, 2017 | 19 | 2017 |
| Stochastic simulation of a DSGE model for Brazil HL Sin, WP Gaglianone | 15 | 2006 |
| Evaluation of exchange rate point and density forecasts: an application to Brazil WP Gaglianone, JTM Marins International Journal of Forecasting 33 (3), 707-728, 2017 | 14 | 2017 |
| Financial conditions indicator for Brazil WP Gaglianone, WD Areosa IDB Working Paper Series, 2017 | 12 | 2017 |
| Microfounded forecasting WP Gaglianone, JV Issler Ensaios Econômicos; 766, 2015 | 11 | 2015 |
| Financial stability in Brazil LA Pereira da Silva, AS Sales, W Gaglianone Edward Elgar Publishing, 2013 | 9 | 2013 |
| Survey-based inflation expectations in Brazil CHV Araujo, WP Gaglianone BIS Papers. Monetary policy and the measurement of inflation: prices, wages …, 2010 | 9 | 2010 |
| Evaluating value-at-risk models via quantile regression WP Gaglianone, LR Lima, O Linton, D Smith | 8 | 2009 |
| Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term FN de Oliveira, WP Gaglianone International Economics 163, 72-91, 2020 | 7 | 2020 |
| Empirical findings on inflation expectations in Brazil: A survey WP Gaglianone Banco Central do Brasil Working Papers 464, 2017 | 7 | 2017 |
