Institution: Banco Central do Brasil
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://sites.google.com/view/wagnerpg
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.34 | 0.00 | 0.00 | 2.68 |
| Last 10 Years | 0.00 | 1.34 | 1.01 | 0.00 | 4.02 |
| All Time | 0.00 | 2.51 | 3.02 | 0.00 | 8.38 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Incentive-driven inattention | Journal of Econometrics | A | 4 |
| 2021 | Machine learning and oil price point and density forecasting | Energy Economics | A | 6 |
| 2021 | Commodity prices and global economic activity: A derived-demand approach | Energy Economics | A | 4 |
| 2018 | Estimating inflation persistence by quantile autoregression with quantile-specific unit roots | Economic Modeling | C | 3 |
| 2017 | Evaluation of exchange rate point and density forecasts: An application to Brazil | International Journal of Forecasting | B | 2 |
| 2014 | CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS | Journal of Applied Econometrics | B | 2 |
| 2012 | Constructing Density Forecasts from Quantile Regressions | Journal of Money, Credit, and Banking | B | 2 |
| 2011 | Evaluating Value-at-Risk Models via Quantile Regression | Journal of Business & Economic Statistics | A | 4 |
| 2008 | Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach | Journal of Development Economics | A | 3 |