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Douglas Eduardo Turatti

20142019
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Research Output 2014 2019

  • 3 Journal article
  • 1 Ph.D. thesis
2019
2 Citations (Scopus)

Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization

Turatti, D. E., Mendes, F. H. D. P. E. S. & Caldeira, J. F., 31 Jul 2019, (Accepted/In press) In : Finance Research Letters.

Research output: Contribution to journalJournal articleResearchpeer-review

2015

Monetary policy surprises and jumps in interest rates: evidence from Brazil

Meurer, R., Santos, A. A. P. & Turatti, D. E., 12 Oct 2015, In : Journal of Economic Studies. 42, 5, p. 893-907 15 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Interest rates
Brazil
Monetary policy
Surprise
Jump
2014
2 Citations (Scopus)

Efficient estimation of conditionally linear and Gaussian state space models

Moura, G. V. & Turatti, D. E., 3 Sep 2014, In : Economics Letters. 124, 3, p. 494-499 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

State-space model
Efficient estimation
Inflation forecasts
Approximation
Simulated maximum likelihood