Research

Work in progress

Assessing the Impact of conventional Monetary Policy on the Capital-Labor ratio in Brazil (jointly with G. Valle Moura)

    • Short summary: motivated by the recent developments in the literature about heterogeneous effects of monetary policy, especially on the redistribution of income and wealth, in this work we used a TVP-VAR with Wishart stochastic volatility to assess if monetary policy shocks affect the functional distribution of income. This was my master thesis at UFSC and I am working (at a slow pace) on the paper version.
      Last update: June 2022.

Master Thesis (Tinbergen Institute, 2022)

Time series forecasting with local linear forests

  • Short summary: I propose to use the Local Linear Forest from Friedberg et al (2020) with the Shapley Additive Explanation method from Lundberg and Lee (2017) to obtain smooth and interpretable forecasts for macroeconomic time series.
    Last update: March, 2022.

My poster at the ESOBE 2018 meeting.

Papers published in peer-reviewed journals

Obs: my published papers below are from my "previous life" as a Statistics student. Soon enough the economic/econometric papers will come to fill up this space. :D
  • Giacomazzi, J. et al. Prevalence of ERα-397 PvuII C/T, ERα-351 XbaI A/G and PGR PROGINS polymorphisms in Brazilian breast cancer-unaffected women. Brazilian Journal of Medical and Biological Research on line, v. 45, p. 891-897, 2012. [Full text]

  • Aguiar, E. S. et al . GSTM1, GSTT1, and GSTP1 polymorphisms, breast cancer risk factors and mammographic density in women submitted to breast cancer screening. Revista Brasileira de Epidemiologia (Impresso), v. 15, p. 246-255, 2012. [Full text]

  • Belo-Reyes, Vanessa et al . Breast cancer risk estimates, body mass index and breast density in women submitted to mammographic screening in an underserved population. Cadernos Saúde Coletiva (UFRJ), v. XX, p. 367, 2012. [Full text]

  • Ewald, Ingrid P et al . Prevalence of the BRCA1 founder mutation c.5266dup in Brazilian individuals at-risk for the Hereditary Breast and Ovarian Cancer Syndrome. Hereditary Cancer in Clinical Practice (Online), v. 9, p. 12, 2011. [Full text]

  • GIACOMAZZI, J. et al. Prevalence of the STK15 F31I polymorphism and its relationship with mammographic density. Brazilian Journal of Medical and Biological Research on line, v. 44, p. 291-296, 2011. [Full text]

  • Ashton-Prolla, Patricia et al. Development and validation of a simple questionnaire for the identification of hereditary breast cancer in primary care. BMC Cancer (Online), v. 9, p. 283, 2009. [Full text]