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Pedro L. Valls Pereira

Professor of Financial Econometrics · Sao Paulo School of Economics - FGV

https://researchid.co/pedrovalls53
@fgv.br
23Scopus Publications
1574Google Scholar Citations
22Google Scholar h-index
43Google Scholar i10-index

Research Interests

Financial Econometrics; High Dimensional Model; Forecasting; Factor Models.

Biography

Professor of Financial Econometrics at Sao Paulo School of Economics - FGV since 2008. Professor of Finance at INSPER from 2000 to 2008 Associate Professor at Statistics Departament, Universidade de São Paulo 1990 to 2000

Education

Habilitation (Livre Docente) Universidade de São Paulo (1990) PhD, Economics (Statistics) London School of Economics (1983) MSc Statistics - IMPA (1978) BSc Applied Mathematics - PUC-Rio (1974)

Recent Scopus Publications

  1. Modeling how macroeconomic Shocks Affect Regional Employment: Analyzing the Brazilian Formal Labor Market Using the Global VAR Approach
    Estudos Economicos, 2026
  2. Forecasting intraday volatility and densities using deep learning
    Quarterly Review of Economics and Finance, 2025
  3. Transmuting Unequally Spaced Data: A MIDAS Regression Touch to Forecast Real GDP Growth in Brazil
    Journal of Business Cycle Research, 2025
  4. Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables
    Economics Letters, 2025
  5. Does the Private Database Help to Explain Brazilian Inflation?
    Time Series and Wavelet Analysis Festschrift in Honor of Pedro A Morettin, 2024

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