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Author

Guilherme Vianna

2 papers indexed here

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Preprint Aug 2026

Bandwidth-Free Inference for Recursive Nonlinear Impulse Response Functions

Recursive nonlinear impulse responses require an estimated innovation law whenever the impact shock is normalized by innovation ranks and future innovations are integrated out. The closest semiparametric recursive construction in the literature estimates the relevant innovation quantile functions smoothly and discusses...

Guilherme Vianna · 0 citations
Preprint Aug 2026

Hard-Edge Determinant Fields and Second-Moment Universality for Random Matrix Ratios

We study the microscopic spectrum at the origin of ratios of independent complex Girko matrices. Under bounded-density and finite-moment assumptions, together with circular second-moment matching, we prove compact-uniform convergence of the normalized determinants to a random entire function constructed from the comple...

Guilherme Vianna · 0 citations

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