Access Statistics for Márcio Laurini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 1 2 63 0 1 6 148
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 0 43 0 0 4 50
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 1 2 171
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 1 1 182
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 2 157 0 0 5 432
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 274 0 0 1 508
Generalized Tests of Investment Fund Performance 0 0 0 78 0 0 0 271
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 0 0 0 371
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 2 12 0 0 5 49
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 4 66
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 0 0 3 128
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 2 124 0 0 4 284
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 1 43 0 0 2 90
Poverty Elasticity- a New Empirical Approach 0 0 0 18 0 0 1 74
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 2 66 0 0 4 253
Total Working Papers 0 1 11 1,141 0 3 42 3,077
26 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Econometric Model for Inflationary Inertia In Brazil 0 0 1 23 0 0 1 51
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 0 1 37
A common jump factor stochastic volatility model 0 0 0 19 0 0 1 89
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 0 0 0 64
A macro-finance term structure model with multivariate stochastic volatility 1 1 4 26 3 3 9 109
A noisy principal component analysis for forward rate curves 0 2 4 21 0 2 4 81
A note on the use of quantile regression in beta convergence analysis 0 0 0 50 0 1 4 176
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 12 1 2 9 74
A spatio‐temporal approach to estimate patterns of climate change 0 0 0 5 0 0 2 15
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 0 25 0 0 0 105
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 0 0 0 201
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 1 3 9 2 3 6 49
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 1 0 0 4 4
Bayesian extensions to Diebold-Li term structure model 0 3 8 75 1 7 16 214
Bayesian spatio-temporal modeling of real estate launch prices 1 1 7 12 1 1 16 28
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 0 0 86
Brazilian stock market bubble in the 2010s 0 0 0 9 0 1 3 26
Conditional stochastic kernel estimation by nonparametric methods 0 0 1 127 0 0 2 355
Constrained smoothing B-splines for the term structure of interest rates 0 0 0 68 0 0 2 231
Convergence clubs among Brazilian municipalities 1 1 1 74 1 1 3 290
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 0 1 8
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 1 1 0 0 2 9
Dynamic functional data analysis with non-parametric state space models 0 0 0 15 0 0 0 57
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 0 66 1 1 2 257
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 1 2 3 0 4 7 8
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 1 192 0 1 4 578
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 0 0 0 1 2 3
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 1 1 2 14 1 1 5 40
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 1 1 3
Generalized Tests of Investment Fund Performance 0 0 0 2 0 0 2 23
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 1 4 0 0 3 30
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 2 0 0 3 11
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 0 0 1 282
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 0 0 2 39
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 0 3 4 4 0 4 8 8
Is Bitcoin a bubble? 0 4 5 93 0 5 18 386
List of Reviewers - 2015 0 0 0 5 0 0 0 39
Lista de Avaliadores - 2014 0 0 0 0 0 0 0 18
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 0 0 1 21
Lottery stocks in Brazil: investigating risk premium and investor behavior 1 1 2 2 1 1 6 6
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 1 2 0 0 3 12
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 0 3 86
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 0 1 23
Nonlinear dependence in cryptocurrency markets 0 1 2 16 0 2 6 67
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 0 1 2 29
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 0 0 0 0 0 4 4 4
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 0 0 0 13
Spillovers and jumps in global markets: A comparative analysis 0 0 0 0 0 0 3 8
The impact of co-jumps in the oil sector 0 0 0 5 0 0 1 28
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 0 5 0 0 0 33
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 1 53 0 0 3 150
Time-varying higher moments in Bitcoin 0 1 3 3 0 1 3 7
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 0 1 2 37
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 0 0 0 26
Volatility and return jumps in bitcoin 0 4 6 76 1 10 19 260
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 0 3 5 1 5 15 27
Total Journal Articles 5 25 66 1,344 14 64 216 4,921

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Statistics updated 2025-07-04