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 0 1 62 1 2 5 147
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 0 43 0 0 5 50
A note on the use of quantile regression in beta convergence analysis 0 0 0 87 0 0 2 222
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 21 0 1 1 64
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 0 1 170
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 0 0 181
Bayesian extensions to diebold-li term structure model 1 1 2 219 1 2 4 575
Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica 0 1 1 88 0 2 2 272
Conditional Stochastic Kernel Estimation by Nonparametric Methods 0 0 1 76 0 0 1 166
Constrained Smoothing Splines for the Term Structure of Interest Rates 0 0 0 61 1 3 3 230
Convergence Clubs Among Brazilian Municipalities 0 0 0 131 0 1 1 291
Dynamic Functional Data Analysis with Nonparametric State Space Models 1 1 2 157 1 3 6 432
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 51 0 0 0 128
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 45 2 4 5 145
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados 0 0 0 21 0 0 1 90
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 132 0 0 1 280
Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li 0 0 0 1,050 0 0 0 1,383
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 274 1 1 2 508
Funções de Cópula na Precificação de Opções 0 0 2 213 0 0 2 103
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 41 0 1 1 152
Generalized Tests of Investment Fund Performance 0 0 0 78 0 0 0 271
Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines 0 0 1 135 0 0 3 403
Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) 0 0 0 32 0 0 1 215
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 0 0 1 371
Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores 1 1 4 36 2 2 5 86
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 25 0 0 1 78
Long Memory int the R$/US$ Exchange Rate: A Robust Analysis 0 0 0 200 1 1 1 755
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 2 12 1 2 5 49
Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate 0 0 0 163 0 0 1 394
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 84 0 0 0 278
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 7 0 1 2 62
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 14 0 1 1 74
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 3 3 65
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 0 2 4 128
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 2 124 0 0 8 284
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 1 1 43 0 1 2 90
Poverty Elasticity- a New Empirical Approach 0 0 0 18 1 1 2 74
Some Comments on a Macro-Finance Model with Stochastic Volatility 1 1 2 66 2 2 4 253
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 55 2 2 3 88
Testing Convergence Across Municipalities in Brazil Using Quantile Regression 0 0 0 148 0 0 0 399
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 35 0 0 2 97
Total Working Papers 4 6 22 4,310 16 38 92 10,103

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 1 6 89
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 0 0 1 64
A macro-finance term structure model with multivariate stochastic volatility 0 1 5 25 1 3 9 106
A noisy principal component analysis for forward rate curves 0 0 5 19 0 0 5 79
A note on the use of quantile regression in beta convergence analysis 0 0 0 50 0 1 4 174
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 11 1 2 7 71
A spatio‐temporal approach to estimate patterns of climate change 0 0 1 5 0 2 4 15
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 0 25 0 0 4 105
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 1 1 2 7 1 1 2 44
Bayesian Inference for Long Memory Stochastic Volatility Models 0 1 1 1 1 3 3 3
Bayesian extensions to Diebold-Li term structure model 1 2 5 72 1 4 11 207
Bayesian spatio-temporal modeling of real estate launch prices 1 2 11 11 2 5 27 27
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 25
Conditional stochastic kernel estimation by nonparametric methods 0 1 3 127 0 1 3 354
Constrained smoothing B-splines for the term structure of interest rates 0 0 0 68 0 0 4 231
Convergence clubs among Brazilian municipalities 0 0 0 73 1 1 3 289
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 0 3 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 0 1 2 256
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 1 1 1 1 3 3
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 1 192 1 1 5 577
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 0 0 0 0 0 1
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 1 2 13 0 2 4 38
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 0 1 2
Generalized Tests of Investment Fund Performance 0 0 0 2 0 1 2 23
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 1 1 4 1 3 4 30
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 2 0 0 2 10
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 1 2 3 39
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 0 0 0 0 1 3 3 3
Is Bitcoin a bubble? 0 0 4 89 1 3 22 380
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 1 1 21
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 1 1 1 2 3 5 5
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 2 2 0 2 8 12
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 0 3 85
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 1 2 23
Nonlinear dependence in cryptocurrency markets 0 0 1 15 0 1 6 64
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 1 1 2 28
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 0 0 2 13
Spillovers and jumps in global markets: A comparative analysis 0 0 0 0 1 1 2 7
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 1 33
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 1 1 1 53 1 1 2 149
Time-varying higher moments in Bitcoin 1 2 2 2 1 2 3 6
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 0 1 3 36
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 1 3 71 1 4 13 249
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 0 3 3 0 1 12 19
Total Journal Articles 5 15 59 1,312 21 61 221 4,837

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Statistics updated 2025-03-03