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 0 1 5 147
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 0 43 0 0 4 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 1 1 2 65
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 0 1 1 219 0 2 3 575
Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica 0 0 1 88 0 0 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 0 2 3 230
Convergence Clubs Among Brazilian Municipalities 0 0 0 131 1 1 2 292
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 1 2 157 0 2 5 432
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 0 4 4 145
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados 0 0 0 21 0 0 0 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 0 274 0 1 1 508
Funções de Cópula na Precificação de Opções 0 0 1 213 0 0 1 103
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 1 1 4 404
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 0 371
Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores 0 1 2 36 0 2 3 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 0 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 0 1 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 1 1 1 279
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 1 2 62
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 1 4 4 66
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 7 284
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 1 1 74
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 1 2 66 0 2 4 253
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 55 0 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 1 1 1 36 1 1 1 98
Total Working Papers 1 5 18 4,311 6 35 84 10,109

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 4 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 0 0 3 25 0 2 6 106
A noisy principal component analysis for forward rate curves 0 0 3 19 0 0 3 79
A note on the use of quantile regression in beta convergence analysis 0 0 0 50 1 2 5 175
A spatial error model with continuous random effects and an application to growth convergence 1 1 2 12 1 2 8 72
A spatio‐temporal approach to estimate patterns of climate change 0 0 0 5 0 1 2 15
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 0 25 0 0 3 105
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 2 3 8 2 3 4 46
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 1 1 3 4 4
Bayesian extensions to Diebold-Li term structure model 0 1 5 72 0 3 10 207
Bayesian spatio-temporal modeling of real estate launch prices 0 1 11 11 0 2 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 2 25
Conditional stochastic kernel estimation by nonparametric methods 0 1 3 127 1 2 4 355
Constrained smoothing B-splines for the term structure of interest rates 0 0 0 68 0 0 3 231
Convergence clubs among Brazilian municipalities 0 0 0 73 0 1 2 289
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 0 0 1 256
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 1 1 1 2 1 2 3 4
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 1 192 0 1 4 577
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 0 0 1 1 1 2
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 1 2 13 1 3 5 39
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 0 0 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 0 3 4 30
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 2 1 1 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 2 2 39
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 1 1 1 1 1 3 4 4
Is Bitcoin a bubble? 0 0 4 89 1 2 22 381
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 0 1 1 0 2 5 5
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 1 2 0 2 6 12
New evidence on the role of cognitive skill in economic development 0 0 0 17 1 1 3 86
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 0 2 23
Nonlinear dependence in cryptocurrency markets 0 0 1 15 1 2 7 65
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 0 1 1 28
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 0 0 1 13
Spillovers and jumps in global markets: A comparative analysis 0 0 0 0 1 2 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 1 1 53 1 2 3 150
Time-varying higher moments in Bitcoin 0 1 2 2 0 1 3 6
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 0 0 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 1 2 2 72 1 3 12 250
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 2 2 5 5 3 3 15 22
Total Journal Articles 7 16 57 1,319 20 61 210 4,857

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Statistics updated 2025-04-04