Access Statistics for Marcelo C. Medeiros

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 (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 87 5 5 10 279
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 1 15 3 4 16 80
A Combinatorial Approach to Piecewise Linear Time Series Analysis 0 0 0 33 2 2 12 741
A Flexible Coefficient Smooth Transition Time Series Model 0 0 0 226 3 10 14 1,534
A Note on Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 23 5 7 16 99
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries 0 0 1 273 3 5 19 680
ARCO: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 1 21 5 8 22 165
Adaptative LASSO estimation for ARDL models with GARCH innovations 0 0 1 68 2 4 11 137
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 0 77 3 3 15 196
Are There Multiple Regimes in Financial Volatility? 0 0 0 0 4 5 13 228
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 4 5 17 481
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 3 3 13 160
Asymmetry and Leverage in Realized Volatility 0 0 0 39 3 6 8 125
Asymmetry and Leverage in Realized Volatility 0 0 0 20 3 7 14 100
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 1 2 10 142
Asymmetry and Long Memory in Volatility Modelling 0 0 0 29 0 2 17 147
Asymmetry and Long Memory in Volatility Modelling 0 0 0 26 1 2 13 118
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 1 2 14 149
Asymmetry and leverage in realized volatility 0 0 0 71 0 2 7 132
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 1 8 17 142
Bagging Constrained Equity Premium Predictors 0 0 1 45 3 4 10 106
BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions 1 1 1 5 4 6 9 19
Bridging factor and sparse models 0 0 0 31 4 5 19 88
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,106 3 3 12 2,650
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 1 10 6,855
Currency Risk in Brazil under Two Different Exchange Rate Regimes 0 0 0 0 0 2 5 1,147
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 3 4 15 853
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction 0 0 0 26 0 1 12 38
ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS 0 0 0 48 1 1 9 180
Economic gains of realized volatility in the Brazilian stock market 0 0 0 55 2 2 7 63
Estimating High-Dimensional Time Series Models 0 0 0 153 0 2 7 364
Estimating High-Dimensional Time Series Models 1 1 1 55 3 4 19 181
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 14 1 1 4 97
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 25 1 2 75 165
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 9 59
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 3 5 11 103
Evaluating the performance of GARCH models using White´s Reality Check 0 0 1 314 5 8 15 895
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage 0 0 1 67 1 1 14 36
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 1 2 7 175
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 5 5 14 140
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 18 4 8 13 89
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 0 0 6 163
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 84 1 4 13 152
Forecasting inflation using disaggregates and machine learning 3 5 11 72 4 13 41 132
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 1 1 14 509
Formação de preços de commodities: padrões de vinculação dos preços internos ao externos 0 0 1 157 3 3 8 798
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 2 4 11 119
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 4 9 63
Linear Programming-Based Estimators in Simple Linear Regression 0 0 1 55 1 1 7 281
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 5 7 21 1,503
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 5 5 12 1,510
Linearity Testing Against a Fuzzy Rule-based Model 0 0 0 17 4 7 16 93
Local-global neural networks: a new approach for nonlinear time series modelling 0 0 0 188 2 4 10 511
Lockdown effects in US states: an artificial counterfactual approach 0 0 0 2 2 3 8 21
Machine Learning Advances for Time Series Forecasting 0 0 2 183 7 8 43 276
Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach 0 0 5 38 7 14 41 71
Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging 0 0 0 105 0 2 14 282
Modeling and forecasting the volatility of Brazilian asset returns 0 0 0 82 3 6 9 274
Modeling and predicting the CBOE market volatility index 0 1 3 552 3 8 26 1,645
Modeling and predicting the CBOE market volatility index 0 0 1 91 3 4 20 294
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 1 6 18 147
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 0 11 141
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 3 5 12 137
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 4 4 10 158
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 3 4 12 164
Modelling and forecasting short-term electricity load: a two step methodology 0 0 0 299 3 4 11 699
Modelling exchange rates: smooth transitions, neural networks, and linear models 0 0 0 451 3 5 12 1,054
Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model 0 0 0 303 3 4 14 645
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 1 3 11 227
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 1 78 3 5 19 291
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 1 5 15 197
Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function 0 0 0 440 3 6 9 1,798
Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 33 2 4 13 127
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 1 2 4 108
O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio 0 1 2 36 0 4 11 94
Online Action Learning in High Dimensions: A Conservative Perspective 0 0 0 4 1 1 7 22
Price Discovery in Brazilian FX Markets 0 1 2 62 4 11 22 234
Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? 0 0 0 10 3 4 6 42
Realized volatility: a review 0 1 4 888 1 3 26 1,859
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations 0 0 0 21 1 1 3 21
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 4 4 19 62
Short-Term Covid-19 Forecast for Latecomers 0 0 0 6 1 2 4 27
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process 0 0 0 82 1 6 14 285
Statistical methods for modelling neural networks 0 0 0 850 2 4 12 2,218
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 2 2 9 83
The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data 0 0 0 2 3 4 8 19
The Proper Use of Google Trends in Forecasting Models 0 0 4 56 4 10 25 113
The impact of macroeconomic announcements in the Brazilian futures markets 0 1 5 44 1 3 11 95
The perils of Counterfactual Analysis with Integrated Processes 0 0 0 39 1 3 17 86
The perils of counterfactual analysis with integrated processes 0 0 0 87 1 1 8 53
Three-structured smooth transition regression models based on CART algorithm 0 0 0 305 1 2 15 1,091
What are the effects of forecasting linear time series with neural networks 0 0 0 189 0 0 3 503
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations 0 0 0 70 2 5 14 190
Total Working Papers 5 12 52 14,360 214 384 1,308 41,825

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model 0 0 0 0 0 1 4 22
A Note on Nonlinear Cointegration, Misspecification, and Bimodality 0 0 0 6 2 2 8 49
A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity 0 0 0 2 4 4 7 23
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 1 97 2 4 17 379
A neural network demand system with heteroskedastic errors 0 0 2 58 0 0 25 222
Adaptive LASSO estimation for ARDL models with GARCH innovations 0 0 1 19 2 3 9 92
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 50 2 3 12 288
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data 0 0 1 62 5 8 20 304
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 2 4 23 162
Asymmetry and Long Memory in Volatility Modeling 0 0 0 29 1 3 7 124
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 2 5 10 74
Building neural network models for time series: a statistical approach 0 0 1 530 5 9 18 1,182
Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity 0 0 0 3 2 4 10 17
Counterfactual Analysis and Inference With Nonstationary Data 0 1 1 5 2 3 6 16
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 6 6 10 332
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction 0 0 0 4 0 0 6 13
Economic gains of realized volatility in the Brazilian stock market 0 0 1 7 2 3 10 48
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check 0 0 0 7 0 2 7 38
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 1 2 9 90
Forecasting Brazilian Inflation with High-Dimensional Models 1 1 3 16 4 7 10 56
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods 11 30 116 353 31 88 359 942
Forecasting macroeconomic variables in data-rich environments 0 0 4 64 4 8 23 178
Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors? 0 0 0 2 2 2 3 15
From zero to hero: Realized partial (co)variances 0 1 2 7 4 9 17 29
Instrument selection for estimation of a forward-looking Phillips Curve 0 0 0 21 5 7 13 79
Inflation Dynamics in Brazil: The Case of a Small Open Economy 0 0 1 6 3 3 14 53
Is the convergence of the manufacturing sector unconditional? 0 0 0 7 3 5 9 75
Jumps in stock prices: New insights from old data 0 2 4 6 1 4 22 40
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 1 2 302 6 9 16 669
Linear programming-based estimators in simple linear regression 0 0 0 23 1 3 10 154
Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling 0 0 0 29 1 1 9 116
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL 0 0 0 58 8 9 17 163
Machine learning advances for time series forecasting 4 7 21 65 14 46 160 281
Model Selection and Shrinkage: An Overview 0 0 0 19 0 0 2 54
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 2 2 4 73
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach 0 0 1 3 1 3 6 33
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data 0 0 0 86 1 2 7 246
Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging 0 0 0 0 10 10 22 103
Modeling and predicting the CBOE market volatility index 1 2 5 90 3 8 24 323
Modelling and forecasting noisy realized volatility 0 0 0 37 1 1 6 175
Moment-based estimation of smooth transition regression models with endogenous variables 0 1 1 43 2 7 12 157
Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function 0 0 0 0 2 4 7 28
Nonlinear Error Correction Models With an Application to Commodity Prices 0 0 0 0 2 3 5 18
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 4 2 3 9 28
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios 0 0 0 34 1 2 8 93
Price Discovery in Brazilian FX Markets 0 1 2 12 0 2 18 107
Real-time inflation forecasting with high-dimensional models: The case of Brazil 1 2 7 148 5 8 29 435
Realized Volatility: A Review 1 3 7 325 7 13 40 1,002
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations 1 1 1 5 1 2 4 13
Reply 0 0 0 24 2 4 9 101
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 1 2 2 4 1 2 11 26
Short-term Covid-19 forecast for latecomers 0 0 0 2 1 2 13 18
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 2 3 12 69
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 1 49 0 0 15 176
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets 0 0 1 7 1 3 18 59
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing 0 0 0 196 2 2 7 507
Tree-structured smooth transition regression models 0 0 0 29 1 3 9 90
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves 0 0 0 6 2 4 9 40
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors 0 1 5 87 3 9 27 272
Total Journal Articles 21 56 194 3,210 182 369 1,233 10,571

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 8 Estimating and Forecasting GARCH Models in the Presence of Structural Breaks and Regime Switches 0 0 0 0 1 1 1 4
Forecasting with Machine Learning Methods 0 0 0 4 3 5 13 40
Total Chapters 0 0 0 4 4 6 14 44

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Statistics updated 2026-05-06