Access Statistics for Marcelo C. Medeiros

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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 1 1 2 270
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 14 1 1 5 65
A Combinatorial Approach to Piecewise Linear Time Series Analysis 0 0 0 33 0 0 3 729
A Flexible Coefficient Smooth Transition Time Series Model 0 0 0 226 0 0 2 1,520
A Note on Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 23 0 0 0 83
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries 1 1 1 273 3 3 8 664
ARCO: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 0 20 1 1 7 144
Adaptative LASSO estimation for ARDL models with GARCH innovations 0 0 3 68 1 1 5 128
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 2 77 1 1 6 183
Are There Multiple Regimes in Financial Volatility? 0 0 0 0 0 0 1 215
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 2 2 4 466
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 1 1 1 63 2 2 4 149
Asymmetry and Leverage in Realized Volatility 0 0 1 20 0 0 2 86
Asymmetry and Leverage in Realized Volatility 0 0 0 39 1 1 2 118
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 0 1 3 136
Asymmetry and Long Memory in Volatility Modelling 0 0 0 26 1 1 2 106
Asymmetry and Long Memory in Volatility Modelling 0 0 1 29 0 2 3 132
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 0 1 132
Asymmetry and leverage in realized volatility 0 0 0 71 0 0 0 125
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 2 2 2 127
Bagging Constrained Equity Premium Predictors 0 0 1 44 0 1 3 97
BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions 0 0 1 4 0 1 3 11
Bridging factor and sparse models 0 0 1 31 1 2 7 71
Building Neural Network Models for Time Series: A Statistical Approach 0 0 1 1,106 1 1 5 2,639
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 1 3 6,848
Currency Risk in Brazil under Two Different Exchange Rate Regimes 0 0 0 0 0 0 1 1,142
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 0 1 1 839
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction 0 0 1 26 0 1 2 27
ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS 0 0 0 48 0 0 1 171
Economic gains of realized volatility in the Brazilian stock market 0 0 0 55 0 1 2 57
Estimating High-Dimensional Time Series Models 0 0 0 153 0 0 1 357
Estimating High-Dimensional Time Series Models 0 0 0 54 3 4 10 167
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 14 0 0 2 93
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 25 1 1 3 91
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 0 0 1 92
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 0 50
Evaluating the performance of GARCH models using White´s Reality Check 0 0 0 313 0 0 0 880
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage 0 0 0 66 1 2 4 25
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 1 1 2 127
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 18 0 0 1 76
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 1 1 3 158
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 0 0 2 168
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 84 0 0 1 139
Forecasting inflation using disaggregates and machine learning 0 1 8 63 2 7 30 103
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 0 0 1 495
Formação de preços de commodities: padrões de vinculação dos preços internos ao externos 0 0 0 156 0 0 2 790
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 1 1 1 109
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 2 3 56
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 54 0 0 0 274
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 1 767 0 0 4 1,484
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 0 0 1 1,498
Linearity Testing Against a Fuzzy Rule-based Model 0 0 0 17 0 1 2 78
Local-global neural networks: a new approach for nonlinear time series modelling 0 0 0 188 0 0 2 502
Lockdown effects in US states: an artificial counterfactual approach 0 0 0 2 0 2 2 15
Machine Learning Advances for Time Series Forecasting 0 0 6 181 2 2 10 235
Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach 0 0 0 33 0 1 2 31
Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging 0 0 0 105 0 2 5 270
Modeling and forecasting the volatility of Brazilian asset returns 0 0 0 82 0 0 1 265
Modeling and predicting the CBOE market volatility index 0 0 3 549 0 1 11 1,620
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 0 3 276
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 0 0 1 129
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 0 3 125
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 1 1 3 153
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 2 2 3 133
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 0 0 2 148
Modelling and forecasting short-term electricity load: a two step methodology 0 0 0 299 1 2 4 690
Modelling exchange rates: smooth transitions, neural networks, and linear models 0 0 0 451 0 1 1 1,043
Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model 0 0 0 303 0 0 1 631
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 1 1 3 217
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 0 77 0 0 1 272
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 0 0 0 182
Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function 0 0 0 440 0 0 0 1,789
Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 33 0 0 0 114
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 1 1 1 105
O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio 0 0 0 34 0 0 1 83
Online Action Learning in High Dimensions: A Conservative Perspective 0 0 0 4 0 0 2 15
Price Discovery in Brazilian FX Markets 0 0 3 61 2 2 10 216
Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? 0 0 0 10 0 0 3 36
Realized volatility: a review 0 1 2 886 0 5 13 1,841
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations 0 0 0 21 0 0 1 18
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 0 1 2 45
Short-Term Covid-19 Forecast for Latecomers 0 0 0 6 1 1 4 24
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process 0 0 0 82 0 1 2 272
Statistical methods for modelling neural networks 0 0 0 850 0 1 1 2,207
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 0 0 74
The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data 0 0 0 2 0 0 1 11
The Proper Use of Google Trends in Forecasting Models 0 1 3 53 1 4 10 93
The impact of macroeconomic announcements in the Brazilian futures markets 0 1 2 40 0 1 5 85
The perils of Counterfactual Analysis with Integrated Processes 0 0 1 39 4 4 6 73
The perils of counterfactual analysis with integrated processes 0 0 0 87 0 0 1 45
Three-structured smooth transition regression models based on CART algorithm 0 0 0 305 0 1 2 1,078
What are the effects of forecasting linear time series with neural networks 0 0 0 189 0 0 0 500
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations 0 0 0 70 0 0 2 176
Total Working Papers 2 6 43 14,318 45 85 289 40,627


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 1 19
A Note on Nonlinear Cointegration, Misspecification, and Bimodality 0 0 0 6 0 2 2 43
A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity 0 0 0 2 0 1 1 17
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 1 2 97 1 3 10 365
A neural network demand system with heteroskedastic errors 0 2 2 58 0 5 7 202
Adaptive LASSO estimation for ARDL models with GARCH innovations 0 0 2 19 0 1 9 85
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 50 0 2 3 278
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data 0 0 3 61 1 2 20 288
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 0 0 3 139
Asymmetry and Long Memory in Volatility Modeling 0 0 1 29 1 1 5 119
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 0 1 2 65
Building neural network models for time series: a statistical approach 0 1 1 530 0 3 8 1,167
Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity 0 0 1 3 1 1 2 8
Counterfactual Analysis and Inference With Nonstationary Data 0 0 1 4 0 0 6 11
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 1 1 1 323
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction 0 0 0 4 1 2 2 9
Economic gains of realized volatility in the Brazilian stock market 0 0 0 6 0 0 0 38
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check 0 0 0 7 0 0 0 31
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 0 0 0 81
Forecasting Brazilian Inflation with High-Dimensional Models 0 0 1 13 0 0 5 46
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods 8 17 100 273 30 72 269 689
Forecasting macroeconomic variables in data-rich environments 1 1 3 61 2 5 16 161
Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors? 0 0 0 2 0 0 2 12
From zero to hero: Realized partial (co)variances 0 0 0 5 1 2 5 14
Instrument selection for estimation of a forward-looking Phillips Curve 0 0 0 21 0 2 4 68
Inflation Dynamics in Brazil: The Case of a Small Open Economy 0 0 0 5 0 2 4 41
Is the convergence of the manufacturing sector unconditional? 0 0 0 7 0 0 1 66
Jumps in stock prices: New insights from old data 0 0 2 3 1 2 8 21
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 300 0 2 9 655
Linear programming-based estimators in simple linear regression 0 0 0 23 0 2 3 147
Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling 0 0 0 29 0 0 0 107
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL 0 0 0 58 1 2 2 148
Machine learning advances for time series forecasting 0 3 15 48 2 11 50 134
Model Selection and Shrinkage: An Overview 0 0 1 19 0 0 3 52
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 0 2 69
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach 0 1 1 3 0 1 2 28
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data 0 0 0 86 0 0 3 240
Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging 0 0 0 0 0 0 1 81
Modeling and predicting the CBOE market volatility index 0 0 2 86 1 3 14 304
Modelling and forecasting noisy realized volatility 0 0 1 37 0 1 2 170
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 0 42 0 1 2 146
Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function 0 0 0 0 0 0 0 21
Nonlinear Error Correction Models With an Application to Commodity Prices 0 0 0 0 0 0 2 13
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 4 0 1 3 20
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios 0 0 0 34 0 1 3 86
Price Discovery in Brazilian FX Markets 0 0 2 11 4 4 9 95
Real-time inflation forecasting with high-dimensional models: The case of Brazil 1 3 14 145 1 4 31 412
Realized Volatility: A Review 0 1 6 319 2 8 33 971
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations 0 0 1 4 0 0 3 9
Reply 0 0 0 24 0 0 4 92
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 0 0 2 1 3 11 19
Short-term Covid-19 forecast for latecomers 0 0 0 2 0 2 3 7
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 0 1 1 58
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 0 48 0 2 5 163
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets 0 0 0 6 0 1 3 42
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing 0 0 1 196 1 2 5 502
Tree-structured smooth transition regression models 0 0 1 29 0 0 2 81
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves 0 0 0 6 0 0 1 31
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors 0 2 7 84 1 7 22 256
Total Journal Articles 10 32 172 3,073 54 170 630 9,565


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 0 0 1 3
Forecasting with Machine Learning Methods 0 0 1 4 0 1 6 28
Total Chapters 0 0 1 4 0 1 7 31


Statistics updated 2025-09-05