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 0 0 3 258
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 11 1 3 5 38
A Combinatorial Approach to Piecewise Linear Time Series Analysis 0 0 0 33 0 0 1 715
A Estabilidade da Desigualdade no Brasil entre 2006 e 2012: resultados adicionais 0 0 2 33 1 2 8 52
A Flexible Coefficient Smooth Transition Time Series Model 0 0 0 226 1 3 11 1,488
A Note on Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 22 2 2 5 68
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries 0 1 4 268 2 4 12 622
ARCO: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 2 16 3 18 35 80
Adaptative LASSO estimation for ARDL models with GARCH innovations 0 0 1 50 1 2 5 71
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 2 6 65 1 5 31 71
Are There Multiple Regimes in Financial Volatility? 0 0 0 0 0 0 4 208
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 1 1 5 448
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 62 1 1 3 131
Asymmetry and Leverage in Realized Volatility 0 0 1 16 0 0 7 71
Asymmetry and Leverage in Realized Volatility 0 0 1 39 0 0 7 97
Asymmetry and Long Memory in Volatility Modelling 0 0 0 25 0 1 8 81
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 3 10 111
Asymmetry and Long Memory in Volatility Modelling 0 0 1 20 0 1 10 110
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 1 1 10 118
Asymmetry and leverage in realized volatility 0 0 1 71 1 1 9 107
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 1 76 0 0 3 114
Bagging Constrained Equity Premium Predictors 0 1 3 40 0 1 4 67
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,097 0 0 2 2,596
Building neural network models for time series: A statistical approach 0 0 0 2,760 0 1 11 6,805
Currency Risk in Brazil under Two Different Exchange Rate Regimes 0 0 0 0 0 0 3 1,130
Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013 0 0 1 9 0 0 3 26
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 2 2 2 828
ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS 0 0 1 48 0 1 4 159
Economic gains of realized volatility in the Brazilian stock market 1 1 1 53 2 5 7 33
Estimating High-Dimensional Time Series Models 0 2 5 39 1 5 15 97
Estimating High-Dimensional Time Series Models 0 1 6 148 1 6 33 316
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 1 14 0 1 3 69
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 1 24 1 1 4 65
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 2 54 2 3 12 74
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 1 38 1 2 5 40
Evaluating the performance of GARCH models using White´s Reality Check 0 0 0 313 0 0 0 862
Forecasting Realized Volatility with Linear and Nonlinear Models 0 1 1 18 0 1 8 66
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 0 0 7 113
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 1 72 1 3 11 150
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 0 0 10 143
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 1 80 0 0 3 119
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 1 196 0 0 3 472
Formação de preços de commodities: padrões de vinculação dos preços internos ao externos 0 1 1 146 0 1 5 767
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 89 0 0 1 89
Let´s do it again: bagging equity premium predictors 0 0 0 8 2 2 5 34
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 54 0 0 3 259
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 1 757 0 0 9 1,440
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 2 4 11 1,465
Linearity Testing Against a Fuzzy Rule-based Model 0 0 1 17 0 0 2 65
Local-global neural networks: a new approach for nonlinear time series modelling 0 0 0 185 0 0 3 481
Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging 0 0 0 98 0 0 5 244
Modeling and forecasting the volatility of Brazilian asset returns 0 0 1 79 0 2 5 248
Modeling and predicting the CBOE market volatility index 0 0 5 78 3 7 37 145
Modeling and predicting the CBOE market volatility index 0 0 5 542 4 10 29 1,530
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 1 1 8 128
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 0 0 6 116
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 3 3 7 122
Modelling and Forecasting Noisy Realized Volatility 0 0 1 64 1 1 10 141
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 1 4 10 110
Modelling and forecasting short-term electricity load: a two step methodology 0 0 0 297 0 0 3 679
Modelling exchange rates: smooth transitions, neural networks, and linear models 0 0 0 450 0 0 1 1,029
Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model 0 0 0 303 0 0 3 622
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 0 0 8 199
Moment-based estimation of smooth transition regression models with endogenous variables 1 1 1 70 1 2 6 239
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 1 2 7 177
Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function 0 0 1 435 1 1 9 1,774
Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 33 3 3 9 104
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 2 81 0 0 3 92
O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio 0 1 2 28 0 2 4 52
Price Discovery in Brazilian FX Markets 3 3 7 40 4 7 17 108
Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? 0 0 2 7 0 0 3 23
Realized volatility: a review 0 0 1 847 0 0 14 1,709
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process 0 0 1 80 0 0 3 256
Statistical methods for modelling neural networks 0 0 1 849 0 1 5 2,194
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 0 8 63
The impact of macroeconomic announcements in the Brazilian futures markets 0 1 2 37 1 3 6 62
The perils of Counterfactual Analysis with Integrated Processes 0 0 1 34 0 1 6 30
The perils of counterfactual analysis with integrated processes 0 0 2 84 1 2 11 22
Three-structured smooth transition regression models based on CART algorithm 0 0 0 303 0 2 8 1,057
What are the effects of forecasting linear time series with neural networks 0 0 1 187 1 1 6 490
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations 0 0 2 58 3 4 8 116
Total Working Papers 5 18 87 13,559 60 146 646 37,770


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 0 4 7
A Note on Nonlinear Cointegration, Misspecification, and Bimodality 0 0 0 6 0 0 6 34
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 3 80 2 6 23 286
A neural network demand system with heteroskedastic errors 0 0 1 51 0 1 14 177
Adaptive LASSO estimation for ARDL models with GARCH innovations 1 1 2 4 6 8 15 21
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 48 0 3 12 257
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 24 0 0 2 114
Asymmetry and Long Memory in Volatility Modeling 0 0 0 24 0 2 14 87
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 4 20 0 0 5 51
Building neural network models for time series: a statistical approach 0 0 1 520 1 2 9 1,126
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 0 0 5 313
Economic gains of realized volatility in the Brazilian stock market 0 0 1 4 0 4 6 23
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check 0 0 1 1 0 0 3 10
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 0 0 7 69
Forecasting Brazilian Inflation with High-Dimensional Models 0 1 1 6 0 1 4 19
Forecasting macroeconomic variables in data-rich environments 0 2 9 26 1 4 16 82
Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors? 0 0 0 2 0 0 0 6
Instrument selection for estimation of a forward-looking Phillips Curve 1 1 3 13 1 4 10 40
Inflation Dynamics in Brazil: The Case of a Small Open Economy 0 0 0 2 0 0 1 9
Is the convergence of the manufacturing sector unconditional? 0 0 2 5 0 0 7 46
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 2 285 0 2 12 588
Linear programming-based estimators in simple linear regression 0 0 0 23 2 3 4 129
Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling 0 0 0 25 0 0 3 86
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL 0 0 0 56 0 0 6 139
Model Selection and Shrinkage: An Overview 0 0 0 17 1 1 6 42
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 1 2 7 1 4 10 20
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach 0 0 0 0 0 0 2 10
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data 0 0 1 80 0 0 4 217
Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging 0 0 0 0 0 0 5 66
Modeling and predicting the CBOE market volatility index 0 0 3 40 0 1 16 127
Modelling and forecasting noisy realized volatility 0 0 0 33 1 1 5 146
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 2 35 1 2 9 114
Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function 0 0 0 0 0 0 3 15
Nonlinear Error Correction Models With an Application to Commodity Prices 0 0 0 0 0 0 1 4
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 3 0 0 1 9
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios 0 0 7 17 1 2 14 42
Price Discovery in Brazilian FX Markets 0 1 4 6 1 3 9 23
Real-time inflation forecasting with high-dimensional models: The case of Brazil 0 6 16 29 1 13 40 80
Realized Volatility: A Review 1 2 17 249 3 8 45 624
Reply 0 0 1 24 1 1 4 73
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 8 1 1 9 46
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 2 38 0 0 6 127
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets 0 0 2 4 0 1 4 25
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing 0 0 5 175 1 1 10 448
Tree-structured smooth transition regression models 0 0 0 24 0 1 2 70
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves 0 0 0 1 0 0 1 10
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors 0 1 3 23 2 4 10 93
Total Journal Articles 3 16 96 2,115 28 84 404 6,150


Statistics updated 2019-09-09