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 11 1 2 7 41
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 87 0 0 5 260
A Combinatorial Approach to Piecewise Linear Time Series Analysis 0 0 0 33 1 1 1 716
A Estabilidade da Desigualdade no Brasil entre 2006 e 2012: resultados adicionais 0 1 1 34 0 3 8 56
A Flexible Coefficient Smooth Transition Time Series Model 0 0 0 226 2 7 17 1,497
A Note on Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 22 1 2 9 73
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries 0 0 1 268 0 4 12 628
ARCO: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 2 17 4 10 49 99
Adaptative LASSO estimation for ARDL models with GARCH innovations 0 3 4 53 0 5 10 77
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 2 6 69 2 12 45 102
Are There Multiple Regimes in Financial Volatility? 0 0 0 0 1 2 5 212
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 1 2 9 453
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 62 1 1 6 134
Asymmetry and Leverage in Realized Volatility 0 0 0 39 0 3 5 102
Asymmetry and Leverage in Realized Volatility 0 0 0 16 2 4 5 76
Asymmetry and Long Memory in Volatility Modelling 0 0 0 25 2 5 13 92
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 3 13 121
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 0 2 8 125
Asymmetry and Long Memory in Volatility Modelling 0 0 1 20 1 3 13 120
Asymmetry and leverage in realized volatility 0 0 1 71 3 4 8 112
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 1 1 77 0 2 3 117
Bagging Constrained Equity Premium Predictors 0 2 5 42 0 6 10 73
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,097 2 3 9 2,603
Building neural network models for time series: A statistical approach 0 0 1 2,761 0 2 12 6,813
Currency Risk in Brazil under Two Different Exchange Rate Regimes 0 0 0 0 1 1 1 1,131
Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013 0 0 1 9 0 1 4 29
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 1 2 5 831
ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS 0 0 1 48 0 3 7 163
Economic gains of realized volatility in the Brazilian stock market 0 0 1 53 0 2 11 37
Estimating High-Dimensional Time Series Models 0 1 4 149 0 4 32 326
Estimating High-Dimensional Time Series Models 0 0 3 39 2 3 18 103
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 24 3 3 5 68
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 14 1 3 6 73
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 3 55 1 2 10 78
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 1 38 1 1 3 41
Evaluating the performance of GARCH models using White´s Reality Check 0 0 0 313 1 4 5 867
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 1 18 0 2 6 70
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 0 3 7 148
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 0 3 7 119
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 1 72 0 3 14 156
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 80 1 2 3 122
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 2 197 1 3 8 477
Formação de preços de commodities: padrões de vinculação dos preços internos ao externos 0 0 1 146 0 1 3 768
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 89 3 3 5 93
Let´s do it again: bagging equity premium predictors 0 0 1 9 1 3 8 38
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 54 2 3 5 262
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 3 759 2 2 13 1,447
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 1 13 1,469
Linearity Testing Against a Fuzzy Rule-based Model 0 0 1 17 1 4 6 69
Local-global neural networks: a new approach for nonlinear time series modelling 0 0 0 185 2 3 5 485
Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging 1 1 1 99 2 2 6 247
Modeling and forecasting the volatility of Brazilian asset returns 0 0 1 79 0 0 7 250
Modeling and predicting the CBOE market volatility index 0 0 2 542 2 4 27 1,540
Modeling and predicting the CBOE market volatility index 0 2 3 80 6 20 51 174
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 1 2 5 144
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 0 2 8 121
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 1 6 124
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 1 3 10 115
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 3 4 9 135
Modelling and forecasting short-term electricity load: a two step methodology 0 0 0 297 0 0 2 679
Modelling exchange rates: smooth transitions, neural networks, and linear models 0 0 0 450 1 2 2 1,031
Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model 0 0 0 303 0 0 3 623
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 1 3 6 204
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 2 71 1 3 9 245
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 0 2 6 180
Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function 1 1 1 436 2 2 7 1,776
Nonlinear Cointegration, Misspecification and Bimodality 0 0 0 33 0 3 13 110
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 1 3 82 1 3 6 95
O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio 0 0 4 30 2 4 11 60
Price Discovery in Brazilian FX Markets 1 3 10 43 1 7 25 120
Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? 0 0 1 8 0 0 2 25
Realized volatility: a review 1 3 4 850 4 8 15 1,720
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process 0 0 1 80 0 0 4 258
Statistical methods for modelling neural networks 0 0 1 849 0 3 9 2,199
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 1 5 7 68
The impact of macroeconomic announcements in the Brazilian futures markets 0 1 3 38 1 2 8 65
The perils of Counterfactual Analysis with Integrated Processes 0 0 1 34 6 7 12 39
The perils of counterfactual analysis with integrated processes 0 0 0 84 1 1 11 27
Three-structured smooth transition regression models based on CART algorithm 0 0 0 303 0 1 7 1,059
What are the effects of forecasting linear time series with neural networks 0 1 2 188 0 1 5 491
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations 0 0 2 59 3 4 12 122
Total Working Papers 4 24 89 13,596 89 252 803 38,218


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 3 8
A Note on Nonlinear Cointegration, Misspecification, and Bimodality 0 0 0 6 0 1 6 36
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 2 82 2 6 27 299
A neural network demand system with heteroskedastic errors 0 0 0 51 2 5 9 183
Adaptive LASSO estimation for ARDL models with GARCH innovations 0 2 3 6 1 6 18 29
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 1 49 1 3 9 262
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 24 1 2 7 120
Asymmetry and Long Memory in Volatility Modeling 0 0 0 24 0 1 8 91
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 3 20 2 2 8 56
Building neural network models for time series: a statistical approach 0 0 1 520 0 0 6 1,126
Diagnostic Checking in a Flexible Nonlinear Time Series Model 0 0 0 77 1 1 6 316
Economic gains of realized volatility in the Brazilian stock market 0 0 0 4 0 0 6 25
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check 0 0 1 1 2 3 6 14
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 1 2 4 72
Forecasting Brazilian Inflation with High-Dimensional Models 0 0 1 6 0 0 2 19
Forecasting macroeconomic variables in data-rich environments 1 1 5 27 1 3 12 85
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 0 0 1 13 0 2 8 43
Inflation Dynamics in Brazil: The Case of a Small Open Economy 0 0 0 2 1 3 5 14
Is the convergence of the manufacturing sector unconditional? 0 0 2 5 0 1 4 47
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 3 286 2 3 17 594
Linear programming-based estimators in simple linear regression 0 0 0 23 1 2 6 132
Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling 0 0 0 25 1 2 3 89
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL 0 0 0 56 0 0 2 139
Model Selection and Shrinkage: An Overview 0 0 0 17 0 2 6 44
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 1 7 0 1 8 23
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach 0 0 0 0 0 1 5 14
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data 0 0 0 80 1 1 2 219
Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging 0 0 0 0 2 2 4 70
Modeling and predicting the CBOE market volatility index 0 0 3 41 5 6 15 137
Modelling and forecasting noisy realized volatility 0 0 0 33 3 5 8 152
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 2 35 1 3 8 118
Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function 0 0 0 0 0 0 0 15
Nonlinear Error Correction Models With an Application to Commodity Prices 0 0 0 0 0 0 1 5
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 3 1 2 4 12
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios 0 2 10 21 0 3 16 49
Price Discovery in Brazilian FX Markets 0 1 2 7 0 1 9 27
Real-time inflation forecasting with high-dimensional models: The case of Brazil 5 9 25 40 8 21 55 108
Realized Volatility: A Review 3 3 12 254 8 14 44 645
Reply 0 0 1 24 1 1 5 75
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 8 0 3 5 49
The Benefits of Bagging for Forecast Models of Realized Volatility 1 1 3 39 1 2 6 131
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets 0 0 2 5 1 2 7 29
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing 0 1 6 177 0 2 10 451
Tree-structured smooth transition regression models 0 0 0 24 0 0 1 70
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves 0 0 0 1 0 2 3 12
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors 0 0 2 23 3 4 12 100
Total Journal Articles 10 20 93 2,148 54 127 416 6,360


Statistics updated 2020-02-04