Marcelo C. Medeiros

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Affiliations

• University of Illinois at Urbana-Champaign / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models (RePEc:aah:create:2012-30)
  by Eric Hillebrand & Marcelo C. Medeiros
• Asymptotic Theory for Regressions with Smoothly Changing Parameters (RePEc:aah:create:2012-31)
  by Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu
• Estimating High-Dimensional Time Series Models (RePEc:aah:create:2012-37)
  by Marcelo C. Medeiros & Eduardo F. Mendes
• Let's Do It Again: Bagging Equity Premium Predictors (RePEc:aah:create:2012-41)
  by Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros
• Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice (RePEc:aah:create:2014-42)
  by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros
• Structure and asymptotic theory for nonlinear models with GARCH erros (RePEc:anp:econom:v:16:y:2015:1:1_21)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
• Is the convergence of the manufacturing sector unconditional? (RePEc:anp:econom:v:16:y:2015:3:273_294)
  by Juliano Assunção & Priscilla Burity & Marcelo C. Medeiros
• BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions (RePEc:arx:papers:1808.03698)
  by Yuri Fonseca & Marcelo Medeiros & Gabriel Vasconcelos & Alvaro Veiga
• Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations (RePEc:arx:papers:1912.09002)
  by Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes
• Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models (RePEc:arx:papers:2002.01800)
  by Mehmet Caner & Marcelo Medeiros & Gabriel Vasconcelos
• Short-Term Covid-19 Forecast for Latecomers (RePEc:arx:papers:2004.07977)
  by Marcelo Medeiros & Alexandre Street & Davi Vallad~ao & Gabriel Vasconcelos & Eduardo Zilberman
• Lockdown effects in US states: an artificial counterfactual approach (RePEc:arx:papers:2009.13484)
  by Carlos B. Carneiro & I'uri H. Ferreira & Marcelo C. Medeiros & Henrique F. Pires & Eduardo Zilberman
• Online Action Learning in High Dimensions: A Conservative Perspective (RePEc:arx:papers:2009.13961)
  by Claudio Cardoso Flores & Marcelo Cunha Medeiros
• Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (RePEc:arx:papers:2011.03996)
  by Jianqing Fan & Ricardo P. Masini & Marcelo C. Medeiros
• Machine Learning Advances for Time Series Forecasting (RePEc:arx:papers:2012.12802)
  by Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes
• Bridging factor and sparse models (RePEc:arx:papers:2102.11341)
  by Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros
• The Proper Use of Google Trends in Forecasting Models (RePEc:arx:papers:2104.03065)
  by Marcelo C. Medeiros & Henrique F. Pires
• The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data (RePEc:arx:papers:2110.00597)
  by Leonardo Martins & Marcelo C. Medeiros
• Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach (RePEc:arx:papers:2112.15108)
  by Iuri H. Ferreira & Marcelo C. Medeiros
• Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage (RePEc:arx:papers:2303.16151)
  by Rafael Alves & Diego S. de Brito & Marcelo C. Medeiros & Ruy M. Ribeiro
• Forecasting inflation using disaggregates and machine learning (RePEc:arx:papers:2308.11173)
  by Gilberto Boaretto & Marcelo C. Medeiros
• Estimating Strategic Complementarity in a State-Dependent Pricing Model (RePEc:bcb:wpaper:341)
  by Marco Bonomo & Arnildo da Silva Correa & Marcelo Cunha Medeiros
• Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling (RePEc:bes:jnlasa:v:99:y:2004:p:1092-1107)
  by Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros
• Forecasting Realized Volatility With Linear And Nonlinear Univariate Models (RePEc:bla:jecsur:v:25:y:2011:i:1:p:6-18)
  by Michael McAleer & Marcelo C. Medeiros
• Machine learning advances for time series forecasting (RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111)
  by Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes
• Diagnostic Checking in a Flexible Nonlinear Time Series Model (RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482)
  by Marcelo C. Medeiros & Alvaro Veiga
• Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (RePEc:bla:jtsera:v:43:y:2022:i:4:p:532-557)
  by Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes
• Asymptotic Theory for Regressions with Smoothly Changing Parameters (RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3)
  by Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue
• Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios (RePEc:brf:journl:v:12:y:2014:i:2:p:257-284)
  by Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos
• Economic gains of realized volatility in the Brazilian stock market (RePEc:brf:journl:v:12:y:2014:i:3:p:319-349)
  by Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos
• Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach (RePEc:brf:journl:v:4:y:2006:i:1:p:55-77)
  by Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza
• Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors? (RePEc:brf:journl:v:4:y:2006:i:2:p:123-140)
  by Daniel Chrity & Márcio G. P. Garcia & Marcelo Cunha Medeiros
• A Note on Nonlinear Cointegration, Misspecification and Bimodality (RePEc:cbt:econwp:10/01)
  by M.C. Medeiros & E. Mendes & Les Oxley
• Modelling and Forecasting Noisy Realized Volatility (RePEc:cbt:econwp:10/21)
  by Manuabu Asai & Michael McAleer & Marcelo C. Medeiros
• Forecasting Realized Volatility with Linear and Nonlinear Univariate Models (RePEc:cbt:econwp:10/28)
  by Michael McAleer & Marcelo C. Medeiros
• Asymmetry and Long Memory in Volatility Modelling (RePEc:cbt:econwp:10/60)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Asymmetry and Leverage in Realized Volatility (RePEc:cfi:fseres:cf167)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:cfi:fseres:cf189)
  by Michael McAleer & Marcelo C. Medeiros
• Modeling Multiple Regimes In Financial Volatility With A Flexible Coefficient Garch(1,1) Model (RePEc:cup:etheor:v:25:y:2009:i:01:p:117-161_09)
  by Medeiros, Marcelo C. & Veiga, Alvaro
• Tree-structured smooth transition regression models (RePEc:eee:csdana:v:52:y:2008:i:5:p:2469-2488)
  by da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C.
• Modelling and forecasting noisy realized volatility (RePEc:eee:csdana:v:56:y:2012:i:1:p:217-230)
  by Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C.
• Forecasting macroeconomic variables in data-rich environments (RePEc:eee:ecolet:v:138:y:2016:i:c:p:50-52)
  by Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R.
• Instrument selection for estimation of a forward-looking Phillips Curve (RePEc:eee:ecolet:v:145:y:2016:i:c:p:123-125)
  by Berriel, Tiago & Medeiros, Marcelo C. & Sena, Marcelo J.
• A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries (RePEc:eee:econom:v:147:y:2008:i:1:p:104-119)
  by McAleer, Michael & Medeiros, Marcelo C.
• A neural network demand system with heteroskedastic errors (RePEc:eee:econom:v:147:y:2008:i:2:p:359-371)
  by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel
• An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals (RePEc:eee:econom:v:147:y:2008:i:2:p:372-383)
  by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier
• Moment-based estimation of smooth transition regression models with endogenous variables (RePEc:eee:econom:v:165:y:2011:i:1:p:100-111)
  by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
• Linear programming-based estimators in simple linear regression (RePEc:eee:econom:v:165:y:2011:i:1:p:128-136)
  by Preve, Daniel & Medeiros, Marcelo C.
• ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (RePEc:eee:econom:v:191:y:2016:i:1:p:255-271)
  by Medeiros, Marcelo C. & Mendes, Eduardo F.
• ArCo: An artificial counterfactual approach for high-dimensional panel time-series data (RePEc:eee:econom:v:207:y:2018:i:2:p:352-380)
  by Carvalho, Carlos & Masini, Ricardo & Medeiros, Marcelo C.
• From zero to hero: Realized partial (co)variances (RePEc:eee:econom:v:231:y:2022:i:2:p:348-360)
  by Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier
• Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models (RePEc:eee:econom:v:235:y:2023:i:2:p:393-417)
  by Caner, Mehmet & Medeiros, Marcelo & Vasconcelos, Gabriel F.R.
• Jumps in stock prices: New insights from old data (RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000039)
  by Johnson, James A. & Medeiros, Marcelo C. & Paye, Bradley S.
• Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination (RePEc:eee:intfor:v:21:y:2005:i:4:p:755-774)
  by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.
• Reply (RePEc:eee:intfor:v:21:y:2005:i:4:p:781-783)
  by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.
• Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data (RePEc:eee:intfor:v:24:y:2008:i:4:p:630-644)
  by Soares, Lacir J. & Medeiros, Marcelo C.
• Asymmetric effects and long memory in the volatility of Dow Jones stocks (RePEc:eee:intfor:v:25:y:2009:i:2:p:304-327)
  by Scharth, Marcel & Medeiros, Marcelo C.
• Real-time inflation forecasting with high-dimensional models: The case of Brazil (RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693)
  by Garcia, Márcio G.P. & Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R.
• Short-term Covid-19 forecast for latecomers (RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488)
  by Medeiros, Marcelo C. & Street, Alexandre & Valladão, Davi & Vasconcelos, Gabriel & Zilberman, Eduardo
• Modeling and predicting the CBOE market volatility index (RePEc:eee:jbfina:v:40:y:2014:i:c:p:1-10)
  by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel
• Chapter 8 Estimating and Forecasting GARCH Models in the Presence of Structural Breaks and Regime Switches (RePEc:eme:fegzzz:s1574-8715(07)00208-4)
  by Eric Hillebrand & Marcelo C. Medeiros
• Asymmetry and leverage in realized volatility (RePEc:ems:eureir:13904)
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
• Moment-bases estimation of smooth transition regression models with endogenous variables (RePEc:ems:eureir:14154)
  by Areosa, W.D. & McAleer, M.J. & Medeiros, M.C.
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:ems:eureir:17303)
  by McAleer, M.J. & Medeiros, M.C.
• Asymmetry and Long Memory in Volatility Modelling (RePEc:ems:eureir:20978)
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
• Structure and Asymptotic theory for Nonlinear Models with GARCH Errors (RePEc:ems:eureir:22216)
  by Chan, F. & McAleer, M.J. & Medeiros, M.C.
• Modelling and Forecasting Noisy Realized Volatility (RePEc:ems:eureir:22284)
  by Asai, M. & McAleer, M.J. & Medeiros, M.
• Modeling and predicting the CBOE market volatility index (RePEc:fgv:eesptd:342)
  by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel
• A (semi-)parametric functional coefficient autoregressive conditional duration model (RePEc:fgv:eesptd:343)
  by Fernandes, Marcelo & Medeiros, Marcelo C. & Veiga, Alvaro
• Arco: an artificial counterfactual approach for high-dimensional panel time-series data (RePEc:fgv:eesptd:454)
  by Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C.
• The perils of counterfactual analysis with integrated processes (RePEc:fgv:eesptd:455)
  by Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C.
• Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function (RePEc:fgv:epgrbe:v:59:y:2005:i:1:a:893)
  by Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C.
• A Flexible Coefficient Smooth Transition Time Series Model (RePEc:hhs:hastef:0360)
  by Medeiros, Marcelo & Veiga, Alvaro
• Diagnostic Checking in a Flexible Nonlinear Time Series Model (RePEc:hhs:hastef:0386)
  by Medeiros, Marcelo & Veiga, Alvaro
• A Combinatorial Approach to Piecewise Linear Time Series Analysis (RePEc:hhs:hastef:0393)
  by Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio
• Building neural network models for time series: A statistical approach (RePEc:hhs:hastef:0508)
  by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi
• Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination (RePEc:hhs:hastef:0561)
  by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo
• Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? (RePEc:ipe:ipetds:1976)
  by Francisco Eduardo de Luna Almeida Santos & Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros
• O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio (RePEc:ipe:ipetds:2184)
  by Francisco Eduardo de Luna e Almeida Santos & Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros
• Building neural network models for time series: a statistical approach (RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75)
  by Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech
• Asymmetry and Long Memory in Volatility Modelling (RePEc:kyo:wpaper:726)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Modelling and Forecasting Noisy Realized Volatility (RePEc:kyo:wpaper:758)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Asymmetry and Long Memory in Volatility Modeling (RePEc:oup:jfinec:v:10:y:2012:i:3:p:495-512)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Estimating Strategic Complementarity in a State-Dependent Pricing Model (RePEc:red:sed011:691)
  by Marco Bonomo & Marcelo Medeiros & Arnildo Correa
• Modelling exchange rates: smooth transitions, neural networks, and linear models (RePEc:rio:texdis:432)
  by Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira
• Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function (RePEc:rio:texdis:444)
  by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros
• Statistical methods for modelling neural networks (RePEc:rio:texdis:445)
  by Marcelo C. Medeiros & Timo Terasvirta
• What are the effects of forecasting linear time series with neural networks (RePEc:rio:texdis:446)
  by Marcelo C. Medeiros & Carlos E. Pedreira
• Evaluating the performance of GARCH models using White´s Reality Check (RePEc:rio:texdis:453)
  by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros
• Building Neural Network Models for Time Series: A Statistical Approach (RePEc:rio:texdis:461)
  by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech
• Three-structured smooth transition regression models based on CART algorithm (RePEc:rio:texdis:469)
  by Joel Corrêa da Rosa & Álvaro Veiga & Marcelo C. Medeiros
• Local-global neural networks: a new approach for nonlinear time series modelling (RePEc:rio:texdis:470)
  by Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros
• Formação de preços de commodities: padrões de vinculação dos preços internos ao externos (RePEc:rio:texdis:474)
  by Marcelo de Paiva Abreu & Marcelo Cunha Medeiros & Rogério L.F. Werneck
• Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination (RePEc:rio:texdis:485)
  by Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros
• Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model (RePEc:rio:texdis:486)
  by Marcelo Cunha Medeiros & Alvaro Veiga
• Modelling and forecasting short-term electricity load: a two step methodology (RePEc:rio:texdis:495)
  by Lacir J. Soares & Marcelo Cunha Medeiros
• Modeling and forecasting the volatility of Brazilian asset returns (RePEc:rio:texdis:530)
  by MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza
• Realized volatility: a review (RePEc:rio:texdis:531)
  by Michael McAleer & Marcelo Cunha Medeiros
• Asymmetric effects and long memory in the volatility of Dow Jones stocks (RePEc:rio:texdis:532)
  by Marcel Scharth & Marcelo Cunha Medeiros
• A (semi-)parametric functional coefficient autoregressive conditional duration model (RePEc:rio:texdis:535)
  by Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga
• Estimation And Asymptotic Theory For A New Class Of Mixture Models (RePEc:rio:texdis:538)
  by Eduardo Mendes & Alvaro Veiga & MArcelo Cunha Medeiros
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (RePEc:rio:texdis:544)
  by Michael McAller & Marcelo C. Medeiros
• Forecasting realized volatility models:the benefits of bagging and nonlinear specifications (RePEc:rio:texdis:547)
  by Eric Hillebrand & Marcelo Cunha Medeiros
• Modeling and predicting the CBOE market volatility index (RePEc:rio:texdis:548)
  by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth
• Linearity Testing Against a Fuzzy Rule-based Model (RePEc:rio:texdis:566)
  by José Luis Aznarte & Marcelo Cunha Medeiros & José Manuel Benítez Sánchez
• Linear Programming-Based Estimators in Simple Linear Regression (RePEc:rio:texdis:567)
  by Daniel Preve & Marcelo Cunha Medeiros
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:rio:texdis:568)
  by Michael McAleer & Marcelo Cunha Medeiros
• Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging (RePEc:rio:texdis:570)
  by Francesco Audrino & Marcelo Cunha Medeiros
• Moment-based estimation of smooth transition regression models with endogenous variables (RePEc:rio:texdis:571)
  by Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros
• Nonlinear Cointegration, Misspecification and Bimodality (RePEc:rio:texdis:577)
  by MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley
• Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility (RePEc:rio:texdis:578)
  by Eric Hillebrand & Marcelo Cunha Medeiros
• Estimating High-Dimensional Time Series Models (RePEc:rio:texdis:602)
  by MArcelo C. Medeiros & Eduardo F.Mendes
• Let´s do it again: bagging equity premium predictors (RePEc:rio:texdis:604)
  by Erik Hillebrand & Tae-Hwy Lee & Marcelo Cunha Medeiros
• Price Discovery in Brazilian FX Markets (RePEc:rio:texdis:622)
  by Marcio Garcia & Marcelo Medeiros & Francisco Santos
• The impact of macroeconomic announcements in the Brazilian futures markets (RePEc:rio:texdis:623)
  by Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos
• Economic gains of realized volatility in the Brazilian stock market (RePEc:rio:texdis:624)
  by Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos
• l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations (RePEc:rio:texdis:636)
  by Marcelo C. Medeiros & Eduardo F. Mendes
• Adaptative LASSO estimation for ARDL models with GARCH innovations (RePEc:rio:texdis:637)
  by Marcelo C. Medeiros & Eduardo F. Mendes
• ARCO: an artificial counterfactual approach for high-dimensional panel time-series data (RePEc:rio:texdis:653)
  by Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros
• The perils of Counterfactual Analysis with Integrated Processes (RePEc:rio:texdis:654)
  by Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros
• Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check (RePEc:sbe:breart:v:25:y:2005:i:1:a:2671)
  by Souza, Leonardo & Veiga, Alvaro & Medeiros, Marcelo C.
• Inflation Dynamics in Brazil: The Case of a Small Open Economy (RePEc:sbe:breart:v:27:y:2007:i:1:a:1575)
  by Areosa, Waldyr Dutra & Medeiros, Marcelo
• Nonlinear Error Correction Models With an Application to Commodity Prices (RePEc:sbe:breart:v:33:y:2013:i:2:a:24116)
  by Medeiros, Marcelo C & Magri, Rafael
• Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves (RePEc:sbe:breart:v:35:y:2015:i:1:a:24305)
  by Medeiros, Marcelo C & Burity, Priscilla & Assunção, Juliano
• Price Discovery in Brazilian FX Markets (RePEc:sbe:breart:v:35:y:2015:i:1:a:46423)
  by Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha
• The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets (RePEc:sbe:breart:v:36:y:2016:i:2:a:46421)
  by Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha
• Forecasting Brazilian Inflation with High-Dimensional Models (RePEc:sbe:breart:v:36:y:2016:i:2:a:52273)
  by Medeiros, Marcelo C & Vasconcelos, Gabriel & Freitas, Eduardo
• Currency Risk in Brazil under Two Different Exchange Rate Regimes (RePEc:sce:scecf2:188)
  by Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros
• Are There Multiple Regimes in Financial Volatility? (RePEc:sce:scecf2:311)
  by Marcelo C. Medeiros & Alvaro Veiga
• Forecasting with Machine Learning Methods (RePEc:spr:adschp:978-3-031-15149-1_4)
  by Marcelo C. Medeiros
• Realized Volatility: A Review (RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45)
  by Michael McAleer & Marcelo Medeiros
• The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing (RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:470-475)
  by Esfandiar Maasoumi & Marcelo Medeiros
• The Benefits of Bagging for Forecast Models of Realized Volatility (RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:571-593)
  by Eric Hillebrand & Marcelo Medeiros
• A Note on Nonlinear Cointegration, Misspecification, and Bimodality (RePEc:taf:emetrv:v:33:y:2014:i:7:p:713-731)
  by Marcelo C. Medeiros & Eduardo Mendes & Les Oxley
• A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (RePEc:taf:emetrv:v:35:y:2016:i:7:p:1221-1250)
  by Marcelo Fernandes & Marcelo C. Medeiros & Alvaro Veiga
• Model Selection and Shrinkage: An Overview (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1343-1346)
  by Mehmet Caner & Marcelo C. Medeiros
• Adaptive LASSO estimation for ARDL models with GARCH innovations (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:622-637)
  by Marcelo C. Medeiros & Eduardo F. Mendes
• Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (RePEc:taf:jnlasa:v:116:y:2021:i:536:p:1773-1788)
  by Ricardo Masini & Marcelo C. Medeiros
• Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (RePEc:taf:jnlasa:v:117:y:2022:i:538:p:574-590)
  by Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros
• Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models (RePEc:taf:jnlbes:v:34:y:2016:i:1:p:23-41)
  by Eric Hillebrand & Marcelo C. Medeiros
• A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity (RePEc:taf:jnlbes:v:38:y:2020:i:3:p:580-592)
  by Eelco Kappe & Wayne S. DeSarbo & Marcelo C. Medeiros
• Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods (RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119)
  by Marcelo C. Medeiros & Gabriel F. R. Vasconcelos & Álvaro Veiga & Eduardo Zilberman
• Counterfactual Analysis and Inference With Nonstationary Data (RePEc:taf:jnlbes:v:40:y:2022:i:1:p:227-239)
  by Ricardo Masini & Marcelo C. Medeiros
• Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice (RePEc:tin:wpaper:20140147)
  by Laurent Callot & Anders B. Kock & Marcelo C. Medeiros
• Asymmetry and Leverage in Realized Volatility (RePEc:tky:fseres:2009cf656)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Modelling and Forecasting Noisy Realized Volatility (RePEc:tky:fseres:2009cf669)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables (RePEc:tky:fseres:2009cf671)
  by Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:tky:fseres:2009cf686)
  by Michael McAleer & Marcelo C. Medeiros
• Modelling and Forecasting Noisy Realized Volatility (RePEc:ucm:doicae:1109)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Asymmetry and Long Memory in Volatility Modelling (RePEc:ucm:doicae:1129)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Bagging Constrained Equity Premium Predictors (RePEc:ucr:wpaper:201421)
  by Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros
• Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process (RePEc:usg:dp2008:2008-16)
  by Francesco Audrino & Marcelo C. Medeiros
• Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging (RePEc:wly:japmet:v:26:y:2011:i:6:p:999-1022)
  by Francesco Audrino & Marcelo C. Medeiros
• Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice (RePEc:wly:japmet:v:32:y:2017:i:1:p:140-158)
  by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros