Marcelo C. Medeiros
Names
first:
Marcelo
middle:
C.
last:
Medeiros
Contact
email:
[email address hidden, enable JavaScript to see it]
homepage:
http://www.econ.puc-rio.br/mcm
phone:
+55 21 3527-1078
postal address:
Department of Economics
Pontifical Catholic University of Rio de Janeiro(PUC-Rio)
Rua Marquês de São Vicente, 225 - Gávea
22453-900 Rio de Janeiro, RJ
BRAZIL
Affiliations
Pontifícia Universidade Católica do Rio de Janeiro
→ Departamento de Economia
website
location: Rio de Janeiro, Brazil
Research profile
author of:
A Flexible Coefficient Smooth Transition Time Series Model by Medeiros, Marcelo & Veiga, Alvaro
Diagnostic Checking in a Flexible Nonlinear Time Series Model by Medeiros, Marcelo & Veiga, Alvaro
A Combinatorial Approach to Piecewise Linear Time Series Analysis by Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio
Building neural network models for time series: A statistical approach by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi
Modelling exchange rates: smooth transitions, neural networks, and linear models by Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira
Statistical methods for modelling neural networks by Marcelo C. Medeiros & Timo Terasvirta
What are the effects of forecasting linear time series with neural networks by Marcelo C. Medeiros & Carlos E. Pedreira
Evaluating the performance of GARCH models using White´s Reality Check by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros
Building Neural Network Models for Time Series: A Statistical Approach by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech
Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model by Marcelo Cunha Medeiros & Alvaro Veiga
Local-global neural networks: a new approach for nonlinear time series modelling by Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo
Formação de preços de commodities: padrões de vinculação dos preços internos ao externos by Marcelo de Paiva Abreu & Marcelo Cunha Medeiros & Rogério L. F. Werneck
Three-structured smooth transition regression models based on CART algorithm by Joel Corrêa da Rosa & Álvaro Veiga & Marcelo C. Medeiros
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination by Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros
Currency Risk in Brazil under Two Different Exchange Rate Regimes by Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros
Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros
Diagnostic Checking in a Flexible Nonlinear Time Series Model by MARCELO C. MEDEIROS & ALVARO VEIGA
Are There Multiple Regimes in Financial Volatility? by Marcelo C. Medeiros & Alvaro Veiga
Asymmetric effects and long memory in the volatility of Dow Jones stocks by Marcel Scharth & Marcelo Cunha Medeiros
Building neural network models for time series: a statistical approach by Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech
Modeling and forecasting the volatility of Brazilian asset returns by MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza
Modelling and forecasting short-term electricity load: a two step methodology by Lacir J. Soares & Marcelo Cunha Medeiros
Reply by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.
Realized volatility: a review by Michael McAleer & Marcelo Cunha Medeiros
ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS by Eduardo Mendes & Alvaro Veiga & MArcelo Cunha Medeiros
A (semi-)parametric functional coefficient autoregressive conditional duration model by Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga
Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling by Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries by Michael McAller & Marcelo C. Medeiros
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications by Eric Hillebrand & Marcelo Cunha Medeiros
Modeling and predicting the CBOE market volatility index by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth
Realized Volatility: A Review by Michael McAleer & Marcelo Medeiros
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process by Francesco Audrino & Marcelo C. Medeiros
Tree-structured smooth transition regression models by da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C.
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries by McAleer, Michael & Medeiros, Marcelo C.
A neural network demand system with heteroskedastic errors by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data by Soares, Lacir J. & Medeiros, Marcelo C.
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL by Medeiros, Marcelo C. & Veiga, Alvaro
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier
"Modelling and Forecasting Noisy Realized Volatility" by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Asymmetric effects and long memory in the volatility of Dow Jones stocks by Scharth, Marcel & Medeiros, Marcelo C.
"Forecasting Realized Volatility with Linear and Nonlinear Models" by Michael McAleer & Marcelo C. Medeiros
"Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables" by Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros
"Asymmetry and Leverage in Realized Volatility" by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Modelling and Forecasting Noisy Realized Volatility by Manuabu Asai & Michael McAleer & Marcelo C. Medeiros
Nonlinear Cointegration, Misspecification and Bimodality by MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley
Moment-based estimation of smooth transition regression models with endogenous variables by Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models by Michael McAleer & Marcelo C. Medeiros
Forecasting Realized Volatility with Linear and Nonlinear Models by Michael McAleer & Marcelo C. Medeiros
Forecasting Realized Volatility with Linear and Nonlinear Models by Michael McAleer & Marcelo Cunha Medeiros
Linear Programming-Based Estimators in Simple Linear Regression by Daniel Preve & Marcelo Cunha Medeiros
Linearity Testing Against a Fuzzy Rule-based Model by José Luis Aznarte & Marcelo Cunha Medeiros & José Manuel Benítez Sánchez
Asymmetry and Long Memory in Volatility Modelling by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
A Note on Nonlinear Cointegration, Misspecification and Bimodality by M. C. Medeiros & E. Mendes & Les Oxley
Asymmetry and Leverage in Realized Volatility by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Asymmetry and Long Memory in Volatility Modelling by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility by Eric Hillebrand & Marcelo Cunha Medeiros
The Benefits of Bagging for Forecast Models of Realized Volatility by Eric Hillebrand & Marcelo Medeiros
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing by Esfandiar Maasoumi & Marcelo Medeiros
Modelling and Forecasting Noisy Realized Volatility by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Asymmetry and Long Memory in Volatility Modelling by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging by Francesco Audrino & Marcelo Cunha Medeiros
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS by Michael McAleer & Marcelo C. Medeiros
Modelling and Forecasting Noisy Realized Volatility by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Modelling and forecasting noisy realized volatility by Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C.
Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging by Francesco Audrino & Marcelo C. Medeiros
Linear programming-based estimators in simple linear regression by Preve, Daniel & Medeiros, Marcelo C.
Asymptotic Theory for Regressions with Smoothly Changing Parameters by Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models by Eric Hillebrand & Marcelo C. Medeiros
Moment-based estimation of smooth transition regression models with endogenous variables by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
Estimating High-Dimensional Time Series Models. by MArcelo C. Medeiros & Eduardo F. Mendes
Estimating Strategic Complementarity in a State-Dependent Pricing Model by Marco Bonomo & Marcelo Medeiros & Arnildo Correa
Estimating High-Dimensional Time Series Models by Marcelo C. Medeiros & Eduardo F. Mendes
Let's Do It Again: Bagging Equity Premium Predictors by Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros
Moment-bases estimation of smooth transition regression models with endogenous variables by Areosa, W. D. & McAleer, M. J. & Medeiros, M. C.
Price Discovery in Brazilian FX Markets by Marcio Garcia & Marcelo Medeiros & Francisco Santos
Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? by Francisco Eduardo de Luna Almeida Santos & Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors by Chan, F. & McAleer, M. J. & Medeiros, M. C.
Modeling and predicting the CBOE market volatility index by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel
Modeling and predicting the CBOE market volatility index by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel
Modelling and Forecasting Noisy Realized Volatility by Asai, M. & McAleer, M. J. & Medeiros, M.
Asymptotic Theory for Regressions with Smoothly Changing Parameters by Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue
A (semi-)parametric functional coefficient autoregressive conditional duration model by Fernandes, Marcelo & Medeiros, Marcelo C. & Veiga, Alvaro
Asymmetry and Long Memory in Volatility Modelling by Asai, M. & McAleer, M. J. & Medeiros, M. C.
Forecasting Realized Volatility with Linear and Nonlinear Models by McAleer, M. J. & Medeiros, M. C.
Asymmetry and Long Memory in Volatility Modeling by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
Estimating Strategic Complementarity in a State-Dependent Pricing Model by Marco Bonomo & Arnildo da Silva Correa & Marcelo Cunha Medeiros
Asymmetry and leverage in realized volatility by Asai, M. & McAleer, M. J. & Medeiros, M. C.
Let´s do it again: bagging equity premium predictors by Erik Hillebrand & Tae-Hwy Lee & Marcelo Cunha Medeiros
The impact of macroeconomic announcements in the Brazilian futures markets by Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos
Bagging Constrained Equity Premium Predictors by Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros
A Note on Nonlinear Cointegration, Misspecification, and Bimodality by Marcelo C. Medeiros & Eduardo Mendes & Les Oxley
Economic gains of realized volatility in the Brazilian stock market by Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice by Laurent Callot & Anders B. Kock & Marcelo C. Medeiros
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations by Marcelo C. Medeiros & Eduardo F. Mendes
Structure and asymptotic theory for nonlinear models with GARCH erros by Felix Chan & Michael McAleer & Marcelo C. Medeiros
Adaptative LASSO estimation for ARDL models with GARCH innovations by Marcelo C. Medeiros & Eduardo F. Mendes
Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function by Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C.
Forecasting macroeconomic variables in data-rich environments by Medeiros, Marcelo C. & Vasconcelos, Gabriel F. R.
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors by Medeiros, Marcelo C. & Mendes, Eduardo F.
Is the convergence of the manufacturing sector unconditional? by Juliano Assunção & Priscilla Burity & Marcelo C. Medeiros
Instrument selection for estimation of a forward-looking Phillips Curve by Berriel, Tiago & Medeiros, Marcelo C. & Sena, Marcelo J.
Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors? by Daniel Chrity & Márcio G. P. Garcia & Marcelo Cunha Medeiros
O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio by Francisco Eduardo de Luna e Almeida Santos & Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros
Model Selection and Shrinkage: An Overview by Mehmet Caner & Marcelo C. Medeiros
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios by Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach by Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza
Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013 by Luana Simões Pinheiro & Marcelo Medeiros
A Estabilidade da Desigualdade no Brasil entre 2006 e 2012: resultados adicionais by Marcelo Medeiros & Pedro H. G. F. Souza
Economic gains of realized volatility in the Brazilian stock market by Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos
ARCO: an artificial counterfactual approach for high-dimensional panel time-series data by Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros
The perils of Counterfactual Analysis with Integrated Processes by Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models by Eric Hillebrand & Marcelo C. Medeiros
Nonlinear Error Correction Models With an Application to Commodity Prices by Medeiros, Marcelo C. & Magri, Rafael
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves by Medeiros, Marcelo C. & Burity, Priscilla & Assunção, Juliano
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets by Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha
Inﬂation Dynamics in Brazil: The Case of a Small Open Economy by Areosa, Waldyr Dutra & Medeiros, Marcelo
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model by Marcelo Fernandes & Marcelo C. Medeiros & Alvaro Veiga
Real-time inflation forecasting with high-dimensional models: The case of Brazil by Garcia, Márcio G. P. & Medeiros, Marcelo C. & Vasconcelos, Gabriel F. R.
Arco: an artificial counterfactual approach for high-dimensional panel time-series data by Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C.
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check by Souza, Leonardo & Veiga, Alvaro & Medeiros, Marcelo C.
The perils of counterfactual analysis with integrated processes by Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C.
Price Discovery in Brazilian FX Markets by Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha
Forecasting Brazilian Inflation with High-Dimensional Models by Medeiros, Marcelo C. & Vasconcelos, Gabriel & Freitas, Eduardo
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros
Adaptive LASSO estimation for ARDL models with GARCH innovations by Marcelo C. Medeiros & Eduardo F. Mendes