Marcelo C. Medeiros

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Alvaro VeigaProfessor Associado, Departamento de Engenharia Elétrica, PUC-RioEmail verificata su ele.puc-rio.br
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamEmail verificata su ese.eur.nl
Eduardo Fonseca MendesAssistant Professor at Fundação Getulio VargasEmail verificata su fgv.br
Marcio G.P. GarciaFull Professor, PUC-RioEmail verificata su econ.puc-rio.br
Marcelo FernandesSao Paulo School of Economics, FGVEmail verificata su fgv.br
Manabu ASAISoka UniversityEmail verificata su soka.ac.jp
Marcel ScharthUniversity of Sydney Business SchoolEmail verificata su sydney.edu.au
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamEmail verificata su ese.eur.nl
Anders Bredahl KockUniversity of OxfordEmail verificata su economics.ox.ac.uk
Guilherme LichandAssistant Professor of Education, Stanford GSEEmail verificata su stanford.edu
Laurent CallotPrincipal scientist, AWS AI LabsEmail verificata su amazon.com
Waldyr Dutra AreosaDepartment of International Affairs, Central Bank of Brazil and Department of Economics, PUC-RJEmail verificata su bcb.gov.br
Carlos Eduardo PedreiraProfessor, UFRJEmail verificata su ufrj.br
Tae-Hwy LeeUniversity of California, RiversideEmail verificata su ucr.edu
Mauricio G. C. ResendeUniversity of WashingtonEmail verificata su uw.edu
José Luis AznarteAssociate Professor. Artificial Intelligence Department, UNED.Email verificata su dia.uned.es
Felix ChanCurtin University Email verificata su cbs.curtin.edu.au
Jose M. BenitezFull Professor, Universidad de GranadaEmail verificata su decsai.ugr.es
Les OxleyProfessor of Economics, University of WaikatoEmail verificata su waikato.ac.nz
Juliano AssunçãoAssociate Professor, Dept. Economics, PUC-RioEmail verificata su econ.puc-rio.br

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Marcelo C. Medeiros

Professor, Department of Economics, The University of Illinois at Urbana-Champaign

Email verificata su illinois.edu - Home page

Econometrics


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45, 2008	690	2008
Forecasting inflation in a data-rich environment: the benefits of machine learning methods MC Medeiros, GFR Vasconcelos, Á Veiga, E Zilberman Journal of Business & Economic Statistics 39 (1), 98-119, 2021	391	2021
Machine Learning Advances for Time Series Forecasting RP Masini, MC Medeiros, EF Mendes Journal of Economic Surveys 37 (1), 76-111, 2023	388	2023
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination T Teräsvirta, D Van Dijk, MC Medeiros International Journal of Forecasting 21 (4), 755-774, 2005	377	2005
Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014	340	2014
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data LJ Soares, MC Medeiros International Journal of Forecasting 24 (4), 630-644, 2008	333	2008
Building neural network models for time series: a statistical approach MC Medeiros, T Teräsvirta, G Rech Journal of Forecasting 25 (1), 49-75, 2006	250	2006
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries M McAleer, MC Medeiros Journal of Econometrics 147 (1), 104-119, 2008	240	2008
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors MC Medeiros, EF Mendes Journal of Econometrics 191 (1), 255-271, 2016	196*	2016
Real-time inflation forecasting with high-dimensional models: The case of Brazil MGP Garcia, MC Medeiros, GFR Vasconcelos International Journal of Forecasting 33 (3), 679-693, 2017	148	2017
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data C Carvalho, R Masini, MC Medeiros Journal of econometrics 207 (2), 352-380, 2018	124	2018
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010	123*	2010
Modeling and forecasting large realized covariance matrices and portfolio choice LAF Callot, AB Kock, MC Medeiros Journal of Applied Econometrics 32 (1), 140-158, 2017	114	2017
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005	107*	2005
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000	107	2000
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH (1, 1) model MC Medeiros, A Veiga Econometric Theory 25 (1), 117-161, 2009	103*	2009
Asymmetric effects and long memory in the volatility of Dow Jones stocks M Scharth, MC Medeiros International Journal of Forecasting 25 (2), 304-327, 2009	95	2009
Asymmetry and long memory in volatility modeling M Asai, M McAleer, MC Medeiros Journal of Financial Econometrics 10 (3), 495-512, 2012	93*	2012
Modeling exchange rates: smooth transitions, neural networks, and linear models MC Medeiros, Á Veiga, CE Pedreira IEEE Transactions on Neural Networks 12 (4), 755-764, 2001	78	2001
Is corruption good for your health? G Lichand, M Lopes, MC Medeiros	77*

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