Marcelo C. Medeiros
Marcelo C. Medeiros
Associate Professor, Department of Economics, Pontifical Catholic University of Rio de Janeiro
Verified email at econ.puc-rio.br
Title
Cited by
Cited by
Year
Realized volatility: A review
M McAleer, MC Medeiros
Econometric Reviews 27 (1-3), 10-45, 2008
5012008
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
T Terńsvirta, D Van Dijk, MC Medeiros
International Journal of Forecasting 21 (4), 755-774, 2005
3022005
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
245*2008
Building neural network models for time series: a statistical approach
MC Medeiros, T Terńsvirta, G Rech
Journal of Forecasting 25 (1), 49-75, 2006
2032006
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
1832008
Modeling and predicting the CBOE market volatility index
M Fernandes, MC Medeiros, M Scharth
Journal of Banking & Finance 40, 1-10, 2014
1792014
A flexible coefficient smooth transition time series model
MC Medeiros, ┴ Veiga
IEEE transactions on neural networks 16 (1), 97-113, 2005
96*2005
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH (1, 1) model
MC Medeiros, A Veiga
Econometric Theory, 117-161, 2009
88*2009
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
86*2016
A hybrid linear-neural model for time series forecasting
MC Medeiros, ┴ Veiga
IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000
842000
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
782009
Modeling exchange rates: smooth transitions, neural networks, and linear models
MC Medeiros, ┴ Veiga, CE Pedreira
IEEE Transactions on Neural Networks 12 (4), 755-764, 2001
762001
Monetary policy during Brazil's Real Plan: estimating the Central Bank's reaction function
MJS Salgado, MGP Garcia, MC Medeiros
Revista Brasileira de Economia 59 (1), 61-79, 2005
63*2005
The benefits of bagging for forecast models of realized volatility
E Hillebrand, MC Medeiros
Econometric Reviews 29 (5-6), 571-593, 2010
59*2010
Asymmetry and long memory in volatility modeling
M Asai, M McAleer, MC Medeiros
Journal of Financial Econometrics 10 (3), 495-512, 2012
56*2012
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
MC Medeiros, M McAleer, D Slottje, V Ramos, J Rey-Maquieira
Journal of Econometrics 147 (2), 372-383, 2008
522008
Diagnostic checking in a flexible nonlinear time series model
MC Medeiros, A Veiga
Journal of Time Series Analysis 24 (4), 461-482, 2003
472003
Modelling and forecasting noisy realized volatility
M Asai, M McAleer, MC Medeiros
Computational Statistics & Data Analysis 56 (1), 217-230, 2012
42*2012
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
412017
Inflation dynamics in Brazil: The case of a small open economy
WD Areosa, M Medeiros
Brazilian Review of Econometrics 27 (1), 131-166, 2007
402007
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Articles 1–20