← All authors Marcelo C. Medeiros Pontifical Catholic University of Rio de Janeiro (from arXiv:2112.15108, 2021) · ORCID · OpenAlex
106 papers in scope · 98 published · 13 on the econ.EM arXiv · 3,543 citations · h-index 29 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Mehmet Caner Mehmet Caner Agostino Capponi Mihailo Stojnic Maurizio Daniele Agostino Capponi Gabriel Vasconcelos Ricardo Masini Stephan Smeekes Iúri H. Ferreira Henrique F. Pires Luca Margaritella Jianqing Fan Diego S. de Brito Ruy M. Ribeiro Rafael Alves Eduardo Mendes Carlos B. Carneiro Ines Wilms Jonas Krampe Etiënne Wijler Alain Hecq Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (15 of 106)
A sorted penalty estimator: Inference for a correlation-robust shrinkage method
published 2026 · Journal of Econometrics · first circulated 2025
with Chuanping Sun
working paper 2025 · arXiv
Elasticity of Taxable Income and Optimal Taxation: The Brazilian Case
published 2025 · Brazilian Review of Econometrics
with Fábio Ávila de Castro, Maria Tannuri-Pianto, Rafael Terra, Marcelo Medeiros
working paper 2025 · arXiv
Bunching away from taxes: evidence from Brazilian personal income tax records
published 2025 · Applied Economics Letters
with Fábio Ávila de Castro, Maria Tannuri-Pianto, Rafael Terra, Marcelo Medeiros
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng
published 2024 · Journal of Business and Economic Statistics
working paper 2023 · arXiv · 3 citations
published 2023 · The Annals of Statistics · 45 citations · first circulated 2021
published 2023 · Journal of Financial Econometrics · 19 citations · first circulated 2018
Modeling the evolution of deaths from infectious diseases with functional data models: The case of COVID‐19 in Brazil
published 2023 · Statistics in Medicine · 6 citations · first circulated 2021
with Julian A. A. Collazos, Ronaldo Dias
published 2022 · Journal of Econometrics · 19 citations · first circulated 2020
Jumps in stock prices: New insights from old data
published 2022 · Journal of Financial Markets · 12 citations · first circulated 2018
with James Johnson, Bradley S. Paye
working paper 2021 · arXiv · 2 citations
published 2021 · Journal of the American Statistical Association · 19 citations · first circulated 2020
From zero to hero: Realized partial (co)variances
published 2021 · Journal of Econometrics · 22 citations
published 2021 · International Journal of Forecasting · 3 citations
published 2021 · Journal of Time Series Analysis · 7 citations · first circulated 2019
Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity
published 2021 · Journal of the American Statistical Association · 26 citations · first circulated 2018
published 2021 · Journal of Economic Surveys · 49 citations
working paper 2021 · arXiv · 1 citations
working paper 2020 · arXiv
working paper 2020 · arXiv · 5 citations
Counterfactual Analysis and Inference With Nonstationary Data
published 2020 · Journal of Business and Economic Statistics · 21 citations · first circulated 2019
Desigualdade de renda no Brasil
published 2020 · Conjuntura & Planejamento · 12 citations · first circulated 2013
Educational expansion, inequality and poverty reduction in Brazil: A simulation study
published 2019 · Research in Social Stratification and Mobility · 28 citations · first circulated 2018
with Marcelo Medeiros, Rogério Jerônimo Barbosa, Flávio Carvalhaes, Roggrio Jerrnimo Baborsa
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
published 2019 · Journal of Business and Economic Statistics · 369 citations · first circulated 2018
A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity
published 2019 · Journal of Business and Economic Statistics · 3 citations
with Eelco Kappe, Wayne S. DeSarbo
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data
published 2018 · Journal of Econometrics
working paper 2018 · arXiv · 5 citations
A composição da renda no topo da distribuição: evolução no Brasil entre 2006 e 2012, a partir de informações do Imposto de Renda
published 2018 · Economia e Sociedade · 10 citations
with Marcelo Medeiros, Fábio Ávila de Castro
A concentração de renda no topo no Brasil, 2006-2014
published 2017 · One Pager Portuguese
no link
Real-time inflation forecasting with high-dimensional models: The case of Brazil
published 2017 · International Journal of Forecasting · 98 citations
Adaptive LASSO estimation for ARDL models with GARCH innovations
published 2017 · Econometric Reviews · 12 citations · first circulated 2015
Correcting the Underestimation of Top Incomes: Combining Data from Income Tax Reports and the Brazilian 2010 Census
published 2016 · Social Indicators Research · 10 citations
with Marcelo Medeiros, Juliana de Castro Galvão, Luísa Nazareno, Juliana Galvao
Forecasting Brazilian Inflation with High-Dimensional Models
published 2016 · Brazilian Review of Econometrics · 17 citations
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets
published 2016 · Brazilian Review of Econometrics · 2 citations · first circulated 2014
with Francisco Luna Santos, Marcio García, Francisco Eduardo de Luna e Almeida Santos
Instrument selection for estimation of a forward-looking Phillips Curve
published 2016 · Economics Letters · 1 citations
with Tiago Berriel, Marcelo J. Sena
Educação e Rendimentos dos Ricos no Brasil
published 2016 · Dados · 8 citations
with Marcelo Medeiros, Juliana de Castro Galvão
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice
published 2016 · Journal of Applied Econometrics · 107 citations · first circulated 2014
Forecasting macroeconomic variables in data-rich environments
published 2015 · Economics Letters · 23 citations
ℓ 1 -regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
published 2015 · Journal of Econometrics · 129 citations
Model Selection and Shrinkage: An Overview
published 2015 · Econometric Reviews · 1 citations
Price Discovery in Brazilian FX Markets
published 2015 · Brazilian Review of Econometrics · 14 citations · first circulated 2014
with Francisco Luna Santos, Marcio García, Francisco Eduardo de Luna e Almeida Santos
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves
published 2015 · Brazilian Review of Econometrics
with Priscilla Burity, Juliano Assunção
Top income shares and inequality in Brazil, 1928-2012
published 2015 · Sociologies in Dialogue · 46 citations
Is the convergence of the manufacturing sector unconditional?
published 2015 · EconomiA · 4 citations
with Juliano Assunção, Priscilla Burity
State Transfers, Taxes and Income Inequality in Brazil
published 2015 · Brazilian Political Science Review · 15 citations · first circulated 2013
Top incomes in Brazil: preliminary results
published 2015 · Economics bulletin · 7 citations · first circulated 2014
The stability of income inequality in Brazil, 2006-2012: an estimate using income tax data and household surveys
published 2015 · Ciência & Saúde Coletiva · 92 citations
O Topo da Distribuição de Renda no Brasil: Primeiras Estimativas com Dados Tributários e Comparação com Pesquisas Domiciliares (2006-2012)
published 2015 · Dados · 82 citations
Structure and asymptotic theory for nonlinear models with GARCH errors
published 2015 · EconomiA · 5 citations · first circulated 2010
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
published 2014 · Journal of Business and Economic Statistics · 13 citations
Previdências dos trabalhadores dos setores público e privado e desigualdade no Brasil
published 2014 · Economia Aplicada · 13 citations · first circulated 2013
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model
published 2014 · Econometric Reviews · 3 citations · first circulated 2006
The rich, the affluent and the top incomes
published 2014 · Current Sociology · 37 citations
Seleção Paramétrica de Portfólios: Avaliação e Comparação com Portfólios de Markowitz
published 2014 · Brazilian Review of Finance · 5 citations
Desigualdades regionais em educação: potencial de convergência
published 2014 · Sociedade e Estado · 16 citations
with Marcelo Medeiros, Luís Felipe Batista de Oliveira
Ganhos econômicos da volatilidade realizada no mercado Brasileiro de ações
published 2014 · Brazilian Review of Finance
with Marcio García, Francisco Eduardo de Luna e Almeida Santos
Nonlinear Error Correction Models With an Application to Commodity Prices
published 2013 · Brazilian Review of Econometrics · 1 citations
with Rafael Magri
Modeling and predicting the CBOE market volatility index
published 2013 · Journal of Banking & Finance · 40 citations
Estado e desigualdade de renda no Brasil: fluxos de rendimentos e estratificação social
published 2013 · Revista Brasileira de Ciências Sociais · 8 citations
A Note on Nonlinear Cointegration, Misspecification, and Bimodality
published 2013 · Econometric Reviews · 2 citations
Asymptotic Theory for Regressions with Smoothly Changing Parameters
published 2013 · Journal of Time Series Econometrics · 9 citations · first circulated 2012
Diferencial salarial público-privado e desigualdade de renda per capita no Brasil
published 2013 · Estudos Econômicos (São Paulo) · 20 citations
Asymmetry and Long Memory in Volatility Modeling
published 2011 · Journal of Financial Econometrics · 77 citations · first circulated 2010
Moment-based estimation of smooth transition regression models with endogenous variables
published 2011 · Journal of Econometrics · 31 citations · first circulated 2008
with Waldyr Areosa, Michael McAleer
Linear programming-based estimators in simple linear regression
published 2011 · Journal of Econometrics · 26 citations · first circulated 2010
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
published 2010 · Journal of Economic Surveys · 28 citations · first circulated 2009
with Michael McAleer
The Benefits of Bagging for Forecast Models of Realized Volatility
published 2010 · Econometric Reviews · 98 citations
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
published 2010 · Econometric Reviews · 3 citations
Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging
published 2010 · Journal of Applied Econometrics · 1 citations
Reviews: Constructing Inequality: Anis A. Dani and Arjan de Haan, eds, Inclusive States: Social Policy and Structural Inequalities. Washington, DC: World Bank, 2008, 418 pp., ISBN 9780821369999, US$30.00
published 2010 · International Sociology
with Marcelo Medeiros
Asymmetric effects and long memory in the volatility of Dow Jones stocks
published 2009 · International Journal of Forecasting · 8 citations
with Marcel Scharth
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL
published 2009 · Econometric Theory · 62 citations
with Álvaro Veiga
Modelling and Forecasting Noisy Realized Volatility
published 2009 · Computational Statistics & Data Analysis · 7 citations
Conditional cash transfers in Brazil, Chile and Mexico: Impacts upon inequality
published 2009 · Estudios Económicos de El Colegio de México · 164 citations · first circulated 2007
with Sergei Suarez Dillon Soares, Rafael Guerreiro Osório, Fábio Veras Soares, Marcelo Medeiros, Eduardo Zepeda, Fabio Hudson Souza Soares
Asymmetry and Leverage in Realized Volatility
published 2008 · CARF F-Series · 3 citations
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data
published 2008 · International Journal of Forecasting · 220 citations
with Lacir Jorge Soares
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
published 2008 · Journal of Econometrics · 180 citations · first circulated 2007
with Michael McAleer, Michael McAller, Marcelo Medeiros
A neural network demand system with heteroskedastic errors
published 2008 · Journal of Econometrics · 23 citations
with Michael McAleer, Daniel J. Slottje
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
published 2008 · Journal of Econometrics · 51 citations
with Michael McAleer, Daniel J. Slottje, Vicente Ramos, Javier Rey-Maquieira
Realized Volatility: A Review
published 2008 · Econometric Reviews · 2 citations
with Michael McAleer
Is There a Feminization of Poverty in Latin America?
published 2007 · World Development · 116 citations
with Marcelo Medeiros, Joana Simões de Melo Costa
TREE-STRUCTURED SMOOTH TRANSITION REGRESSION MODELS BASED ON CART ALGORITHM
published 2007 · Computational Statistics & Data Analysis · 24 citations · first circulated 2004
with Joel Corrêa da Rosa, Álvaro Veiga, Joel Corr, Ea Da Rosa
Inflation Dynamics in Brazil: The Case of a Small Open Economy
published 2007 · Brazilian Review of Econometrics · 32 citations
with Waldyr Areosa
UMA INTRODUÇÃO ÀS REPRESENTAÇÕES GRÁFICAS DA DESIGUALDADE DE RENDA
published 2006 · www.ipea.gov.br · 1 citations
with Marcelo Medeiros
no link
The Rich and the Poor: The Construction of an Affluence Line from the Poverty Line
published 2006 · Social Indicators Research · 72 citations
with Marcelo Medeiros
Modelando e Prevendo a Volatilidade dos Retornos de Ativos Brasileiros: uma Abordagem da Variância Realizada
published 2006 · Brazilian Review of Finance · 12 citations
with Marcelo Carvalho, MArco Aurelio Freire, Leonardo Rocha Souza
Tendenciosidade do Mercado Futuro de Câmbio: Risco Cambial ou Erros Sistemáticos de Previsão?
published 2006 · Brazilian Review of Finance · 1 citations
with Daniel Chrity, Marcio García
Reply
published 2005 · International Journal of Forecasting · 6 citations
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
published 2005 · International Journal of Forecasting · 277 citations
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check
published 2005 · Brazilian Review of Econometrics · 2 citations
with Leonardo Rocha Souza, Álvaro Veiga
Monetary policy during Brazil's Real Plan: estimating the Central Bank's reaction function
published 2005 · Revista Brasileira de Economia · 30 citations · first circulated 2001
with Maria José S. Salgado, Marcio García
A Flexible Coefficient Smooth Transition Time Series Model
published 2005 · IEEE Transactions on Neural Networks · 65 citations · first circulated 2004
with A. Veiga, Álvaro Veiga
Building neural network models for time series: a statistical approach
published 2005 · Journal of Forecasting · 185 citations
Misspecified Neural Network Models and Linear Time Series Forecasting
published 2005 · Learning and Nonlinear Models · 1 citations
with Francisco Carlos de A. Pinto
Local Global Neural Networks
published 2004 · Journal of the American Statistical Association · 36 citations
with Mayte Suárez Fariñas, Carlos E. Pedreira
Estrutura familiar e rendimentos do trabalho dos ricos
published 2004 · Dados · 6 citations
with Marcelo Medeiros
As teorias de estratificação da sociedade e o estudo dos ricos
published 2003 · www.ipea.gov.br · 4 citations
with Marcelo Medeiros
no link
Diagnostic Checking in a Flexible Nonlinear Time Series Model
published 2003 · Journal of Time Series Analysis · 2 citations
with Álvaro Veiga
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models
published 2003 · CIRJE F-Series · 4 citations
no link
A Combinatorial Approach to Piecewise Linear Time Series Analysis
published 2002 · Journal of Computational and Graphical Statistics · 16 citations · first circulated 2000
with Alvaro Veiga, Maurício G. C. Resende, Álvaro Veiga
Modeling exchange rates: smooth transitions, neural networks, and linear models
published 2001 · IEEE Transactions on Neural Networks · 46 citations
with A. Veiga, Carlos E. Pedreira
A hybrid linear-neural model for time series forecasting
published 2000 · IEEE Transactions on Neural Networks · 71 citations
with A. Veiga
CAPM Model Extensions
published 1998 · IFAC Proceedings Volumes
with Álvaro Veiga, Cristiano Fernandes, Fabiano S. Oliveira
Universality in bootstrap and diffusion percolation
published 1997 · Physica A Statistical Mechanics and its Applications · 24 citations
with C. M. Chaves
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