← All authors Hedibert F. Lopes Örebro University (from arXiv:2411.16244, 2024) · ORCID · OpenAlex
61 papers in scope · 58 published · 5 on the econ.EM arXiv · 2,035 citations · h-index 24 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Gregor Kastner Bruno P. C. Levy Sylvia Frühwirth-Schnatter Darjus Hosszejni Benjamin Poignard Manabu Asai Giorgio Calzolari Christian Mücher Roxana Halbleib Florian Huber Paulina Jonéus Sebastian Ankargren Wei Zhang Gary Koop Rafael Alves Diego S. de Brito Ruy M. Ribeiro Luca Onorante Niko Hauzenberger Winfried Pohlmeier 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 (6 of 61)
Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
published 2026 · Statistics and Computing · first circulated 2025
with Henrique Bolfarine, Carlos M. Carvalho
published 2025 · The Quarterly Review of Economics and Finance · 1 citations · first circulated 2024
with Igor Martins
Multivariate dynamic mixed-frequency density pooling for financial forecasting
published 2024 · International Journal of Forecasting · 1 citations
with Audronė Virbickaitė, Martina Danielova Zaharieva
Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown (with Discussion)
published 2024 · Bayesian Analysis · 49 citations · first circulated 2018
published 2024 · Entropy · 2 citations · first circulated 2023
working paper 2024 · 3 citations
Probabilistic Nearest Neighbors Classification
published 2023 · Entropy · 2 citations
published 2023 · Econometrics · 13 citations
Deep learning models for inflation forecasting
published 2023 · Applied Stochastic Models in Business and Industry · 24 citations
with Alexandre Fernandes Theoharidis, Diogo Abry Guillén
Decoupling Shrinkage and Selection in Gaussian Linear Factor Analysis
published 2022 · Bayesian Analysis · 3 citations · first circulated 2020
with Henrique Bolfarine, Carlos M. Carvalho, Jared S. Murray
Parsimony inducing priors for large scale state–space models
published 2021 · Journal of Econometrics · 29 citations
The illusion of the illusion of sparsity: An exercise in prior sensitivity
published 2021 · Brazilian Journal of Probability and Statistics · 11 citations · first circulated 2020
working paper 2021 · arXiv · 1 citations
Bayesian generalizations of the integer-valued autoregressive model
published 2020 · Journal of Applied Statistics · 4 citations
with Paulo C. Marques F., Helton Graziadei
Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model
published 2020 · Entropy · 4 citations
with Helton Graziadei, Antonio Lijoi, Paulo C. Marques F., Igor Prünster
Bayesian hypothesis testing: Redux
published 2019 · Brazilian Journal of Probability and Statistics · 1 citations
Walk on the Wild Side: Temporarily Unstable Paths and Multiplicative Sunspots
published 2019 · American Economic Review · 28 citations · first circulated 2018
with Guido Ascari, Paolo Bonomolo
Bayesian semiparametric Markov switching stochastic volatility model
published 2019 · Applied Stochastic Models in Business and Industry · 10 citations
with Audronė Virbickaitė
Particle learning for Bayesian semi-parametric stochastic volatility model
published 2019 · Econometric Reviews · 15 citations
with Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano
Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer
published 2018 · Applied Stochastic Models in Business and Industry
Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
published 2018 · Journal of Computational and Graphical Statistics · 35 citations · first circulated 2017
On the Long-Run Volatility of Stocks
published 2018 · Journal of the American Statistical Association · 19 citations
with Carlos M. Carvalho, Robert E. McCulloch
Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan
published 2018 · Applied Stochastic Models in Business and Industry
Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns
published 2017 · Applied Stochastic Models in Business and Industry · 5 citations
Cholesky realized stochastic volatility model
published 2016 · Econometrics and Statistics · 20 citations · first circulated 2015
Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
published 2016 · Journal of Business and Economic Statistics · 16 citations
Particle Learning for Fat-Tailed Distributions
published 2015 · Econometric Reviews · 10 citations
Time-varying extreme pattern with dynamic models
published 2015 · Test · 20 citations
with Fernando Ferraz do Nascimento, Dani Gamerman
Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models
published 2013 · Springer proceedings in mathematics & statistics · 8 citations
Treatment Effects: A Bayesian Perspective
published 2013 · Econometric Reviews · 36 citations
with James J. Heckman, Rémi Piatek
Handbook of Markov Chain Monte Carlo by BROOKS, S., GELMAN, A., JONES, G. L. and MENG, X.
published 2013 · Biometrics · 1 citations
Bayesian Instrumental Variables: Priors and Likelihoods
published 2013 · Econometric Reviews · 40 citations
Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model
published 2012 · Journal of the American Statistical Association · 181 citations
working paper 2012 · arXiv
Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models
published 2012 · The Annals of Applied Statistics · 11 citations
with Alexandra M. Schmidt, Esther Salazar, Mariana Gómez, Marcel Achkar
Sequential parameter learning and filtering in structured autoregressive state-space models
published 2011 · Statistics and Computing · 7 citations
with Raquel Prado
A semiparametric Bayesian approach to extreme value estimation
published 2011 · Statistics and Computing · 63 citations
with Fernando Ferraz do Nascimento, Dani Gamerman
Comment on article by Hoff
published 2011 · Bayesian Analysis
Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem
published 2011 · Brazilian Review of Econometrics · 4 citations
with Ronaldo Dias
Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
published 2011 · Annual Review of Economics · 26 citations
with Justin L. Tobias
Particle learning for general mixtures
published 2010 · Bayesian Analysis · 63 citations
Generalized spatial dynamic factor models
published 2010 · Computational Statistics & Data Analysis · 57 citations
with Dani Gamerman, Esther Salazar
Particle filters and Bayesian inference in financial econometrics
published 2010 · Journal of Forecasting · 137 citations
Particle Learning and Smoothing
published 2010 · Statistical Science · 19 citations
Credit granting to small firms: A Brazilian case
published 2009 · Journal of Business Research · 74 citations
with Felipe Zambaldi, Francisco Aranha, Ricardo Politi
Bayesian modeling of financial returns: A relationship between volatility and trading volume
published 2009 · Applied Stochastic Models in Business and Industry · 8 citations
with Carlos A. Abanto-Valle, Hélio S. Migon
Time-varying joint distribution through copulas
published 2009 · Computational Statistics & Data Analysis · 98 citations
with M. Concepción Ausín
Spatial dynamic factor analysis
published 2008 · Bayesian Analysis · 129 citations
with Dani Gamerman, Esther Salazar
Copula, marginal distributions and model selection: a Bayesian note
published 2008 · Statistics and Computing · 93 citations
with Ralph dos Santos Silva
BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
published 2007 · Australian & New Zealand Journal of Statistics · 11 citations
with M. Concepción Ausín
Factor stochastic volatility with time varying loadings and Markov switching regimes
published 2007 · Journal of Statistical Planning and Inference · 101 citations
with Carlos Marinho Carvalho
Simulation-based sequential analysis of Markov switching stochastic volatility models
published 2006 · Computational Statistics & Data Analysis · 111 citations
with Carlos M. Carvalho
Bayesian Model Uncertainty In Smooth Transition Autoregressions
published 2005 · Journal of Time Series Analysis · 47 citations
with Esther Salazar
Spatio-temporal models for mapping the incidence of malaria in Pará
published 2005 · Environmetrics · 62 citations
with Aline Araújo Nobre, Alexandra M. Schmidt
Bayesian analysis of extreme events with threshold estimation
published 2004 · Statistical Modelling · 216 citations
with Cibele N Behrens, Dani Gamerman
Data driven estimates for mixtures
published 2004 · Computational Statistics & Data Analysis · 37 citations
with Beatriz Vaz de Melo Mendes
Bayesian Meta‐analysis for Longitudinal Data Models Using Multivariate Mixture Priors
published 2003 · Biometrics · 42 citations
with Peter Müller, Gary L. Rosner
Bayesian forecasting and inference in latent structure for the Brazilian Industrial Production Index
published 2000 · Brazilian Review of Econometrics · 5 citations
with Gabriel Huerta
Hyperparameter estimation in forecast models
published 1999 · Computational Statistics & Data Analysis · 18 citations
with Ajax Reynaldo Bello Moreira, Alexandra M. Schmidt
Um Modelo para a Previsão Conjunta do PIB, Inflação e Liquidez
published 1997 · Brazilian Review of Econometrics · 2 citations
with Ajax Reynaldo Bello Moreira, Antonio Fiorencio
Tendencia estocastica do produto no Brasil: efeitos das flutuacoes da taxa de crescimento da produtividade e da taxa do juro real
published 1995 · Pesquisa e planejamento economico (Rio de Janeiro) · 2 citations
with Elcyon Caiado Rocha Lima, Ajax Reynaldo Bello Moreira, Pedro L. Valls Pereira, Pedro Luiz Valls Pereira
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