Marcelo C. Medeiros

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Alvaro VeigaProfessor Associado, Departamento de Engenharia Elétrica, PUC-RioVerified email at ele.puc-rio.br
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamVerified email at ese.eur.nl
Eduardo Fonseca MendesAssistant Professor at Fundação Getulio VargasVerified email at fgv.br
Marcio G.P. GarciaFull Professor, PUC-RioVerified email at econ.puc-rio.br
Marcelo FernandesSao Paulo School of Economics, FGVVerified email at fgv.br
Manabu ASAISoka UniversityVerified email at soka.ac.jp
Marcel ScharthUniversity of Sydney Business SchoolVerified email at sydney.edu.au
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamVerified email at ese.eur.nl
Anders Bredahl KockUniversity of OxfordVerified email at economics.ox.ac.uk
Guilherme LichandAssistant Professor of Education, Stanford GSEVerified email at stanford.edu
Laurent CallotPrincipal scientist, AWS AI LabsVerified email at amazon.com
Waldyr Dutra AreosaDepartment of International Affairs, Central Bank of Brazil and Department of Economics, PUC-RJVerified email at bcb.gov.br
Carlos Eduardo PedreiraProfessor, UFRJVerified email at ufrj.br
Tae-Hwy LeeUniversity of California, RiversideVerified email at ucr.edu
José Luis AznarteAssociate Professor. Artificial Intelligence Department, UNED.Verified email at dia.uned.es
Mauricio G. C. ResendeUniversity of WashingtonVerified email at uw.edu
Felix ChanCurtin University Verified email at cbs.curtin.edu.au
Jose M. BenitezFull Professor, Universidad de GranadaVerified email at decsai.ugr.es
Les OxleyProfessor of Economics, University of WaikatoVerified email at waikato.ac.nz
Juliano AssunçãoAssociate Professor, Dept. Economics, PUC-RioVerified email at econ.puc-rio.br

Marcelo C. Medeiros

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

Verified email at illinois.edu - Homepage

Econometrics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45, 2008	682	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	370	2021
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	367	2005
Machine Learning Advances for Time Series Forecasting RP Masini, MC Medeiros, EF Mendes Journal of Economic Surveys 37 (1), 76-111, 2023	346	2023
Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014	324	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	323	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	245	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	239	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	197*	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	145	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	122	2018
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010	121*	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	106	2017
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005	106*	2005
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000	106	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	102*	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	91*	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	80	2001
Is corruption good for your health? G Lichand, M Lopes, MC Medeiros	77*

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