Seminars

TBA

Benjamin Hébert
Stanford University

20/05/2021 - 17:30
Plataforma Zoom

Publications

Counterfactual Analysis with Artificial Controls: Inference, High Dimensions and Nonstationarity (a sair), 2021

Journal of the American Statistical Association

Marcelo Medeiros, Ricardo Masini.

Working Papers Series

The Proper Use of Google Trends in Forecasting Models, 2021

no. 683

Marcelo Medeiros, Henrique Fernandes Pires.

Working Papers Series

Jumps in Stock Prices: New Insights from Old Data, 2021

no. 682

James A. Johnson, Bradley S. Paye, Marcelo Medeiros.

Publications

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods, 2021

Journal of Business & Economic Statistics

Marcelo Medeiros, Eduardo Zilberman, Gabriel F. R. Vasconcelos, Álvaro Veiga.

Working Papers Series

Bridging factor and sparse models, 2021

no. 681

Jianqing Fan, Ricardo Masini, Marcelo Medeiros.

Publications

From Zero to Hero: Realized Partial (Co)Variances (a sair), 2021

Journal of Econometrics

Tim Bollerslev, Marcelo Medeiros, Andrew J. Patton, Rogier Quaedvlieg.

Seminars

TBA

Inês Xavier
Universidade Pompeu Fabra

27/05/2021 - 11:30
Plataforma Zoom

Working Papers Series

Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations, 2020

no. 680

Ricardo Masini, Marcelo Medeiros, Eduardo F. Mendes.

Publications

Balance sheet effects in currency crises: Evidence from Brazil, 2021

EconomiA

Marcio Magalhães Janot, Márcio Garcia, Walter Novaes.