Journal articles
The high frequency impact of macroeconomic announcements in the Brazilian futures markets
Brazilian Review of Econometrics, v. 36, TD n. 2, p. 185-222, 2016
Marcelo Medeiros, Márcio Garcia, Francisco Eduardo de Luna e Almeida Santos.
How does Emigration affect Labor Markets? Evidence from Road Construction in Brazil
Brazilian Review of Econometrics, v. 36, TD n. 2, p. 157-185, 2016
Juliano Assunção.
A (semi-)parametric functional coefficient logarithmic autoregressive conditional duration model
Econometric Reviews, v. 35, TD n. 7, p. 1221-1250 , 2016
Marcelo Fernandes, Marcelo Medeiros, Álvaro Veiga.
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
The Journal of Econometrics, v. 191, TD n. 1, p. 255-271, 2016
Marcelo Medeiros, Eduardo F. Mendes.
Capital controls in Brazil: effective?
Journal of International Money and Finance, v. 61, p. 163-187, 2016
Márcio Garcia.
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
Journal of Business & Economic Statistics, v. 34, TD n. 1, p. 23-41, 2016
Marcelo Medeiros.
Demographics and Real Interest Rates: Inspecting the Mechanism
European Economic Review, v. 88, p. 208+226, 2016
Carlos Viana de Carvalho, Fernanda Feitosa Nechio, Andrea Ferrero.
When (and How) to Favor Incumbents in Optimal Dynamic Procurement Auctions
Journal of Mathematical Economics, v. 62, p. 52-61, 2016
Vinicius Nascimento Carrasco, Pablo Hector Seuanez Salgado.
Inflation Targeting with Imperfect Information
International Economic Review, v. 57, TD n. 1, p. 255-270, 2016
Tiago Couto Berriel, Aloisio Araújo.
Is the convergence of the manufacturing sector unconditional?
EconomiA, v. 16, TD n. 3, p. 273–294, 2015
Marcelo Medeiros, Juliano Assunção, Priscilla Burity.