Journal articles
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
Eduardo F. Mendes, Marcelo Medeiros.
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
Andrea Ferrero, Carlos Viana de Carvalho, Fernanda Feitosa Nechio.
When (and How) to Favor Incumbents in Optimal Dynamic Procurement Auctions
Journal of Mathematical Economics, v. 62, p. 52-61, 2016
Pablo Hector Seuanez Salgado, Vinicius Nascimento Carrasco.
Inflation Targeting with Imperfect Information
International Economic Review, v. 57, TD n. 1, p. 255-270, 2016
Aloisio Araújo, Tiago Couto Berriel.
Is the convergence of the manufacturing sector unconditional?
EconomiA, v. 16, TD n. 3, p. 273–294, 2015
Juliano Assunção, Marcelo Medeiros, Priscilla Burity.
Deforestation slowdown in the Brazilian Amazon: prices or policies?
Environment and Development Economics, v. 20, TD n. 6, p. 697-722, 2015
Clarissa Costalonga e Gandour, Juliano Assunção, Rudi Rocha.
Economic gains of realized volatility in the Brazilian stock market
Revista Brasileira de Finanças, v. 12, TD n. 3, p. 319-349, 2015
Francisco Eduardo de Luna e Almeida Santos, Marcelo Medeiros, Márcio Garcia.
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models
Journal of Monetary Economics, v. 76, p. 141-156, 2015
Carlos Viana de Carvalho, Felipe Schwartzman.