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Marcelo C. Medeiros
Marcelo C. Medeiros
Professor, Department of Economics, The University of Illinois at Urbana-Champaign
Verified email at illinois.edu - Homepage
Title
Cited by
Cited by
Year
Realized volatility: A review
M McAleer, MC Medeiros
Econometric reviews 27 (1-3), 10-45, 2008
6092008
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
3552005
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
2942008
Modeling and predicting the CBOE market volatility index
M Fernandes, MC Medeiros, M Scharth
Journal of Banking & Finance 40, 1-10, 2014
2742014
Building neural network models for time series: a statistical approach
MC Medeiros, T Teräsvirta, G Rech
Journal of Forecasting 25 (1), 49-75, 2006
2342006
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
2172008
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
2052021
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
149*2016
The benefits of bagging for forecast models of realized volatility
E Hillebrand, MC Medeiros
Econometric Reviews 29 (5-6), 571-593, 2010
104*2010
A flexible coefficient smooth transition time series model
MC Medeiros, Á Veiga
IEEE transactions on neural networks 16 (1), 97-113, 2005
104*2005
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
1022017
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
100*2009
A hybrid linear-neural model for time series forecasting
MC Medeiros, Á Veiga
IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000
982000
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
932009
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
842018
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
812017
Asymmetry and long memory in volatility modeling
M Asai, M McAleer, MC Medeiros
Journal of Financial Econometrics 10 (3), 495-512, 2012
81*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
752001
Machine Learning Advances for Time Series Forecasting
RP Masini, MC Medeiros, EF Mendes
https://arxiv.org/abs/2012.12802, 2020
742020
Monetary policy during Brazil's Real Plan: estimating the Central Bank's reaction function
MJS Salgado, MGP Garcia, MC Medeiros
Revista Brasileira de Economia 59, 61-79, 2005
70*2005
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