Publications

2019


Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
Journal of Business and Economic Statistics
Marcelo C. Medeiros, Gabriel F. R. Vasconcelos, Álvaro Veiga, Eduardo Zilberman
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2018


Measuring the aggregate effects of the Brazilian Development Bank on investment
The North American Journal of Economics and Finance
Ricardo Barboza, Gabriel F. R. Vasconcelos
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ArCo: An R package to estimate Artificial Counterfactuals
The R Journal
Yuri R. Fonseca, Ricardo Masini, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos

Generating Joint Scenarios for Renewable Generation: The Case for non-Gaussian Models with Time-Varying Parameters
IEEE: Transactions on Power Systems
Henrique Helfer, Alexandre Street, Cristiano Fernandes

2017

Five different distributions for the Lee-Carter model of mortality forecasting: A comparison using GAS models
Insurance Mathematics and Economics
César Neves, Cristiano Fernandes, Henrique Hoetgebaum

Real-time inflation forecasting with high-dimensional models: The case of Brazil
International Journal of Forecasting (2017)
Márcio Garcia, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos

2016

Forecasting macroeconomic variables in data-rich environments
Economic Letters (2016)
Marcelo C. Medeiros, Gabriel F. R. Vasconcelos

Mitigating wind exposure with zero-cost collar insurance
Renewable Energy (2016)
Glaucia Fernandes, Leonardo Gomes, Gabriel F. R. Vasconcelos, Luiz E. Brandão

2014

Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios
Brazilian Review of Finance (2014)
Marcelo C. Medeiros, Artur M. Passos, Gabriel F. R. Vasconcelos

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