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


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


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


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


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


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