| 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 | 343 | 2021 |
| 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 | 142 | 2017 |
| Measuring the aggregate effects of the Brazilian Development Bank on investment R de Menezes Barboza, GFR Vasconcelos The North American Journal of Economics and Finance 47, 223-236, 2019 | 34 | 2019 |
| Forecasting brazilian inflation with high-dimensional models MC Medeiros, G Vasconcelos, E Freitas Brazilian Review of Econometrics 36 (2), 223-254, 2016 | 25 | 2016 |
| Forecasting macroeconomic variables in data-rich environments MC Medeiros, GFR Vasconcelos Economics Letters 138, 50-52, 2016 | 24 | 2016 |
| Boost: Boosting smooth trees for partial effect estimation in nonlinear regressions Y Fonseca, M Medeiros, G Vasconcelos, A Veiga arXiv preprint arXiv:1808.03698, 2018 | 18 | 2018 |
| Short-term Covid-19 forecast for latecomers MC Medeiros, A Street, D Valladão, G Vasconcelos, E Zilberman International journal of forecasting 38 (2), 467-488, 2022 | 17 | 2022 |
| ArCo: An R package to Estimate Artificial Counterfactuals. YR Fonseca, RM Prates, MC Medeiros, GFR Vasconcelos R J. 10 (1), 91, 2018 | 16 | 2018 |
| Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models M Caner, M Medeiros, GFR Vasconcelos Journal of Econometrics 235 (2), 393-417, 2023 | 13 | 2023 |
| Penalized time series regression AB Kock, M Medeiros, G Vasconcelos Macroeconomic Forecasting in the Era of Big Data: Theory and Practice, 193-228, 2020 | 13 | 2020 |
| Parametric portfolio selection: Evaluating and comparing to markowitz portfolios MC Medeiros, AM Passos, GFR Vasconcelos Revista Brasileira de Finanças 12 (2), 257-284, 2014 | 11 | 2014 |
| Predicting mortality from credit reports G De Giorgi, M Harding, GFR Vasconcelos Financial Planning Review 4 (4), e1135, 2021 | 8 | 2021 |
| Mitigating wind exposure with zero-cost collar insurance G Fernandes, L Gomes, G Vasconcelos, L Brandão Renewable Energy 99, 336-346, 2016 | 8 | 2016 |
| Heterogeneity in the effects of food vouchers on nutrition among low-income adults: a quantile regression analysis JS White, G Vasconcelos, M Harding, MM Carroll, CD Gardner, S Basu, ... American Journal of Health Promotion 35 (2), 279-283, 2021 | 7 | 2021 |
| A proposal of reformulation of hydropower sales contracts in the Brazilian electricity sector G Fernandes, L Brandão, L Gomes, G Vasconcelos Energy: Expectations and Uncertainty, 39th IAEE International Conference …, 2016 | 6 | 2016 |
| Mitigating wind exposure with (lower and upper bound) collars-type insurance G Fernandes, L Gomes, G Vasconcelos, L Brandão Real Options Conference, Athens, 2015 | 3 | 2015 |
| Residual based nodewise regression in factor models with ultra-high dimensions: Analysis of mean-variance portfolio efficiency and estimation of out-of-sample and constrained … M Caner, MC Medeiros, GFR Vasconcelos Texto para discussão, 2021 | 2 | 2021 |
| Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice M Caner, M Medeiros, GFR Vasconcelos | 2 | 2020 |
| Precificaçao de ativos levando em conta os momentos superiores das distribuiçoes de retornos: a derivaçao do omega capital asset pricing model (ocapm) GFR Vasconcelos, FFC Perobelli, M de Toledo Vieira Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st …, 2014 | 2 | 2014 |
| Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings? M Harding, GFR Vasconcelos arXiv preprint arXiv:2202.04218, 2022 | 1 | 2022 |
Marcelo C. MedeirosProfessor, Department of Economics, The University of Illinois at Urbana-Champaign在 illinois.edu 的电子邮件经过验证
