Marcelo C. Medeiros

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Publications

Citations

2.4K

H-Index

Active since

1997

Affiliations

Pontifícia Universidade Católica do Rio de Janeiro(Current)

Fundação Getulio Vargas

Erasmus University Rotterdam

Princeton University

University of Illinois Urbana-Champaign

Marcelo C. Medeiros is an author at Pontifícia Universidade Católica do Rio de Janeiro specializing in time series forecasting, econometrics, and economics.

ORCID

Publications per year

1997–2023

Publications

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Marcelo C. Medeiros, Gabriel Vasconcelos, Álvaro Veiga et al. · Journal of Business and Economic Statistics · 2019 · 363 citations · Full text

Computing, Data Science, Economics +17

Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data

Lacir Jorge Soares, Marcelo C. Medeiros · International Journal of Forecasting · 2008 · 219 citations

Business, Electrical Engineering, Demand Forecasting +13

Building neural network models for time series: a statistical approach

Timo Teräsvirta, Marcelo C. Medeiros, Gianluigi Rech · RePEc: Research Papers in Economics · 185 citations

Business, Business Economics, Econometrics +16

A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries

Michael McAleer, Marcelo C. Medeiros · Journal of Econometrics · 2008 · 180 citations · Full text

Computing, Business Economics, Memory +11

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Laurent Callot, Anders Kock, Marcelo C. Medeiros · Journal of Applied Econometrics · 2016 · 105 citations · Full text

Business, Economics, Finance +17

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