Textos para discussão, Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 694
Year of PublicationTitleAuthor(s)
2021 Lockdown effects in US states: an artificial counterfactual approachCarneiro, Carlos B.; Ferreira, Iuri H.; Medeiros, Marcelo C.; Pires, Henrique F.; Zilberman, Eduardo
2021 From zero to hero: Realized partial (co)variancesBollerslev, Tim; Medeiros, Marcelo C.; Patton, Andrew J.; Quaedvlieg, Rogier
2021 Short-term Covid-19 forecast for latecomersMedeiros, Marcelo C.; Street, Alexandre; Valladão, Davi; Vasconcelos, Gabriel; Zilberman, Eduardo
2021 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 maximum Sharpe ratiosCaner, Mehmet; Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R.
2021 Bridging factor and sparse modelsFan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
2021 Anchored inflation expectationsViana de Carvalho, Carlos; Eusepi, Stefano; Mönch, Emanuel; Preston, Bruce
2021 Persistent monetary non-neutrality in an estimated menu-cost model with partially costly informationBonomo, Marco Antonio; Viana de Carvalho, Carlos; Garcia, René; Malta, Vivian; Rigato, Rodolfo
2021 Price selectionViana de Carvalho, Carlos; Kryvtsov, Oleksiy
2021 Multi-product pricing: Theory and evidence from large retailersBonomo, Marco Antonio; Viana de Carvalho, Carlos; Kryvtsov, Oleksiy; Ribon, Sigal; Rigato, Rodolfo
2021 Jumps in stock prices: New insights from old dataJohnson, James A.; Medeiros, Marcelo C.; Paye, Bradley S.
2021 Ignorance is bliss: Voter education and alignment in distributive politicsBoffa, Federico; Cavalcanti, Francisco; Piolatto, Amedeo
2021 The proper use of Google Trends in forecasting modelsMedeiros, Marcelo C.; Pires, Henrique
2021 Taylor rule estimation by OLSViana de Carvalho, Carlos; Eusepi, Stefano; Mönch, Emanuel; Preston, Bruce
2020 Transfers vs credit policy: Macroeconomic policy trade-offs during Covid-19Bigio, Saki; Zhang, Mengbo; Zilberman, Eduardo
2020 A simple model of network formation with congestion effectsHiller, Timo
2020 Targeting in adaptive networksHiller, Timo
2020 Machine learning advances for time series forecastingMasini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F.
2020 Price dispersion in dynamic competitionGuthmann, Rafael R.
2020 Do we exploit all information for counterfactual analysis? Benefits of factor models and idiosyncratic correctionFan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
2020 Online action learning in high dimensions: A new exploration rule for contextual et-greedy heuristicsFlores, Claudio C.; Medeiros, Marcelo C.
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 694
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