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): 21 to 40 of 710
Year of PublicationTitleAuthor(s)
2021Price selectionViana de Carvalho, Carlos; Kryvtsov, Oleksiy
2021Residual 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.
2021Multi-product pricing: Theory and evidence from large retailersBonomo, Marco Antonio; Viana de Carvalho, Carlos; Kryvtsov, Oleksiy; Ribon, Sigal; Rigato, Rodolfo
2021Ignorance is bliss: Voter education and alignment in distributive politicsBoffa, Federico; Cavalcanti, Francisco; Piolatto, Amedeo
2021Bridging factor and sparse modelsFan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
2021Lockdown effects in US states: an artificial counterfactual approachCarneiro, Carlos B.; Ferreira, Iuri H.; Medeiros, Marcelo C.; Pires, Henrique F.; Zilberman, Eduardo
2021From zero to hero: Realized partial (co)variancesBollerslev, Tim; Medeiros, Marcelo C.; Patton, Andrew J.; Quaedvlieg, Rogier
2021Taylor rule estimation by OLSViana de Carvalho, Carlos; Eusepi, Stefano; Mönch, Emanuel; Preston, Bruce
2021Anchored inflation expectationsViana de Carvalho, Carlos; Eusepi, Stefano; Mönch, Emanuel; Preston, Bruce
2020Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovationsMasini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F.
2020Targeting in adaptive networksHiller, Timo
2020Price dispersion in dynamic competitionGuthmann, Rafael R.
2020Online action learning in high dimensions: A new exploration rule for contextual et-greedy heuristicsFlores, Claudio C.; Medeiros, Marcelo C.
2020Machine learning advances for time series forecastingMasini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F.
2020Do we exploit all information for counterfactual analysis? Benefits of factor models and idiosyncratic correctionFan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
2020Transfers vs credit policy: Macroeconomic policy trade-offs during Covid-19Bigio, Saki; Zhang, Mengbo; Zilberman, Eduardo
2020A simple model of network formation with congestion effectsHiller, Timo
2019Voting for quality? The impact of school performance information on electoral outcomesDias, Marina; Ferraz, Claudio
2019Latifúndio e pequena propriedade estrutura fundiária e economia no Brasil da colônia ao impériodo Lago, Luiz Aranha Correa
2019Speculation-driven business cyclesBigio, Saki; Zilberman, Eduardo
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 710
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