Recent News- The macroeconometrics study group will take place every Thursday on room 306 F from 7p.m. to 8:30 p.m.
- Econometric Reviews' impact factor is now 1.745 (2009) up from 1.220 in 2008!
- Journal of Economic Surveys' impact factor is now 1.228 (2009).
- Forthcoming paper: Aznarte, José Luis, Marcelo C.
Medeiros, and José
Manuel Benítez Sánchez (forthcoming). Testing for Remaining
Autocorrelation of the Residuals in the Framework of Fuzzy Rule-based
Time Series Modelling. International
Journal of Uncertainty, Fuzziness and Knowledge-based
Systems. (PDF version).
- Forthcoming paper: Audrino, Francesco and
Marcelo C. Medeiros (forthcoming). Modeling and Forecasting
Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic
Variables, and Bagging. Journal of Applied Econometrics. (PDF version)
- Forthcoming paper: McAleer, Michael and Marcelo C.
Medeiros (forthcoming). Forecasting Realized Volatility with Linear
and Nonlinear Models. Journal of Economic Surveys. Journal of Economic Surveys. (PDF version).
- New publication: Aznarte, José Luis, Marcelo C.
Medeiros, and José Manuel Benítez Sánchez (2010). Linearity Testing
Against a Fuzzy Rule-based Model. Fuzzy Sets and Systems, 161,
1836-1851. (PDF version).
Marcelo C. Medeiros
Associate Professor
Contact
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Department of Economic
Pontifical Catholic University of Rio de Janeiro (PUC-Rio)
Rua Marquês de São Vicente, 225 - Gávea
Rio de Janeiro, RJ
22451-900 Brazil
+ 55 21 3527-1078 (Phone)
+55 21 3527-1084 (Fax)
mcm [at] econ [dot] puc-rio [dot] br
Click here to download my CV.
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Research
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Econometrics: nonlinear time series and regression models, econometric theory, financial econometrics.
Forecasting: forecasting theory, model combination, financial forecasting, volatility forecasting, realized volatility, electricity load forecasting, tourism forecasting.
Machine learning: neural networks and related models, fuzzy models, link between statistical learning theory and econometrics.
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| Editorial Duties |
Associate Editor for Econometric Reviews
Associate Editor for Journal of Economics Surveys
Associate Editor for Mathematics and Computers in Simulation
Associate Editor for Revista Brasileira de Finanças
Editorial Board of Annals of Financial Economics
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| Past Editorial Duties |
Associate Editor for Revista Brasileira de Economia (2005 - 2010) |
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