Recent News
- Forthcoming paper: Asai, Manabu, Michael McAleer, and Marcelo C. Medeiros. Asymmetry and Long Memory in Volatility Modelling. Journal of Financial Econometrics.
- Forthcoming paper: Medeiros, Marcelo C., Eduardo Mendes, and Les Oxley. A Note on Nonlinear Cointegration, Misspecification and Bimodality. Econometric Reviews.
Marcelo C. Medeiros
Associate Professor
Contact
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Department of Economics
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.
Click here to download my CV in Portuguese (LATTES)
Google Scholar Profile
Ideas/Repec Profile
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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 Economic Surveys
Associate Editor for Journal of Japan Statistical Society
Editorial Board of Annals of Financial Economics
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| Past Editorial Duties |
Associate Editor for Revista Brasileira de Economia (2005 - 2010)
Associate Editor for Revista Brasileira de Finanças (2006 - 2010)
Associate Editor for Mathematics and Computers in Simulation (2009-2011) |
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