Marcelo C. Medeiros
Associate Professor

Contact
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)

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Research   
Econometrics: high-dimensional time-series models, nonlinear time series and regression models, econometric theory, financial econometrics,  big data.
Forecasting: forecasting theory, model combination, financial forecasting, volatility forecasting, realized volatility.
Machine learning: neural networks and related models, link between statistical learning theory and econometrics.
   
Editorial Duties Associate Editor for International Journal of Forecasting
Associate Editor for Econometric Reviews
Associate Editor for Journal of Japan Statistical Society
Editorial Board of Annals of Financial Economics
Editorial Board of Econometrics

 
 
Past Editorial Duties Associate Editor for Journal of Economic Surveys (2010 - 2013) 
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)

 


Administrative DutiesHead of the undergraduate program in Economics
Head of the Masters program in Macroeconomics and Finance (Mestrado Profissional em Macroeconomia e Finanças).