All Stories

  1. A spatio-temporal approach to estimate patterns of climate change

    Article • Environmetrics, October 2018, Wiley

    Dr Márcio Poletti Laurini

  2. A noisy principal component analysis for forward rate curves

    Article • European Journal of Operational Research, October 2015, Elsevier

    Dr Márcio Poletti Laurini

  3. A common jump factor stochastic volatility model

    Article • Finance Research Letters, February 2015, Elsevier

    Dr Márcio Poletti Laurini

  4. Poverty Elasticity: A Note on a New Empirical Approach

    Article • Review of Income and Wealth, January 2015, Wiley

    Dr Márcio Poletti Laurini

  5. Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations

    Article • Journal of Forecasting, March 2014, Wiley

    Dr Márcio Poletti Laurini

  6. Dynamic functional data analysis with non-parametric state space models

    Article • Journal of Applied Statistics, September 2013, Taylor & Francis

    Dr Márcio Poletti Laurini

  7. Indirect Inference in fractional short-term interest rate diffusions

    Article • Mathematics and Computers in Simulation, August 2013, Elsevier

    Dr Márcio Poletti Laurini

  8. A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models

    Article • Journal of Time Series Econometrics, January 2013, De Gruyter

    Dr Márcio Poletti Laurini

  9. New evidence on the role of cognitive skill in economic development

    Article • Economics Letters, October 2012, Elsevier

    Dr Márcio Poletti Laurini

  10. Macroeconometria e a estrutura a termo de taxas de juros: problemas (ainda) em aberto

    Article • Revista Economia & Tecnologia, May 2011, Universidade Federal do Parana

    Dr Márcio Poletti Laurini

  11. Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines

    Article • Applied Stochastic Models in Business and Industry, January 2011, Wiley

    Dr Márcio Poletti Laurini

  12. Bayesian extensions to Diebold-Li term structure model

    Article • International Review of Financial Analysis, December 2010, Elsevier

    Dr Márcio Poletti Laurini

  13. Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services

    Article • Organization Science, August 2010, INFORMS

    Dr Márcio Poletti Laurini, Chih Hsieh

  14. Constrained smoothing -splines for the term structure of interest rates

    Article • Insurance Mathematics and Economics, April 2010, Elsevier

    Dr Márcio Poletti Laurini

  15. Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence

    Article • Economic Modelling, January 2010, Elsevier

    Dr Márcio Poletti Laurini

  16. Conditional stochastic kernel estimation by nonparametric methods

    Article • Economics Letters, December 2009, Elsevier

    Dr Márcio Poletti Laurini

  17. Empirical market microstructure: An analysis of the BRL/US$ exchange rate market

    Article • Emerging Markets Review, December 2008, Elsevier

    Dr Márcio Poletti Laurini

  18. Pessimistic preferences and portfolio allocation - empirical analysis and risk management applications

    Article • Revista de Economia e Administração, October 2007, INSPER - Instituto de Ensino e Pesquisa

    Dr Márcio Poletti Laurini

  19. Income convergence clubs for Brazilian Municipalities: a non-parametric analysis

    Article • Applied Economics, October 2005, Taylor & Francis

    Dr Márcio Poletti Laurini

  20. Convergence clubs among Brazilian municipalities

    Article • Economics Letters, May 2004, Elsevier

    Dr Márcio Poletti Laurini