10
H index
10
i10 index
426
Citations
Luiz Renato Regis de Oliveira Lima : Citation Profile
University of Tennessee-Knoxville (99% share) | RESEARCH PRODUCTION: 29 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1997 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luiz Renato Regis de Oliveira Lima. | Is cited by:
| Cites to:
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Main data
Where Luiz Renato Regis de Oliveira Lima has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 2 |
| Economics Letters | 2 |
| Journal of Development Economics | 2 |
| Journal of Econometrics | 2 |
| Revista Brasileira de Economia - RBE | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 19 |
| Working Papers / CEPII research center | 2 |
Recent works citing Luiz Renato Regis de Oliveira Lima (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004. Full description at Econpapers || Download paper |
| 2023 | Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper |
| 2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper |
| 2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
| 2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper |
| 2023 | Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218. Full description at Econpapers || Download paper |
| 2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper |
| 2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper |
| 2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper |
| 2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper |
| 2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper |
| 2023 | A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250. Full description at Econpapers || Download paper |
| 2023 | Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15. Full description at Econpapers || Download paper |
| 2023 | Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010. Full description at Econpapers || Download paper |
| 2023 | Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908. Full description at Econpapers || Download paper |
| 2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper |
| 2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper |
| 2023 | Breaking badly: The currency union effect on trade. (2023). Chentsov, Aleksandr ; Campbell, Douglas L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000414. Full description at Econpapers || Download paper |
| 2023 | Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042. Full description at Econpapers || Download paper |
| 2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers || Download paper |
| 2023 | The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Uncertainty and the effectiveness of fiscal policy in the United States and Brasil: SVAR Approach. (2023). de Sa, Eduardo. In: Working Papers. RePEc:inf:wpaper:2023.03. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | Uncertainty - Definition and Classification for the Task of Economic Forecasting. (2023). Yanchev, Mihail. In: Bulgarian Economic Papers. RePEc:sko:wpaper:bep-2023-03. Full description at Econpapers || Download paper |
| 2023 | Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122. Full description at Econpapers || Download paper |
| 2023 | Monetary Policy, Neutrality, and the Environment. (2023). McAdam, Peter ; Faria, Joao R ; Viscolani, Bruno. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:7:p:1889-1906. Full description at Econpapers || Download paper |
| 2023 | Remittances and Child Labor in Pakistan: A Tale of Complementarities. (2023). Abbas, Faisal ; Mitra, Aniruddha ; Bang, James. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1285. Full description at Econpapers || Download paper |
Works by Luiz Renato Regis de Oliveira Lima:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | DINÂMICA NÃO-LINEAR E SUSTENTABILIDADE DA DÃVIDA PÚBLICA BRASILEIRA In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Dinâmica não-linear e sustentabilidade da dívida pública brasileira.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | ESTIMANDO A DEMANDA DOMICILIAR POR TELEFONES FIXOS COM DADOS AGREGADOS BRASILEIROS In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Fatores Econômicos e Incidência de Divórcios: Evidências com Dados Agregados Brasileiros In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2016 | TRABALHO INFANTIL E TEORIA DO U INVERTIDO: EVIDÊNCIAS PARA O BRASIL In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Evaluating Value-at-Risk Models via Quantile Regressions. In: Working Papers Series. [Full Text][Citation analysis] | paper | 87 |
| 2011 | Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
| 2009 | Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2008 | Evaluating Value-at-Risk models via Quantile regressions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2010 | Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2011 | Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
| 2016 | Migration and Regional Trade Agreements: A (New) Gravity Estimation In: Review of International Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Migration and Regional Trade Agreement: a (new) Gravity Estimation.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Migration and Regional Trade Agreements: A (New) Gravity Estimation.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Testing Unit Root Based on Partially Adaptive Estimation In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2004 | Testing Unit Root Based on Partially Adaptive Estimation.(2004) In: Econometric Society 2004 Latin American Meetings. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2004 | Testing unit root based on partially adaptive estimation.(2004) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Third Country Effect of Migration: the Trade-Migration Nexus Revisited In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Omitted Asymmetric Persistence and Conditional Heteroskedasticity In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2000 | Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 In: Journal of Development Economics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach In: Journal of Development Economics. [Full Text][Citation analysis] | article | 19 |
| 2006 | Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2015 | Child labor and the wealth paradox: The role of altruistic parents In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2016 | Stages of diversification in Africa In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2009 | A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
| 2007 | A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2007 | A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2008 | A panel data approach to economic forecasting: the bias-corrected average forecast.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2009 | Nonparametric and robust methods in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Quantile forecasting with mixed-frequency data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2020 | Migration, trade and spillover effects In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Local persistence and the PPP hypothesis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
| 2007 | Do shocks last forever? Local persistency in economic time series In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
| 2017 | Stages of diversification in high performing Asian economies In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 1997 | Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 1998 | Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 1998 | Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2004 | Do shocks permanently change output? : Local persistency in economic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2004 | A new perspective on the PPP hypothesis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2004 | Robustness of stationary tests under long-memory alternatives In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 2004 | Purchasing power parity and the unit root tests: a robust analysis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 4 |
| 2005 | The asymmetric behavior of the U.S. public debt In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 10 |
| 2005 | Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 9 |
| 2006 | Comparing value-at-risk methodologies In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 9 |
| 2007 | Comparing Value-at-Risk Methodologies.(2007) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2006 | Comparing Value-at-Risk Methodologies.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Testing covariance stationarity In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 6 |
| 2007 | Testing Covariance Stationarity.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2006 | Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2010 | Empirical Evidence on Convergence Across Brazilian States In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 4 |
| 2014 | Uma Análise para o Efeito-Fronteira no Brasil In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2012 | Constructing Density Forecasts from Quantile Regressions In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 48 |
| 2012 | Constructing Density Forecasts from Quantile Regressions.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 2012 | Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers). [Full Text][Citation analysis] | paper | 39 |
| 2014 | CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2016 | The effect of the Euro on the bilateral trade distribution In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
| 2010 | Is there long memory in financial time series? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2008 | Further investigation of the uncertain trend in US GDP In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Estimation of Censored Quantile Regression for Panel Data With Fixed Effects In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 42 |
| 2020 | Do economic integration agreements affect trade predictability? A group effect analysis In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] | article | 1 |
| 2017 | Out?of?Sample Return Predictability: A Quantile Combination Approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 20 |
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