Luiz Renato Regis de Oliveira Lima : Citation Profile

University of Tennessee-Knoxville (99% share)
Universidade Federal da Paraíba (1% share)

10

H index

12

i10 index

469

Citations

RESEARCH PRODUCTION:

29

Articles

32

Papers

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 20
   Journals where Luiz Renato Regis de Oliveira Lima has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 15 (3.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli389
   Updated: 2026-01-10    RAS profile: 2022-02-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Figueiredo, Erik (2)

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:

Gaglianone, Wagner (45)

Issler, João (25)

Flôres Junior, Renato (13)

Korobilis, Dimitris (11)

Clark, Todd (10)

Marcellino, Massimiliano (10)

Cysne, Rubens (9)

Baharumshah, Ahmad Zubaidi (9)

Rodrigues Figueiredo, Francisco (9)

Sokol, Andrej (9)

Soon, Siew-Voon (9)

Cites to:

Chernozhukov, Victor (18)

Engle, Robert (18)

Xiao, Zhijie (18)

Phillips, Peter (16)

Felbermayr, Gabriel (16)

Combes, Pierre-Philippe (14)

Fontagné, Lionel (13)

Toubal, Farid (12)

Elliott, Graham (12)

Baldwin, Richard (12)

Barro, Robert (11)

Main data

Where Luiz Renato Regis de Oliveira Lima has published?

Journals with more than one article published# docs
Economics Letters2
Journal of Applied Econometrics2
Journal of Development Economics2
Revista Brasileira de Economia - RBE2
Journal of Econometrics2

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 center2

Recent works citing Luiz Renato Regis de Oliveira Lima (2025 and 2024)

YearTitle of citing document
2024Testing Forecast Rationality for Measures of Central Tendency. (2024). Patton, Andrew ; Dimitriadis, Timo ; Schmidt, Patrick. In: Papers. RePEc:arx:papers:1910.12545.

Full description at Econpapers || Download paper

2024Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205.

Full description at Econpapers || Download paper

2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

Full description at Econpapers || Download paper

2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

Full description at Econpapers || Download paper

2024Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568.

Full description at Econpapers || Download paper

2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

Full description at Econpapers || Download paper

2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

Full description at Econpapers || Download paper

2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

Full description at Econpapers || Download paper

2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

Full description at Econpapers || Download paper

2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

Full description at Econpapers || Download paper

2024Mixed-frequency data Sampling Grey system Model: Forecasting annual CO2 emissions in China with quarterly and monthly economic-energy indicators. (2024). An, Yimeng ; Dang, Yaoguo ; Mai, Son T ; Wang, Junjie ; Zhou, Huimin. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009140.

Full description at Econpapers || Download paper

2024Network and panel quantile effects via distribution regression. (2024). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Weidner, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303390.

Full description at Econpapers || Download paper

2025Natural disasters as macroeconomic tail risks. (2025). Moench, Emanuel ; Chavleishvili, Sulkhan. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002653.

Full description at Econpapers || Download paper

2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

Full description at Econpapers || Download paper

2024Seasonality in deep learning forecasts of electricity imbalance prices. (2024). Smirnov, Vladimir ; Deng, Sinan ; Inekwe, John ; Wang, Chao ; Wait, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s014098832400478x.

Full description at Econpapers || Download paper

2025The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements. (2025). Santos Silva, João ; Clance, Matthew ; Bergstrand, Jeffrey ; Santos Silva, J. M. C., . In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625001023.

Full description at Econpapers || Download paper

2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

Full description at Econpapers || Download paper

2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

Full description at Econpapers || Download paper

2025Fan charts 2.0: Flexible forecast distributions with expert judgement. (2025). Sokol, Andrej. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1148-1164.

Full description at Econpapers || Download paper

2024AI, FinTech and clean minerals: A wavelet analysis and quantile value-at-risk investigation. (2024). Lim, Weng Marc ; Husain, Afzol ; Karim, Sitara ; Tehseen, Shehnaz ; Chan, Ling-Foon. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724006871.

Full description at Econpapers || Download paper

2024High frequency monitoring of credit creation: A new tool for central banks in emerging market economies. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000991.

Full description at Econpapers || Download paper

2025Quantifying systemic risk in cryptocurrency markets: A high-frequency approach. (2025). Laurini, Mrcio P ; Pedro, Joao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003776.

Full description at Econpapers || Download paper

2024Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567.

Full description at Econpapers || Download paper

2025The Impact of Globalization on Economic Growth in Sub-Saharan Africa: Evidence from the Threshold Effect Regression. (2025). Mukhtar, Mustapha ; Abdulqadir, Idris Abdullahi. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:9:p:251-:d:1733545.

Full description at Econpapers || Download paper

2024The Externalities of Immigration Policies on Migration Flows: The Case of an Asylum Policy. (2024). Machado, Joël ; Guichard, Lucas. In: IZA Discussion Papers. RePEc:iza:izadps:dp16935.

Full description at Econpapers || Download paper

2024Public debt dynamics and fiscal sustainability in selected North African countries: new evidence from recurrent explosive behavior tests and quantile unit root analysis. (2024). BENBOUZIANE, Mohamed ; Chekouri, Sidi Mohammed ; Chibi, Abderrahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09625-w.

Full description at Econpapers || Download paper

2025Revenue structure and budgetary choice in Nigeria: implication for fiscal sustainability of the states government. (2025). Mobosi, Ikechukwu Andrew ; Okonta, Patrick Onochie. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:32:y:2025:i:3:d:10.1007_s10797-024-09851-y.

Full description at Econpapers || Download paper

2024Equity Price Risk of Commercial Banks in India. (2024). Rout, Bhabani Sankar ; Das, Nupur Moni. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:179-201.

Full description at Econpapers || Download paper

2024Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103.

Full description at Econpapers || Download paper

2025Is Public Debt Sustainable in Indian States? An Empirical Insight. (2025). Bal, Debi Prasad ; Sucharita, Sanhita ; Mohanty, Seba ; Sethi, Narayan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02221-3.

Full description at Econpapers || Download paper

2025Forced migration and food crises. (2025). Carril-Caccia, Federico ; Paniagua, Jordi ; Suarez-Varela, Marta. In: Journal of Population Economics. RePEc:spr:jopoec:v:38:y:2025:i:4:d:10.1007_s00148-025-01128-w.

Full description at Econpapers || Download paper

2025Refugee nexus eco-capacity: examining refugee-environment dynamics and sustainable integration pathways in Djibouti. (2025). Aden, Kadir ; Dirir, Sadik Aden. In: Sustainability Nexus Forum. RePEc:spr:sumafo:v:33:y:2025:i:1:d:10.1007_s00550-025-00565-1.

Full description at Econpapers || Download paper

2024Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. (2024). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:790-812.

Full description at Econpapers || Download paper

2025Specification Choices in Quantile Regression for Empirical Macroeconomics. (2025). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:57-73.

Full description at Econpapers || Download paper

2025Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts. (2025). Wilfling, Bernd ; Monschang, Verena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1280-1293.

Full description at Econpapers || Download paper

2024Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions. (2024). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127.

Full description at Econpapers || Download paper

Works by Luiz Renato Regis de Oliveira Lima:

YearTitleTypeCited
2005DINÂMICA NÃO-LINEAR E SUSTENTABILIDADE DA DÍVIDA PÚBLICA BRASILEIRA In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper4
2005Dinmica 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
2007ESTIMANDO 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]		paper0
2008Fatores 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]		paper0
2016TRABALHO 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]		paper0
2008Evaluating Value-at-Risk Models via Quantile Regressions. In: Working Papers Series.
[Full Text][Citation analysis]		paper96
2011Evaluating 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: 96		article
2009Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2008Evaluating 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: 96		paper
2010Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2011Evaluating 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: 96		article
2016Migration and Regional Trade Agreements: A (New) Gravity Estimation In: Review of International Economics.
[Full Text][Citation analysis]		article5
2014Migration and Regional Trade Agreement: a (new) Gravity Estimation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2016Migration and Regional Trade Agreements: A (New) Gravity Estimation.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010Testing Unit Root Based on Partially Adaptive Estimation In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article5
2004Testing 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
2004Testing 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
2016Third Country Effect of Migration: the Trade-Migration Nexus Revisited In: Working Papers.
[Full Text][Citation analysis]		paper1
2006Omitted Asymmetric Persistence and Conditional Heteroskedasticity In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2000Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 In: Journal of Development Economics.
[Full Text][Citation analysis]		article15
2008Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach In: Journal of Development Economics.
[Full Text][Citation analysis]		article22
2006Debt 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: 22		paper
2015Child labor and the wealth paradox: The role of altruistic parents In: Economics Letters.
[Full Text][Citation analysis]		article8
2016Stages of diversification in Africa In: Economics Letters.
[Full Text][Citation analysis]		article2
2009A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
2007A 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: 37		paper
2007A 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: 37		paper
2008A 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: 37		paper
2009Nonparametric and robust methods in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2020Quantile forecasting with mixed-frequency data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2020Migration, trade and spillover effects In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article2
2010Local persistence and the PPP hypothesis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2007Do shocks last forever? Local persistency in economic time series In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2017Stages of diversification in high performing Asian economies In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
1997Public 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]		paper2
1998Como 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]		paper0
1998Public 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]		paper0
2004Do shocks permanently change output? : Local persistency in economic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper1
2004A new perspective on the PPP hypothesis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper2
2004Robustness of stationary tests under long-memory alternatives In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper3
2004Purchasing power parity and the unit root tests: a robust analysis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper4
2005The asymmetric behavior of the U.S. public debt In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper10
2005Limite 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]		paper9
2006Comparing value-at-risk methodologies In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper10
2007Comparing Value-at-Risk Methodologies.(2007) In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2006Comparing Value-at-Risk Methodologies.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2006Testing covariance stationarity In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]		paper6
2007Testing Covariance Stationarity.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2006Impacto 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]		paper0
2010Empirical Evidence on Convergence Across Brazilian States In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article4
2014Uma Análise para o Efeito-Fronteira no Brasil In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article0
2012Constructing Density Forecasts from Quantile Regressions In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article52
2012Constructing Density Forecasts from Quantile Regressions.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2012Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers).
[Full Text][Citation analysis]		paper44
2014CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2016The effect of the Euro on the bilateral trade distribution In: Empirical Economics.
[Full Text][Citation analysis]		article9
2010Is there long memory in financial time series? In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2008Further investigation of the uncertain trend in US GDP In: Applied Economics.
[Full Text][Citation analysis]		article3
2013Estimation of Censored Quantile Regression for Panel Data With Fixed Effects In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article48
2020Do economic integration agreements affect trade predictability? A group effect analysis In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]		article1
2017Out‐of‐Sample Return Predictability: A Quantile Combination Approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article23

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team