Luiz Renato Regis de Oliveira Lima : Citation Profile

Are you Luiz Renato Regis de Oliveira Lima?

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

9

H index

9

i10 index

419

Citations

RESEARCH PRODUCTION:

28

Articles

32

Papers

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 18
   Journals where Luiz Renato Regis de Oliveira Lima has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 14 (3.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli389
   Updated: 2024-11-04    RAS profile: 2022-02-01    
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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 (40)

Issler, João (23)

Flôres Junior, Renato (13)

Korobilis, Dimitris (11)

Rodrigues Figueiredo, Francisco (9)

Cysne, Rubens (9)

Soon, Siew-Voon (9)

Baharumshah, Ahmad Zubaidi (9)

Clark, Todd (8)

Marcellino, Massimiliano (8)

Galvao, Antonio (8)

Cites to:

Engle, Robert (18)

Chernozhukov, Victor (18)

Xiao, Zhijie (18)

Felbermayr, Gabriel (16)

Phillips, Peter (16)

Combes, Pierre-Philippe (14)

Fontagné, Lionel (13)

Elliott, Graham (12)

Baldwin, Richard (12)

Toubal, Farid (12)

Orefice, Gianluca (11)

Main data

Where Luiz Renato Regis de Oliveira Lima has published?

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

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 (2024 and 2023)

YearTitle of citing document
2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2024Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Functional-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.

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

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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

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2023Forecasting 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.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2023A 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.

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

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2023Forecasting 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.

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2023Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China. (2023). Jiang, Cuixia ; Xu, Mengnan ; Fu, Weizhong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000651.

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2023Intraday VaR: A copula-based approach. (2023). Ye, Wuyi ; Liu, Xiaoquan ; Wang, Keli. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000774.

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2023Static 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.

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2023Bayesian 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.

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

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2023Breaking 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.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2023The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395.

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2023.

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2023Uncertainty 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.

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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.

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2023Measuring 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..

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2023Uncertainty - Definition and Classification for the Task of Economic Forecasting. (2023). Yanchev, Mihail. In: Bulgarian Economic Papers. RePEc:sko:wpaper:bep-2023-03.

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2023Monetary 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.

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2023Remittances 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.

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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
2005Dinâmica não-linear e sustentabilidade da dívida pública brasileira.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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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]		paper89
2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 89		article
2009Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics.
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This paper has nother version. Agregated cites: 89		paper
2008Evaluating Value-at-Risk models via Quantile regressions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 89		paper
2010Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 89		paper
2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 89		article
2016Migration and Regional Trade Agreements: A (New) Gravity Estimation In: Review of International Economics.
[Full Text][Citation analysis]		article4
2014Migration and Regional Trade Agreement: a (new) Gravity Estimation.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2016Migration and Regional Trade Agreements: A (New) Gravity Estimation.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		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).
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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]		article14
2008Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach In: Journal of Development Economics.
[Full Text][Citation analysis]		article19
2006Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 19		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]		article36
2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 36		paper
2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 36		paper
2008A panel data approach to economic forecasting: the bias-corrected average forecast.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 36		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]		article9
2020Migration, trade and spillover effects In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article1
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]		paper9
2007Comparing Value-at-Risk Methodologies.(2007) In: Brazilian Review of Econometrics.
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2006Comparing Value-at-Risk Methodologies.(2006) In: Computing in Economics and Finance 2006.
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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.
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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]		article50
2012Constructing Density Forecasts from Quantile Regressions.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 50		article
2012Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers).
[Full Text][Citation analysis]		paper41
2014CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS.(2014) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 41		article
2016The effect of the Euro on the bilateral trade distribution In: Empirical Economics.
[Full Text][Citation analysis]		article8
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]		article44
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

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