10
H index
12
i10 index
451
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 |
| Revista Brasileira de Economia - RBE | 2 |
| Journal of Econometrics | 2 |
| Journal of Development Economics | 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 (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | 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 |
| 2024 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
| 2024 | Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301. 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 |
| 2024 | Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012. Full description at Econpapers || Download paper |
| 2025 | Self-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 |
| 2024 | Network 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. Full description at Econpapers || Download paper |
| 2024 | Seasonality 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 |
| 2024 | Daily 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. Full description at Econpapers || Download paper |
| 2024 | Conditionally 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 |
| 2024 | High 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 |
| 2024 | The 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 |
| 2024 | Equity 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 |
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 | Dinmica 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 | 93 |
| 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: 93 | 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: 93 | 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: 93 | 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: 93 | 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: 93 | article | |
| 2016 | Migration and Regional Trade Agreements: A (New) Gravity Estimation In: Review of International Economics. [Full Text][Citation analysis] | article | 4 |
| 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: 4 | paper | |
| 2016 | Migration and Regional Trade Agreements: A (New) Gravity Estimation.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 20 |
| 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: 20 | 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 | 37 |
| 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: 37 | 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: 37 | 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: 37 | 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 | 11 |
| 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 | 10 |
| 2007 | Comparing Value-at-Risk Methodologies.(2007) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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: 10 | 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 | 50 |
| 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: 50 | article | |
| 2012 | Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers). [Full Text][Citation analysis] | paper | 41 |
| 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: 41 | article | |
| 2016 | The effect of the Euro on the bilateral trade distribution In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 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 | 45 |
| 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 | 22 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team