Ricardo Ehlers

Personal Details

First Name:	Ricardo
Middle Name:
Last Name:	Ehlers
Suffix:
RePEc Short-ID:	peh21
	http://www.icmc.usp.br/~ehlers

Affiliation

Universidade de São Paulo - Instituto de Ciências Matemáticas e da Computação

http://www.icmc.usp.br
Brazil, São Carlos

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Elcyon Caiado Rocha Lima & Ricardo Sandes Ehlers, 2015. "The Variance of Inflation and the Stability of the Demand for Money in Brazil: a Bayesian Approach," Discussion Papers 0067, Instituto de Pesquisa Econômica Aplicada - IPEA.

   Cited by:

   1. Joao Ricardo Faria, 2000. "The demand for currency in the presence of indexed money: the case of Brazil," Applied Economics Letters, Taylor & Francis Journals, vol. 7(1), pages 41-43.

Articles

1. Almeida, Marco Pollo & Paixão, Rafael S. & Ramos, Pedro L. & Tomazella, Vera & Louzada, Francisco & Ehlers, Ricardo S., 2020. "Bayesian non-parametric frailty model for dependent competing risks in a repairable systems framework," Reliability Engineering and System Safety, Elsevier, vol. 204(C).

   Cited by:

   1. Alex Mota & Eder A. Milani & Vinicius F. Calsavara & Vera L. D. Tomazella & Jeremias Leão & Pedro L. Ramos & Paulo H. Ferreira & Francisco Louzada, 2021. "Weighted Lindley frailty model: estimation and application to lung cancer data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(4), pages 561-587, October.
   2. Barui, Sandip & Mitra, Debanjan & Balakrishnan, Narayanaswamy, 2024. "Flexible modelling of a bivariate degradation process with a shared frailty and an application to fatigue crack data," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
   3. Brito, Éder S. & Tomazella, Vera L.D. & Ferreira, Paulo H., 2022. "Statistical modeling and reliability analysis of multiple repairable systems with dependent failure times under perfect repair," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
   4. Zhou, Hang & Lopes Genez, Thiago Augusto & Brintrup, Alexandra & Parlikad, Ajith Kumar, 2022. "A hybrid-learning decomposition algorithm for competing risk identification within fleets of complex engineering systems," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
   5. Zhang, Chunfang & Wang, Liang & Bai, Xuchao & Huang, Jianan, 2022. "Bayesian reliability analysis for copula based step-stress partially accelerated dependent competing risks model," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
   6. Zhu, Xiaojun & Balakrishnan, N., 2022. "One-shot device test data analysis using non-parametric and semi-parametric inferential methods and applications," Reliability Engineering and System Safety, Elsevier, vol. 221(C).
   7. Zheng, Xiao-Wei & Li, Hong-Nan & Gardoni, Paolo, 2023. "Hybrid Bayesian-Copula-based risk assessment for tall buildings subject to wind loads considering various uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 233(C).

2. Jos� A. Fioruci & Ricardo S. Ehlers & Marinho G. Andrade Filho, 2014. "Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(2), pages 320-331, February.

   Cited by:

   1. Kai Dong & Ching-Ter Chang & Shaonan Wang & Xiaoxi Liu, 2021. "The Dynamic Correlation among Financial Leverage, House Price, and Consumer Expenditure in China," Sustainability, MDPI, vol. 13(5), pages 1-18, March.
   2. Guangyang Chen & Kai Dong & Shaonan Wang & Xiuli Du & Ronghua Zhou & Zhongwei Yang, 2022. "The Dynamic Relationship among Bank Credit, House Prices and Carbon Dioxide Emissions in China," IJERPH, MDPI, vol. 19(16), pages 1-18, August.
   3. Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017. "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers 24/2017, Deutsche Bundesbank.
   4. Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017. "Full disclosure and financial stability: how does the market digest the transparency shock?," LIUC Papers in Economics 305, Cattaneo University (LIUC).
   5. Marcelo Scherer Perlin & Mauro Mastella & Daniel Francisco Vancin & Henrique Pinto Ramos, 2021. "A GARCH Tutorial with R," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 25(1), pages 200088-2000.

3. Ricardo S. Ehlers, 2011. "Comparison of Bayesian models for production efficiency," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2433-2443, January.

   Cited by:

   1. Maziotis, Alexandros & Sala-Garrido, Ramon & Mocholi-Arce, Manuel & Molinos-Senante, Maria, 2023. "Cost and quality of service performance in the Chilean water industry: A comparison of stochastic approaches," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 211-219.
   2. Mutz, Rüdiger & Bornmann, Lutz & Daniel, Hans-Dieter, 2017. "Are there any frontiers of research performance? Efficiency measurement of funded research projects with the Bayesian stochastic frontier analysis for count data," Journal of Informetrics, Elsevier, vol. 11(3), pages 613-628.
   3. Gholamreza Hajargasht & William E. Griffiths, 2016. "Estimation and Testing of Stochastic Frontier Models using Variational Bayes," Department of Economics - Working Papers Series 2024, The University of Melbourne.
      • Gholamreza Hajargasht & William E. Griffiths, 2018. "Estimation and testing of stochastic frontier models using variational Bayes," Journal of Productivity Analysis, Springer, vol. 50(1), pages 1-24, October.

4. Ricardo S. Ehlers & Stephen P. Brooks, 2008. "Adaptive Proposal Construction for Reversible Jump MCMC," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 677-690, December.

   Cited by:

   1. João Henrique Gonçalves Mazzeu & Esther Ruiz & Helena Veiga, 2018. "Uncertainty And Density Forecasts Of Arma Models: Comparison Of Asymptotic, Bayesian, And Bootstrap Procedures," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 388-419, April.
   2. David I. Hastie & Peter J. Green, 2012. "Model choice using reversible jump Markov chain Monte Carlo," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 309-338, August.
   3. Bouranis, Lampros & Friel, Nial & Maire, Florian, 2018. "Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 221-241.
   4. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
      • Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   5. Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CBA: Central Banking (1) 2015-05-02
2. NEP-MAC: Macroeconomics (1) 2015-05-02
3. NEP-MON: Monetary Economics (1) 2015-05-02

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