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Márcio Laurini
(Marcio Laurini)

Personal Details

First Name:Marcio
Middle Name:
Last Name:Laurini
Suffix:
RePEc Short-ID:pla86
[This author has chosen not to make the email address public]
http://fearp.usp.br/pt-br/institucional/docentes/economia/item/150-marcio-poletti-laurini.html
Terminal Degree:2009 (from RePEc Genealogy)

Affiliation

Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto
Universidade de São Paulo

Ribeirão Preto, Brazil
http://www.usp.br/fearp/
RePEc:edi:fruspbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Caio Vigo Pereira & Marcio Laurini, 2020. "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202014, University of Kansas, Department of Economics, revised Sep 2020.
  2. Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube, 2016. "Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets," Working Papers Series 415, Central Bank of Brazil, Research Department.
  3. Lucas Argentieri Mariani & Marcio Poletti Laurini, 2016. "Modelo Nelson-Siegel Com Condições De Não Arbitragem Para Previsão De Inflação A Partir Do Mercado De Títulos Brasileiro," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 120, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  4. Marcio Laurini & Alberto Ohashi, 2014. "A Noisy Principal Component Analysis for Forward Rate Curves," Papers 1408.6279, arXiv.org.
  5. Márcio Laurini & João Frois Caldeira, 2012. "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers 2012-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  6. Márcio Laurini, 2012. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers 2012-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  7. Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  8. Márcio Laurini, 2012. "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers 2012-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  9. Erik Alencar de Figueiredo & Márcio P. Laurini, 2012. "Poverty Elasticity- a New Empirical Approach," Série Textos para Discussão (Working Papers) 10, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
  10. Márcio Laurini & Márcio Alves Diniz, 2012. "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers 2012-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  11. Márcio Laurini & Luiz Koodi Hotta, 2011. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers 2011-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  12. Márcio Laurini, 2011. "Bayesian Factor Selection in Dynamic Term Structure Models," IBMEC RJ Economics Discussion Papers 2011-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  13. Laurini, Márcio Poletti & Westin, Armênio Dias Neto, 2010. "Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana," Insper Working Papers wpe_201, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  14. Caldeira, João F. & Laurini, Márcio P. & Portugal, Marcelo S., 2010. "Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores," Insper Working Papers wpe_205, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  15. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  16. Laurini, Márcio Poletti, 2009. "Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados," Insper Working Papers wpe_192, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  17. Márcio Laurini & Luiz Hotta, 2009. "Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados," Working Papers 09_03, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  18. Richard John Brostowicz Junior & Laurini, Márcio P., 2009. "Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge," Insper Working Papers wpe_181, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  19. Coelho, Gustavo T. & Minardi, Andrea Maria A. F. & Laurini, Márcio P., 2009. "Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros," Insper Working Papers wpe_180, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  20. Laurini, Márcio P. & Hotta, Luiz K., 2009. "Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado," Insper Working Papers wpe_173, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  21. Lima, Ronaldo G. D. & Laurini, Márcio P. & Minardi, Andrea Maria A. F., 2009. "Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro," Insper Working Papers wpe_183, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  22. Furlani, Luiz G. C. & Portugal, Marcelo S. & Laurini, Márcio P., 2008. "Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence," Insper Working Papers wpe_124, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  23. Assis, Rodrigo M. de & Laurini, Márcio P., 2008. "Funções de Cópula na Precificação de Opções," Insper Working Papers wpe_150, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  24. Laurini, Márcio P. & Hotta, Luiz K., 2008. "Bayesian extensions to diebold-li term structure model," Insper Working Papers wpe_122, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  25. Laurini, Márcio P. & Furlani, Luiz G. C. & Portugual, Marcelo S., 2008. "Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data," Insper Working Papers wpe_103, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  26. Laurini, Márcio P. & Hotta, Luiz K., 2008. "Inferência indireta em modelos fracionários de taxas de juros de curto prazo," Insper Working Papers wpe_121, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  27. Laurini, Márcio P. & Furlani, Luiz Gustavo C. & Portugal, Marcelo S., 2007. "Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência," Insper Working Papers wpe_91, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  28. Laurini, Márcio P., 2007. "A note on the use of quantile regression in beta convergence analysis," Insper Working Papers wpe_95, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  29. Laurini, Márcio P. & Hotta, Luiz K., 2007. "Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li," Insper Working Papers wpe_88, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  30. Laurini, Márcio P. & Valls Pereira, Pedro L., 2007. "Conditional Stochastic Kernel Estimation by Nonparametric Methods," Insper Working Papers wpe_90, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  31. Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Insper Working Papers wpe_100, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  32. Laurini, Márcio P., 2007. "Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines," Insper Working Papers wpe_89, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  33. Márcio Laurini & Eduardo Andrade, 2004. "Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis," Econometric Society 2004 Latin American Meetings 51, Econometric Society.
  34. Laurini, M. & Andrade, E & Pedro L. Valls Pereira, 2004. "Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003)," Insper Working Papers wpe_43, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  35. Laurini, M. P. & Portugal, M. S., 2003. "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers flwp_51, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  36. Laurini, Márcio & Andrade, Eduardo & Pedro L. Valls Pereira, 2003. "Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica," Insper Working Papers wpe_41, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  37. Laurini, M. P. & Portugal, M. S., 2003. "Long Memory int the R$/US$ Exchange Rate: A Robust Analysis," Finance Lab Working Papers flwp_50, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  38. Andrade, Eduardo. & Laurini, Márcio & Pedro L. Valls Pereira & Madalozzo, Regina., 2003. "Convergence Clubs Among Brazilian Municipalities," Insper Working Papers wpe_36, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  39. Andrade, Eduardo & Laurini, Márcio & Madalozzo, Regina & Pedro L. Valls Pereira, 2002. "Testing Convergence Across Municipalities in Brazil Using Quantile Regression," Insper Working Papers wpe_25, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

Articles

  1. Gabriel Sifuentes Rocha & Márcio Poletti Laurini, 2024. "Lottery stocks in Brazil: investigating risk premium and investor behavior," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1151-1170, September.
  2. João Pedro Coli de Souza Monteneri Nacinben & Márcio Laurini, 2024. "Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension," Econometrics, MDPI, vol. 12(1), pages 1-28, February.
  3. Renata Tavanielli & Márcio Laurini, 2023. "Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market," Mathematics, MDPI, vol. 11(11), pages 1-28, June.
  4. Vitor Dias Rocio & Márcio Poletti Laurini, 2023. "Bayesian spatio-temporal modeling of real estate launch prices," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-47, December.
  5. Leonardo Ieracitano Vieira & Márcio Poletti Laurini, 2023. "Time-varying higher moments in Bitcoin," Digital Finance, Springer, vol. 5(2), pages 231-260, June.
  6. Cássio Roberto de Andrade Alves & Márcio Laurini, 2023. "Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach," Mathematics, MDPI, vol. 11(17), pages 1-20, September.
  7. Rafaela Dezidério dos Santos Rocha & Márcio Laurini, 2023. "Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market," IJFS, MDPI, vol. 11(4), pages 1-31, December.
  8. William Y. N. Suzuki & Marcio P. Laurini & Luciano Nakabashi, 2022. "Spatial heterogeneities, institutions, and income: Evidence for Brazil," Papers in Regional Science, Wiley Blackwell, vol. 101(3), pages 537-571, June.
  9. Pedro Chaim & Márcio Poletti Laurini, 2022. "Data Cloning Estimation and Identification of a Medium-Scale DSGE Model," Stats, MDPI, vol. 6(1), pages 1-13, December.
  10. Rodolfo C. Moura & Márcio P. Laurini, 2021. "Spillovers and jumps in global markets: A comparative analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5997-6013, October.
  11. Márcio P. Laurini & Pedro Chaim, 2021. "Brazilian stock market bubble in the 2010s," SN Business & Economics, Springer, vol. 1(1), pages 1-19, January.
  12. Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020. "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, vol. 52(C).
  13. Fernanda Valente & Márcio Laurini, 2020. "Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach," Econometrics, MDPI, vol. 8(2), pages 1-26, June.
  14. Chaim, Pedro & Laurini, Márcio P., 2019. "Is Bitcoin a bubble?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 222-232.
  15. M. P. Laurini, 2019. "A spatio‐temporal approach to estimate patterns of climate change," Environmetrics, John Wiley & Sons, Ltd., vol. 30(1), February.
  16. Chaim, Pedro & Laurini, Márcio P., 2019. "Nonlinear dependence in cryptocurrency markets," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 32-47.
  17. Pedro L. P. Chaim & Márcio P. Laurini, 2019. "Foreign Exchange Expectation Errors and Filtration Enlargements," Stats, MDPI, vol. 2(2), pages 1-16, April.
  18. Chaim, Pedro & Laurini, Márcio P., 2018. "Volatility and return jumps in bitcoin," Economics Letters, Elsevier, vol. 173(C), pages 158-163.
  19. Márcio Poletti Laurini, 2017. "A spatial error model with continuous random effects and an application to growth convergence," Journal of Geographical Systems, Springer, vol. 19(4), pages 371-398, October.
  20. Laurini, Márcio Poletti, 2017. "The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 1-12.
  21. Márcio Poletti Laurini, 2017. "A continuous spatio-temporal model for house prices in the USA," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(1), pages 235-269, January.
  22. Lucas Argentieri Mariani & Márcio Poletti Laurini, 2017. "Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1836-1853, August.
  23. Laurini, Márcio P. & Caldeira, João F., 2016. "A macro-finance term structure model with multivariate stochastic volatility," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 68-90.
  24. Erik Figueiredo & Márcio P. Laurini, 2016. "Poverty Elasticity: A Note on a New Empirical Approach," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(2), pages 394-401, June.
  25. Marcio Poletti Laurini, 2016. "Brazilian Review of Finance 2015 Editorial Report," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(1), pages 1-5.
  26. Marcio Poletti Laurini, 2015. "List of Reviewers - 2015," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 732-732.
  27. Laurini, Márcio Poletti & Ohashi, Alberto, 2015. "A noisy principal component analysis for forward rate curves," European Journal of Operational Research, Elsevier, vol. 246(1), pages 140-153.
  28. Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015. "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, vol. 12(C), pages 2-10.
  29. Márcio Poletti Laurini & Armênio Westin Neto, 2014. "Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach," International Econometric Review (IER), Econometric Research Association, vol. 6(2), pages 77-99, September.
  30. MÁrcio Poletti Laurini & Luiz Koodi Hotta, 2014. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 214-230, April.
  31. Marcio Poletti Laurini, 2014. "Lista de Avaliadores - 2014," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(4), pages 643-643.
  32. M�rcio Poletti Laurini, 2014. "Dynamic functional data analysis with non-parametric state space models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(1), pages 142-163, January.
  33. Márcio P. Laurini & Roberto B. Mauad, 2014. "The stochastic volatility model with random jumps and its application to BRL/USD exchange rate," Economics Bulletin, AccessEcon, vol. 34(2), pages 1002-1011.
  34. Laurini Márcio Poletti, 2013. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 193-229, May.
  35. Márcio Laurini, 2013. "A Dynamic Econometric Model for Inflationary Inertia In Brazil," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 2(2), pages 1-6.
  36. Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2013. "Indirect Inference in fractional short-term interest rate diffusions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 109-126.
  37. Laurini, Márcio Poletti & de Carvalho Andrade, Eduardo, 2012. "New evidence on the role of cognitive skill in economic development," Economics Letters, Elsevier, vol. 117(1), pages 123-126.
  38. Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2012. "Non-Parametric Pricing of Interest Rates Options," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
  39. Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011. "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(2), December.
  40. Marcio Laurini, 2011. "Bayesian Factor Selection in Dynamic Term Structure Models," Economics Bulletin, AccessEcon, vol. 31(3), pages 2167-2176.
  41. Márcio Poletti Laurini, 2011. "Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(6), pages 649-659, November.
  42. Furlani, Luiz Gustavo Cassilatti & Portugal, Marcelo Savino & Laurini, Márcio Poletti, 2010. "Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence," Economic Modelling, Elsevier, vol. 27(1), pages 284-295, January.
  43. Caldeira, João F. & Laurini, Márcio P. & Portugal, Marcelo S., 2010. "Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(1), October.
  44. Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2010. "Bayesian extensions to Diebold-Li term structure model," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 342-350, December.
  45. Richard John Brostowicz Junior & Márcio Poletti Laurini, 2010. "Variance Swaps in BM&F: Pricing and Viability of Hedge," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 197-228.
  46. Chihmao Hsieh & Sérgio Giovanetti Lazzarini & Jackson A. Nickerson & Marcio Laurini, 2010. "Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services," Organization Science, INFORMS, vol. 21(4), pages 892-912, August.
  47. Poletti Laurini, Márcio & Moura, Marcelo, 2010. "Constrained smoothing B-splines for the term structure of interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 339-350, April.
  48. Poletti Laurini, Márcio & Valls Pereira, Pedro L., 2009. "Conditional stochastic kernel estimation by nonparametric methods," Economics Letters, Elsevier, vol. 105(3), pages 234-238, December.
  49. Laurini, Márcio Poletti & Furlani, Luiz Gustavo Cassilatti & Portugal, Marcelo Savino, 2008. "Empirical market microstructure: An analysis of the BRL/US$ exchange rate market," Emerging Markets Review, Elsevier, vol. 9(4), pages 247-265, December.
  50. Marcio Laurini, 2007. "A note on the use of quantile regression in beta convergence analysis," Economics Bulletin, AccessEcon, vol. 3(52), pages 1-8.
  51. Marcio Laurini & Eduardo Andrade & Pedro L. Valls Pereira, 2005. "Income convergence clubs for Brazilian Municipalities: a non-parametric analysis," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2099-2118.
  52. Laurini, Márcio Poletti & Portugal, Marcelo Savino, 2004. "Long memory in the R$ / US$ exchange rate: A robust analysis," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 24(1), May.
  53. Andrade, Eduardo & Laurini, Marcio & Madalozzo, Regina & Valls Pereira, Pedro L., 2004. "Convergence clubs among Brazilian municipalities," Economics Letters, Elsevier, vol. 83(2), pages 179-184, May.

Editorship

  1. Brazilian Review of Finance, Brazilian Society of Finance.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers 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-ECM: Econometrics (9) 2007-05-26 2011-03-26 2011-04-30 2012-03-28 2012-03-28 2012-04-03 2012-04-17 2014-09-05 2020-09-21. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2003-03-03 2003-03-03 2012-03-28 2012-03-28 2012-04-17. Author is listed
  3. NEP-ORE: Operations Research (4) 2011-04-30 2012-03-28 2012-03-28 2012-04-17
  4. NEP-IFN: International Finance (3) 2003-03-03 2003-03-03 2008-08-06
  5. NEP-LAM: Central and South America (3) 2003-04-21 2007-07-13 2008-12-07
  6. NEP-MAC: Macroeconomics (3) 2003-04-21 2008-08-06 2008-08-21
  7. NEP-POL: Positive Political Economics (3) 2008-05-17 2008-12-07 2010-07-10
  8. NEP-CDM: Collective Decision-Making (2) 2008-05-17 2010-07-10
  9. NEP-DEV: Development (2) 2008-12-07 2010-09-11
  10. NEP-EDU: Education (2) 2008-05-17 2009-07-28
  11. NEP-FIN: Finance (2) 2003-03-03 2003-03-03
  12. NEP-GEO: Economic Geography (2) 2004-08-16 2007-07-13
  13. NEP-HRM: Human Capital and Human Resource Management (2) 2008-05-17 2010-09-11
  14. NEP-LAB: Labour Economics (2) 2008-12-07 2009-07-28
  15. NEP-MON: Monetary Economics (2) 2008-08-06 2008-08-21
  16. NEP-CBA: Central Banking (1) 2008-08-21
  17. NEP-CFN: Corporate Finance (1) 2012-04-03
  18. NEP-CMP: Computational Economics (1) 2011-04-30
  19. NEP-FMK: Financial Markets (1) 2012-04-03
  20. NEP-FOR: Forecasting (1) 2011-03-26
  21. NEP-IAS: Insurance Economics (1) 2009-07-28
  22. NEP-IPR: Intellectual Property Rights (1) 2008-05-17
  23. NEP-MIC: Microeconomics (1) 2009-07-28
  24. NEP-NEU: Neuroeconomics (1) 2010-09-11
  25. NEP-URE: Urban and Real Estate Economics (1) 2004-02-01

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