Marcelo C. Medeiros

Econometrics and Time Series.

He holds a degree in Electrical Engineering (Systems) from the Pontifical Catholic University of Rio de Janeiro (PUC-Rio) in 1996, a MSc (1998) and a doctorate (2000) both from the Electrical Engineering Department by PUC-Rio, with emphasis in Control Theory, Statistics and Optimization. In 1999/2000 he studied for one year at the Stockholm School of Economics with a “sandwich” scholarship and spent two months as a visiting researcher at the AT & T Shannon Laboratory, USA. He is currently associate professor at the Economics Department of PUC-Rio. He has experience in Economics, with emphasis on Mathematical, Econometric and Statistical Methods and Models, working mainly in the following subjects: econometrics, empirical finance and statistical learning theory. He is also an associate editor of Econometric Reviews, the International Journal of Forecasting and the Journal of the Japan Statistical Society. From January 2019, he will be one of the associate editors of the Journal of Business and Economic Statistics (JBES). He is a member of the editorial board of the Annals of Financial Economics and the new Econometrics. He was vice president of the Brazilian Society of Finance (SBFin) from 2011 to 2013 and associate editor of the Journal of Economic Surveys, the Brazilian Journal of Economics and the Brazilian Journal of Finance. Journal of the American Statistical Association (JASA), Journal of Econometrics