**Conference talks**

1.* TBA. ISI 2013, Hong Kong, August 2013.*

2.* TBA. ISI Young Statisticians’ Meeting, The Department of Statistics and Actuarial Science of The University of Hong Kong, August 2013.*

3.* TBA. IASC Satellite Conference of ISI 2013, Seoul, August 2013.*

4.* On the long run volatility of stocks. VI Brazilian Conference on Statistical Modeling in Insurance and Finance, Maresias, March 2013.*

5.* Particle Learning for Fat-tailed Distributions. VI Brazilian Conference on Statistical Modeling in Insurance and Finance, Maresias, March 2013.*

6.* Modeling of complex stochastic systems via latent factors. Workshop on Probabilistic and Statistical Methods, ICMC-USP, S˜ao Carlos, January 2013.*

7.* Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown. 25th Anniversary Celebration of the Department of Statistical Science, Duke University, October 2012.*

8.* Modeling of complex stochastic systems via latent factors. Colóquio Interinstitucional CBPF/ IMPA/UFF/ UFRJ – Modelos Estoc´asticos e Aplica¸c˜oes, UFF, September 2012.*

9.* Cholesky Stochastic Volatility Models for High-Dimensional Time Series. XX Brazilian Symposium of Probability and Statistics, Jo˜ao Pessoa, Para´?ba, August 2012.*

10.* On the Long Run Volatility of Stocks. ISBA 2012 World Meeting, Kyoto, June 2012.*

11.* Stochastic volatility models via particle methods. VIII International Purdue Symposium on Statistics, Lafayette, June 2012.*

12.* Cholesky Stochastic Volatility. 2011 Meetings of the Midwest Econometrics Group, Chicago, October 2011.*

13.* On the Long Run Volatility of Stocks: Time-Varying Predictive Systems. Fourth Annual Society for Financial Econometrics Conference, Chicago, June 2011.*

14.* Particle Learning for Fat-tailed Distributions. Workshop on Bayesian Modeling in Finance, HEC Paris, June 2011.*

15.* On the Long Run Volatility of Stocks: Time-Varying Predictive Systems. Yeditepe International Research Conference on Bayesian Learning, Istanbul, Turkey, June 2011.*

16.* Particle Learning for Fat-tailed Distributions. 2011 Seminar on Bayesian Inference in Econometrics and Statistics, St. Louis, April 2011.*

17.* Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown. XXXII Brazilian Meeting of Econometrics, Salvador – Bahia, Dezember 2010.*

18.* Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown. The Seventh Regional Meeting on Probability and Mathematical Statistics, Santa Fe, Argentina, December 2010.*

19.* Particle Learning and Smoothing. 2010 NBER/NSF Time Series Conference, Duke University, Durham, October 2010.*

20.* Constructing Economically Justified Aggregates: An Application of the Early Origins of Health. 2010 Annual Health Econometrics Workshop, University of Michigan, Ann Arbor, October 2010.*

21.* Particle learning for sequential Bayesian computation. First Conference on Computational Interdisciplinary Sciences, INPE, Sao Jose dos Campos, Brazil, August 2010.*

22.* Dynamic stock selection strategies: A structured factor model framework. 2010 Joint Statistical Meetings, Vancouver, Canada, August 2010.*

23.* Parsimonious Bayesian factor analysis when the number of factors is unknown. 2010 Institute on Computational Economics, University of Chicago, July 2010.*

24.* Particle learning for sequential Bayesian computation. IX Valencia International Meeting on Bayesian Statistics, Valencia, Spain, June 2010.*

25.* Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown. Seminar on Bayesian Inference in Econometrics and Statistics, Austin, April 2010.*

26.* Spatial Dynamic Factor Models, 2009-10 Program on Space-time Analysis, SAMSI, North Carolina, January 2010.*

27.* Recent advances in particle learning, Sequential Monte Carlo Program, Transition Workshop , SAMSI, North Carolina, November 2009.*

28.* Particle Learning and Smoothing, III Astrostatistics, S˜ao José dos Campos, Brazil, September 2009.*

29.* Particle Learning and Smoothing, Joint Statistical Meetings, Washington D.C., August 2009.*

30.* Fully Hierarchical Spatial Factor Analysis, LIV Annual Meeting of the Brazilian Chapter of the International Biometry Society, S˜ao Carlos, Brazil, July 2009.*

31.* Grouped Factor Analysis. XXVII Brazilian Colloquium of Mathematics, Rio de Janeiro, July 2009.*

32.* Particle Learning, X Brazilian School of Time Series and Econometrics,S˜ao Carlos,Brazil, July 2009.*

33.* Particle Learning and Smoothing, Celebrating 75 Years of Statistics at Iowa State, June 2009.*

34.* Particle Learning, R/Finance 2009: Applied Finance with R, Chicago, April 2009.*

35.* Particle Learning for General Mixtures, Adaptive Design, Sequential Monte Carlo and Computer Modeling Workshop, SAMSI, April 2009.*

36.* Particle Learning: Six Months Later, 2008-09 Program on Sequential Monte Carlo Methods, SMC Mid-Program Workshop, SAMSI, February 2009.*

37.* Cholesky Stochastic Volatility, Talk presented at the Oxford-Man Institute Conference on “Financial Econometrics & Vast Data”, University of Oxford, September 2008.*

38.* Tutorial on Sequential Monte Carlo Methods, Invited talk at the 2008-09 Program on Sequential Monte Carlo Methods, Kickoff Tutorials & Workshop, September 2008.*

39. Male germline X inactivation and the evolution of male genes in Drosophila, Workshop on the Interface of Medicine and Statistics, Celebrating 200 years of the Federal University of Rio de Janeiro Medicine School, August 2008.

40.* General Equilibrium Option Pricing Under Counter-Cyclical Growth and Long-Run Risk, VIII Brazilian Meeting of Finance, Rio de Janeiro, Brazil, August 2008.*

41.* Time-varying variances through copulas, Talk ministered at Forecasting in Rio, EPGE-FGV, Rio de Janeiro, Brazil, July 2008.*

42.* Generalized dynamic spatial factor models, Annual Meeting of the International Indian Statistical Association, Connecticut, May 2008.*

43.* Time-varying variances through copulas, Bayesian Inference Workshop, UFRJ, Rio de Janeiro, Brazil, February 2008.*

44.* Cholesky stochastic volatility, XXVI Brazilian Colloquium of Mathematics, Rio de Janeiro, July 2007.*

45.* Dynamic spatial factor models, 2007 International Meeting of the Psychometric Society, Tokyo, Japan, July 2007.*

46.* Cholesky time-varying volatility models, V Workshop on Bayesian Inference in Stochastic Processes, Valencia, Spain, June 2007.*

47.* Time-varying joint distributions through copulas, Seminar on Bayesian Inference in Econometrics and Statistics, Washington University in St. Louis, Missouri, May 2007.*

48.* Dynamic spatial factor models, 32th Spring Lecture Series, University of Arkansas Spatial and Spatio-Temporal Statistics, Fayetteville, April 2007.*

49.* Dynamic spatial factor models, Workshop on Stochastic Processes and Spatial Statistics, University of S˜ao Paulo, S˜ao Paulo, October 2006.*

50.* Dynamic Factor Model with Space-time Varying Loadings, 2006 Joint Statistical Meeting, Seattle, August 2006.*

51.* Factor stochastic volatility time-varying loadings and switching regime, VI Brazilian Meeting of Finance, Esp´??rito Santo, Brazil, July 2006.*

52.* Dynamic Factor Model with Space-time Varying Loadings, XVII Brazilian Symposium of Probability and Statistics, Caxambu, Minas Gerais, July 2006.*

53.* Time-varying variances through copulas, XVII Brazilian Symposium of Probability and Statistics (SINAPE), Caxambu, Minas Gerais, July 2006.*

54.* Discussion of the paper Sequential Monte Carlo for Bayesian Computation, by Del Moral, Doucet and Jasra, VIII Bayesian world meeting, Valencia, June 2006.*

55.* Time-varying covariances: a Cholesky decomposition approach. Seminar on Bayesian Inference in Econometrics and Statistics Iowa City, April 2006.*

56.* Time-varying covariances: a Cholesky decomposition approach, 2005 Joint Statistical Meeting, Minneapolis, August 2005.*

57.* Time-varying covariances: a Cholesky decomposition approach, XI School of Time Series and Econometrics, Espírito Santo, Brazil, August 2005.*

58.* Factor Stochastic Volatility Time-varying loadings and switching regime, XI School of Time Series and Econometrics, Espírito Santo, Brazil, August 2005.*

59.* Factor Stochastic Volatility Time-varying loadings and switching regime, IV Workshop on Bayesian Inference in Stochastic Processes, Italy, June 2005.*

60.* Time series mean level and stochastic volatility modeling by smooth transition autoregressions: a Bayesian approach, II Congreso Bayesiano de Am´erica Latina, Los Cabos in San José del Cabo, Baja California, Mexico, February 2005.*

61.* Stock return and trading volume: a bivariate Bayesian Markov switching stochastic volatility analysis by MCMC and SMC, International Workshop on Bayesian Statistics and its Applications, Varanasi, India, January 6-8, 2005.*

62.* Time series mean level and stochastic volatility modeling by smooth transition autoregressions: a Bayesian approach, the 3rd Annual Advances in Econometrics Conference, Louisiana State University, November 5-7, 2004.*

63.* Bayesian Inference and Model Assessment for the Analysis of Smooth Transition Autoregressive Time Series Models, 82th Symposium of the Behaviormetric Society of Japan on Recent Developments in Latent Variables Modelling, Tokyo University, August 2004.*

64.* Bayesian analysis of extreme events with threshold estimation, XVI Brazilian Symposium of Probability and Statistics, Caxambu, Minas Gerais, July 2004.*

65.* Bayesian Model Assessment in Factor Analysis, ISBA* 2004 World Meeting, Hotel Marina Del Rey, Vin˜a Del Mar, Chile, May 2004.

66. *Factor Stochastic Volatility through Smooth Transition autoregressions*, VII Brazilian Meeting of Bayesian Statistics, S˜ao Carlos, Brazil, February 2004.

67. *Model Assessment in Factor Analysis*, Statistical Analysis of the Structure with the Latent Variable Model, Kobe University, Japan, December 2003.

68. Discussion of the paper *Compound Markov Mixture Models with Applications in Finance *by John Geweke and Giovanni Amisano. 2003 NBER/NSF Time Series Conference. In Honor of George Tiao’s Retirement, September 19-20, 2003, Chicago.

69. *Simulation-based sequential analysis of Markov switching stochastic volatility models*, X Brazilian School of Time Series and Econometrics, S˜ao Pedro, Brazil, August 2003.

70. *Bayesian Inference and Selection in Smooth Transition Autoregressive Models*, XLVIII Annual Meeting of the Brazilian Chapter of the International Biometry Society, Universidade Federal de Lavras, July 2003.

71. *Univariate Stochastic Volatility through WinBugs*, Workshop on Volatility, Graduate School of Economics, Fundação Getúlio Vargas, Rio de Janeiro, May 2003.

72. *Factor Stochastic Volatility: Portfolio Allocation, Financial Contagion and Regime Switch*, Stochastic Computation Meeting, SAMSI, Research Triangle Park, USA, October 2002.

73. *Bayesian Meta-analysis for longitudinal data models using multivariate mixture priors*, XV Brazilian Symposium of Probability and Statistics, S˜ao Paulo, July 2002.

74. *Factor Stochastic Volatility Models: Contagion and Switching Regimes in Latin American Markets*. I Latin American Meeting of Bayesian Statistics, S˜ao Paulo, Brazil, February 2002.

75. *Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities*, XXIII Brazilian Meeting of Econometrics, Bahia, Brazil, December 2001.

76. *Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities*, Poster, VI Case Studies in Bayesian Statistics, Pittsburgh, September 2001.

77. *Simulation-based Sequential Analysis of Hidden Markov Dynamic Models*, IX Brazilian School of Time Series and Econometrics, Belo Horizonte, Brazil, August 2001.

78. *Factor Stochastic Volatility Models: Measuring Contagion in Latin American Stock Markets*, Poster presentation, NSF/NBER Time Series Annual Meeting, Raleigh, USA, September 2001.

79. *Bayesian Inference and Forecast in Univariate and Multivariate Latent Structure Models*, VII School of Regression Models, S˜ao Carlos, Fevereiro 2001.

80. *Time-varying Covariance Structures in Currency Markets*, XXII Brazilian Meeting of Econometrics, S˜ao Paulo, December 2000.

81. *Recent developments in Bayesian Factor Analysis*, XIV Brazilian Symposium of Probability and Statistics, Caxambu´, Brazil, July 2000.

82. *Meta-analysis for longitudinal data models using multivariate mixture priors*, XLV Meeting of the Brazilian Chapter of the Biometry International Society, S˜ao Carlos, July 2000.

83. *Meta-analysis for longitudinal data models using multivariate mixture priors*, Poster presentation, 6th World Meeting of the International Society for Bayesian Analysis, Crete, Greece, May 2000.

84. *Meta-analysis for longitudinal data models using multivariate mixture priors*, Poster presentation, 5th Workshop on Case Studies in Bayesian Statistics, Pittsburgh, September 1999.

85. *Multivariate mixture model in meta analysis for hematology data*, Poster presenation, Second European Conference on Highly Structured Stochastic Systems (HSSS), Pavia, Italy, September 1999.

86. *Factor models: time-varying loadings and stochastic volatility*, Workshop on Inference and Prediction in Financial Risk Management – Tirano, Italy, September 1999.

87. *Some developments in Bayesian Factor Models*, XXIII Brazilian Colloquium of Mathematics, Rio de Janeiro, July 1999.

88. *Model Uncertainty in Factor Models*, Highly Structured Stochastic Systems (HSSS) Workshop on Structural Learning in Graphical Models, Tirano, September 1998.

89. *Model Uncertainty in Factor Models*, Poster presentation, Sixth Valencia International Meeting on Bayesian Statistics, Valencia, Spain, June 1998.

90. *A Multivariate Model to forecast GNP, inflation and liquidity*, Latin American Meeting of the Econometric Society, Rio de Janeiro, Brazil, August 1996.

91. *Predictive performance in classical and Bayesian integrated, co-integrated and co-cyclical models*, IV Brazilian School of Regression Models, Aguas de Sao Pedro, Brazil, February 1995.

92. *Impulse response in Bayesian VAR models: an exercise with Brazilian data*, IV Brazilian School of Regression Models, Aguas de Sao Pedro, Brazil, February 1995.

93. *Using common cycles in structural identification of multivariate systems*, XVI Brazilian Meeting of Econometrics, Belo Horizonte, Brazil, December 1994.

94. *GDP stochastic trends: Fluctuation effects in productivity and real interest rate*, XI Brazilian Symposium of Probability and Statistics, Belo Horizonte, Brazil, July 1994.

95. *Using common cycles in structural identification of multivariate systems*, XI Brazilian Symposium of Probability and Statistics, Belo Horizonte, Brazil, July 1994.

96. *Applications of Bayesian vector autoregressions*, XI Brazilian Symposium of Probability and Statistics, Belo Horizonte, Brazil, July 1994.

97. *Bayesian cointegration: a review*, II Brazilian Meeting for Bayesian Statistics, Rio de Janeiro, November 1993.

98. *Bayesian analysis in VAR models*, II Brazilian Meeting for Bayesian Statistics, Rio de Janeiro, November 1993.

99. *Stochastic trends and Economic fluctuations in Brazil*, V Brazilian Meeting of Time Series and Econometrics, Sao Paulo, July 1993.

100. *Credibility intervals for impulse response functions in Bayesian vector autoregressions*, X Brazilian Symposium of Probability and Statistics, Rio de Janeiro, Brazil, August 1992.

101. *A Software for Statistical Quality Control*, X Brazilian Symposium of Probability and Statistics, Rio de Janeiro, Brazil, August 1992.

**University / Institute talks**

102. *Modeling of complex stochastic systems via latent factors*, Insper, S˜ao Paulo, February 2013.

103. *Modeling of complex stochastic systems via latent factors*, Departamento de Ciências Exatas, ESALQ, Piracicaba, January 2013.

104. *Modern Bayesian Econometrics*, Research and Development Group, Bank Itaú-Unibanco, S˜ao Paulo, December 2012.

105. *Modeling of complex stochastic systems via latent factors*, Departamento de Matemática e Computação, Unesp/Presidente Prudente, November 2012.

106. *Cholesky Stochastic Volatility Models for High-Dimensional Time Series*, Department of Applied Mathematics and Statistics, ICMC-USP, S˜ao Carlos, November 2012.

107. *Modeling of complex stochastic systems via latent factors*, Department of Decision Sciences, The George Washington University School of Business, October 2012.

108. *Modeling of complex stochastic systems via latent factors*, Sheldon Lubar School of Business, University of Wisconsin-Milwaukee, October 2012.

109. *Bayesian instrumental variables: priors and likelihoods*, Department of Statistics, University of Campinas, September 2012.

110. *Particle filters: state and parameter learning*, Department of Statistics, University of Brasilia, June 2012.

111. *Bayesian instrumental variables: likelihoods and priors*, Central Bank of Brazil, Brasilia, June 2012.

112. *Examining the Effect of Early-Life Conditions and Education on Health via Parsimonious Bayesian Factor Analysis when Number of Factors is Unknown*, Pennsylvania State University, May 2012.

113. *Parsimonious Bayesian Factor Analysis when the Number of Factors is Unknown*, Department of Statistics and Biostatistics, Rutgers, April 2012.

114. *Cholesky Stochastic Volatility Models for High-Dimensional Time Series*, Department of Management Science and Information Systems, Rutgers Business School, April 2012.

115. *Cholesky Stochastic Volatility Models for High-Dimensional Time Series*, Department of Mathematics and Statistics, University of New Mexico, March 2012.

116. *Cholesky Stochastic Volatility Models for High-Dimensional Time Series*, Department of Statistics, Columbia University, February 2012.

117. *Examining the Effect of Early-Life Conditions and Education on Health via Parsimonious Bayesian Factor Analysis when Number of Factors is Unknown*, The University of Texas at Austin, February 2012.

118. *Stochastic volatility models via particle methods*, Department of Statistics, Brigham Young University, February 2012.

119. *Cholesky stochastic volatility*, Department of Statistics, University of South Carolina, January 2012.

120. *Cholesky stochastic volatility*, Department of Statistics and Actuarial Science, University of Waterloo, Canada, January 2012.

121. *Bayesian instrumental variables: likelihoods and priors*, Department of Economics, Pretoria University, South Africa, December 2011.

122. *Cholesky stochastic volatility*. Department of Statistics, University of Washington, November 2011.

123. *Cholesky stochastic volatility*. Department of Finance, Accounting and Statistics, Vienna University of Economics and Business, November 2011.

124. *Bayesian instrumental variables: likelihoods and priors*. Applied Econometrics and Empirical Economics Seminar, The Institute for Advanced Studies, November 2011.

125. *Bayesian instrumental variables: likelihoods and priors*. Econometrics Seminar Series, Tinbergen Institute in Amsterdam, November 2011.

126. *Particle filtering methods for stochastic volatility models*. Department of Economics, University of Toronto, September 2011.

127. *Cholesky Stochastic Volatility*. Department of Applied Mathematics , University of Colorado-Boulder, September 2011.

128. *Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown*. Institut Henri Poincar´e, Paris, France, June 9th 2011.

129. *Particle Learning for Fat-tailed Distributions*. Department of Economics, Purdue University, April 2011.

130. *Particle Learning for Fat-tailed Distributions*. Department of Decision Sciences, The George Washington University, DC, April 2011.

131. *Particle Learning and Smoothing*. Kellog School of Management, Northwestern University, March 2011.

132. *Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown*. Division of Statistics and Scientific Computation, The University of Texas at Austin, March 2011.

133. *Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown*. S˜ao Paulo School of Economics, FGV, Februrary 2011.

134. *Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown*. Department of Statistics, University of California at Irvine, January 2011.

135. *Parsimonious Bayesian Factor Analysis When the Number of Factors is Unknown*. Department of Statistical Methods, Federal University of Rio de Janeiro, December 2010.

136. *Particle Learning for Fat-tailed Distributions*. Itaú-Unibanco Bank, S˜ao Paulo, December 2010.

137. *Parsimonious Bayesian factor analysis when the number of factors is unknown*. Federal Reserve Bank of Atlanta, Atlanta, September 2010.

138. *Particle Methods for General Mixtures*, Dipartimento di Scienze delle Decisioni, Istituto di Metodi Quantitativi, Universita L. Bocconi, Milan, November 2009.

139. *Particle Methods for General Mixtures*, Department of Statistics, University of Illinois, Chicago, October 2009.

140. *Particle Learning for Generalized Dynamic Conditionally Linear Models*, Institute for Applied Economic Research, Rio de Janeiro, July 2009.

141. *Generalized Spatial Dynamic Factor Models*, Departament d’Estadistica, University of Valencia, July 2009.

142. *Generalized Spatial Dynamic Factor Models*, Departament d’Estadistica i Investigacio Operativa, Universita Politecnica da Catalunya, June 2009.

143. *Particle Learning and Smoothing*, Econometrics and Statistics Coloquium, The University of Chicago Booth School of Business, April 2009.

144. *Sequential Monte Carlo methods*, Econometrics Workshop, Economics Department, University of Chicago, February 2009.

145. *Particle learning and smoothing*, Institute of Mathematics and Statistics, University of S˜ao Paulo, December 2008.

146. *Particle learning and smoothing*, Bayesian Statistics Working Group, Department of Statistics at North Carolina State University, November 2008.

147. *Particle learning and smoothing*, Department of Biostatistics, University of Michigan, October 2008.

148. *Spatial dynamic factor model*, Department of Statistical Sciences, Duke University, September 2008.

149. *On mixture of Kalman filtering and learning*, Department of Statistical Methods, Federal University of Rio de Janeiro, August 2008.

150. *Sequential Monte Carlo methods*, invited tutorial, Department of Statistical Methods, Federal University of Rio de Janeiro, August 2008.

151. *Spatial dynamic factor model*, Department of Statistics, University of Missouri, February 2008.

152. *Cholesky stochastic volatility*, Department of Statistics, University of Missouri, February 2008.

153. *Factor stochastic volatility*, 2007 Macro Seminar Series, Research Department, Federal Reserve Bank of Atlanta, November 2007.

154. *Sex chromosome evolution and gene expression in Drosophila spermatogenesis*, Department of Statistical Meth- ods, Federal University of Rio de Janeiro, November 2007.

155. *Spatial dynamic factor model*, Facultad de Ciencias Econ´omicas y Empresariales, University of Zaragoza, June 2007.

156. *Time-varying covariances: a Cholesky decomposition approach*, Departament of Probability and Statistics, Universidad Autonoma de Mexico (UNAM), March 2007.

157. *Spatial dynamic factor model*, Department of Statistics, University of Connecticut, November 2006.

158. *Factor stochastic volatility with time varying loadings and Markov switching regimes*, Instituto de Pesquisa Econˆomica Aplicada (IPEA) do Minist´erio do Planejamento do Brasil, September 2006.

159. *Spatial dynamic factor model*, Institute of Advanced Studies, Vienna, March 2006.

160. *Spatial dynamic factor analysis*, Department of Applied Mathematics and Statistics, University of California at Santa Cruz, November 2005.

161. *Time-varying covariances: A Cholesky decomposition approach*, Department of Statistics, Pennsylvania State University, November 2005.

162. *Spatial dynamic factor analysis*, Department of Statistics, University of Chicago, October 2005.

163. *Bayesian Analysis of Extreme Events with Threshold Estimation*, Department of Statistics, University of New Mexico, April 2005.

164. *Bayesian Analysis of Extreme Events with Threshold Estimation*, Department of Mathematics, Statistics and Computer Sciences, University of Illinois at Chicago, Chicago, Oct 2004.

165. *An´alise Bayesiana de Eventos Extremos com Estimação do Limiar*, EPGE-FGV, Rio de Janeiro, August 2004.

166. *Multivariate Stochastic Volatility: factor analysis and alternatives*, Institute of Mathematics, Federal University of Rio de Janeiro, August 2004.

167. *Bayesian Inference and Model Assessment for the Analysis of Smooth Transition Autoregressive Time Series Models*, Department of Economics, Pontif´?cia Universidade Cat´olica (PUC), Rio de Janeiro, August 2004.

168. *Bayesian Inference and Model Assessment for the Analysis of Smooth Transition Autoregressive Time Series Models*, Department of Statistics, Federal University of Paran´a, August 2004.

169. *Univariate and multivariate Bayesian analysis for smooth transition autoregressive model*, Department of Statistics, Northern Illinois University, March 19th 2004.

170. *Longitudinal models applied to pharmacokinetics*, Federal University of Rio de Janeiro, Rio de Janeiro, May 2003.

171. *Measuring Financial Contagion through Multivariate Stochastic Volatility Models*, Federal Reserve Bank of Atlanta, Atlanta, February 2003.

172. *Model Uncertainty in Factor Analysis*, Graduate School of Business, University of Chicago, February 2003.

173. *Measuring Contagion through Factor Stochastic Volatility Models*, Seminar Series, Department of Economics, Pontif´?cia Universidade Cat´olica (PUC), Rio de Janeiro, October 2002.

174. *Meta-analysis for longitudinal data models using multivariate mixture priors*, Department of Statistics, UNICAMP, Campinas, May 2002.

175. *Factor Models and Stochastic Volatility: Emergent Markets Contagion*, Brazilian Institute of Capital Markets, S˜ao Paulo, November 2001.

176. *Factor Stochastic Volatility: Simulation-based Filtering and smoothing*, EPGE-FGV, Rio de Janeiro, November 2001.

177. *Simulation-based Smoothing and Filtering in Factor Stochastic Volatility Models*, Institute of Statistics and Decision Sciences, Universidade de Duke, Outubro 2001.

178. *Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities*, Institute for Applied Economic Research, Brasil, July 2001.

179. *Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities*, Centro de Investigaciones en Matematicas (CIMAT), Guanajuato, Mexico, July 2001.

180. *Bayesian Forecasting and Inference in Latent Structure for the Brazilian Industrial Production Index*, Institute for Exact Sciences, Federal University of Minas Gerais, Brazil, December 2000.

181. *Meta-analysis for longitudinal data models using multivariate mixture priors*, Nu´cleo de Estudos de Sau´de Coletiva, Federal University of Rio de Janeiro, Rio de Janeiro, September 2000.

**Posters**

182. *Bayesian Inference in Smooth Transition Autoregressive Models*, Science of Modeling, The 30th Anniversary of the Information Criterion (AIC), Pacifico Yokohama, Japan, December 14-17, 2003.

183. *Malaria and rainfall in the state of Par´a: spatio-temporal analysis*, Seventh Workshop on Case Studies in Bayesian Statistics. Carnegie-Mellon University, Pittsburgh, USA, September 2003.

184. *Some Factor Stochastic Volatility Models: Financial Contagion and Portfolio Allocation*, Seventh Valencia International Meeting on Bayesian Statistics. Tenerife, Spain, June 2002.

185. *Meta-analysis for longitudinal data models using multivariate mixture priors*, 6th world meeting of the International Society for Bayesian Analysis (ISBA), Hersonissos-Heraklion, Crete May 28-June 1, 2000.

186. *Meta-analysis for longitudinal data models using multivariate mixture priors*, V Workshop in Case Studies in Bayesian Statistics, Carnegie Mellon University, Pittsburgh, PA, USA. September 24-25, 1999.

187. *Multivariate mixture model in Meta Analysis for Hematology data*, Second European Conference on Highly Structured Stochastic Systems, Pavia, Italy, 14-18 September, 1999.

188. *Bayesian Forecasting and Inference in Latent Structure for the Brazilian Industrial Production*, Eighth Brazilian School of Time Series and Econometrics, Nova Friburgo, Rio de Janeiro, 21-23 July, 1999.

189. *Model Uncertainty in Factor Models*, Sixth Valencia International Meeting on Bayesian Statistics. Valencia, Spain, June 1998.