Boa tarde pessoal,

O projeto final consiste na apresentação oral de um artigo científico de alto nível escolhido da lista abaixo.  

No dia 25 de junho de 2024 entre 19h30 e 22h30 serão apresentados 10 trabalhos em não menos que 10 minutos e  não mais que 15 minutos.
 
No mesmo dia, e no máximo até 19h30, um resumo em PDF com 5 a 7 páginas deve ser submetido diretamente para mim pelo meu email 
institucional hedibertfl@insper.edu.br.

Segue ao final desse e-mail a lista com os artigos que serão sorteados na aula de sexta-feira, dia 7 de junho de 2024.

Grande abraço e boa semana para todos,

Hedibert



[1] PAULA FREITAS
Measuring vulnerability via spatially hierarchical factor models (2012)
Hedibert Lopes, Alexandra Schmidt, Esther Salazar, Mariana Gómez and Marcel Achkar 
Annals of Applied Statistics, 2012, 6, 284-303.
DOI: 10.1214/11-AOAS497

[2] EMERSON VIEIRA
On the Long Run Volatility of Stocks (2018)
Carlos Carvalho, Hedibert Lopes and Robert McCulloch
Journal of the American Statistical Association, 113(523), 1050-1069
https://doi.org/10.1080/01621459.2017.1407769
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2808191

[3] ANDRÉ OLIVA
Forecasting with many predictors using Bayesian additive regression trees (2019)
Jan Prüser
Journal of Forecasting, 38(7), 621-631.
https://doi.org/10.1002/for.2587
https://ideas.repec.org/a/wly/jforec/v38y2019i7p621-631.html

[4] BRUNO FRAGA
Exchange rate predictability and dynamic Bayesian learning (2020)
J Beckmann, G Koop, D Korobilis and RA Schüssler
Journal of Applied Econometrics, 35(4), 410-421.
https://onlinelibrary.wiley.com/doi/full/10.1002/jae.2761

[5] DIEGO MIRANDA 
The illusion of the illusion of sparsity (2021)
Bruno Fava and Hedibert Lopes 
Brazilian Journal of Probability and Statistics 35(4): 699-720. 
DOI: 10.1214/21-BJPS503

[6] ALEJANDRO CRUCENO
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? it depends! 
Gruber, L. and Kastner, G. (2022)
arXiv preprint arXiv:2206.04902.

[7] VINÍCIUS SILVA
Bayesian Modeling of TVP-VARs Using Regression Trees (2023)
Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
https://arxiv.org/abs/2209.11970

[8] ISIS BRAGA
Forecasting U.S. inflation using Bayesian nonparametric models (2024)
Todd Clark, Florian Huber, Gary Koop and Marcelo Marcellino
Annals of Applied Statistics, 18(2), 1421-1444
DOI: 10.1214/23-AOAS1841
https://arxiv.org/abs/2202.13793

[9] MATHEUS NICOLA
Bayesian Neural Networks for Macroeconomic Analysis (2024)
Niko Hauzenberger, Florian Huber, Karin Klieber and Massimiliano Marcellino
https://arxiv.org/abs/2211.04752

[10] NICOLE RIBEIRO
How Polarized are Citizens? Measuring Ideology from the Ground-Up (2024)
Mirko Draca, Carlo Schwarz
The Economic Journal, ueae010, 
https://doi.org/10.1093/ej/ueae010
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3154431