Marcio Laurini, PhD's Publications
São Paulo, BrazilResearch field: Economics - Quantitative Methods
No research interests added yet.
Journal Article (13) | Working Paper (17)
Journal Article
Luiz Gustavo Cassilatti Furlani, Marcelo Savino Portugal, M. P. Laurini
(2010) Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence, 284 - 295. In Economic Modelling
27 (1).
M. P. Laurini, Pedro L. Valls Pereira
(2009) Conditional stochastic kernel estimation by nonparametric methods, 234 - 238. In Economics Letters
105 (3).
Gustavo T. Coelho, Andrea Maria A. F. Minardi, M. P. Laurini
(2009) Uma investigacao sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros.
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M. P. Laurini, Luiz Gustavo Cassilatti Furlani, Marcelo Savino Portugal
(2008) Empirical market microstructure: An analysis of the BRL/US$ exchange rate market, 247 - 265. In Emerging Markets Review
9 (4).
Rodrigo M. de Assis, M. P. Laurini
(2008) Funcoes de Copula na Precificacao de Opcoes.
Marcio Laurini
(2007) A note on the use of quantile regression in beta convergence analysis, 1 - 8. In Economics Bulletin
3 (52).
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M. P. Laurini, Eduardo Andrade, Pedro L. Valls Pereira
(2005) Income convergence clubs for Brazilian Municipalities: a non-parametric analysis, 2099 - 2118. In Applied Economics
37 (18).
Eduardo Andrade, Marcio Laurini, Regina Madalozzo, Pedro L. Valls Pereira
(2004) Convergence clubs among Brazilian municipalities, 179 - 184. In Economics Letters
83 (2).
Márcio Laurini, Eduardo Andrade
(2004) Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis.
M. Laurini, E Andrade, Pedro L. Valls Pereira
(2004) Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003).
Eduardo. Andrade, M Laurini, aacute;rcio, Pedro L. Valls Pereira, Regina. Madalozzo
(2003) Convergence Clubs Among Brazilian Municipalities.
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M. P. Laurini, M. S. Portugal
(2003) Long Memory int the R$/US$ Exchange Rate: A Robust Analysis.
M. P. Laurini, M. S. Portugal
(2003) Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate.
