Scientific papers

1. Bayesian instrumental variables: likelihoods and priors, Econometric Reviews. (with Polson)

2. Treatment effects: a Bayesian perspective, Econometric Reviews. (with Heckman and Piatek)

3. Temporal dependence in extremes with dynamic models, Journal of Time Series Analysis. (with Nascimento and Gamerman)

4. Online Bayesian learning in dynamic models: An illustrative introduction to particle methods. In West, M., Damien, P., Dellaportas, P., Polson, N. G. and Stephens, D. A., Bayesian Dynamic Modelling Bayesian Inference and Markov Chain Monte Carlo: In Honour of Adrian Smith. Clarendon: Oxford University Press. (with Carvalho)

5. Evaluation and analysis of sequential parameter learning methods in Markov switching stochastic volatility models, in Zeng, Y. and Wu, S. (Eds.), State-Space Models and Applications in Economics and Finance. (with Rios)

6. Sequential parameter learning and filtering in structured AR models, Statistics and Computing, 2013, 23, 43-57. (with Prado)

7. Tracking epidemics with Google Flu Trends data and a state-space SEIR model, Journal of the American Statistical Association, 2012, 107, 1410-1426. (with Dukic and Polson)

8. Measuring vulnerability via spatially hierarchical factor models, Annals of Applied Statistics, 2012, 6, 284-303. (with Schmidt, Salazar, Gomez and Achkar)

9. A semiparametric Bayesian approach to extreme value estimation, Statistics and Computing, 2012, 22, 661-675. (with Nascimento and Gamerman)

10. Bayesian Statistics with a Smile: a Resampling-Sampling Perspective, Brazilian Journal of Probability and Statistics, 2012, 26, 358-371. (with Polson and Carvalho)

11. Segmental dataset and whole body expression data do not support the hypothesis that non-random movement is an intrinsic property of Drosophila retrogenes, BMC Evolutionary Biology, 2012, 12, 169. (with Vibranovski, Zhang, Kemkemer, VanKuren, Karr and Long)

12. Reanalysis of the Larval Testis Data on Meiotic Sex Chromosome Inactivation Revealed Evidence for Tissue-Specific Gene expression related to the Drosophila X Chromosome, BMC Biology, 2012, 10, 49. (with Vibranovski, Zhang, Kemkemer, Karr and Long)

13. Particle learning for sequential Bayesian computation (with discussion), Bayesian Statistics 9, 2011, 317-360. (with Carvalho, Johannes and Polson).

14. Particle filters and Bayesian inference in financial econometrics, Journal of Forecasting, 2011, 30, 168-209. (with Tsay)(R code)

15. Generalized spatial dynamic factor models, Computational Statistics and Data Analysis, 2011, 55, 1319-1330. (with Gamerman and Salazar).
16. Confronting prior convictions: On issues of prior and likelihood sensitivity in Bayesian analysis, Annual Review of Economics, 2011, 3, 107-131. (with Tobias)

17. Regression models for exceedance data via the full likelihood, Environmental and Ecological Statistics, 2011, 18, 495-512. (with Nascimento and Gamerman)
18. Dynamic stock selection strategies: a structured factor model approach (with discussion), Bayesian Statistics 9, 2011, 69-90. (with Carvalho and Aguilar)

19. Bayesian mixture of parametric and nonparametric density estimation: A misspecification Problem,Brazilian Review of Econometrics, 2011, 31, 19-44. (with Dias)

20. Credit granting to small firms: a Brazilian case, Journal of Business Research, 2011, 64, 309-315. (with Zambaldi, Aranha and Politi)

21. Particle learning and smoothing, Statistical Science, 2010, 25, 88-106. (with Carvalho, Johannes and Polson)

22. Particle learning for general mixtures, Bayesian Analysis, 2010, 5, 709-740. (with Carvalho, Polson and Taddy).
23. Time-varying joint distributions through copulas, Computational Statistics and Data Analysis, 2010, 54, 2383-2399. (with Ausin)

24. Bayesian modeling of financial returns: a relationship between volatility and trading volume, Applied Stochastic Models in Business and Industry, 2010, 26, 172-193. (with Abanto and Migon)

25. Direct evidence for postmeiotic transcription during Drosophila melanogaster spermatogenesis, Genetics, 2010, 186, 431-33. (with Vibranovski, Chalopin, Long and Karr)

26. Extracting SP500 and NASDAQ volatility: The credit crisis of 2007-2008, in O'Hagan, A. and West, M. (Eds.), Handbook of Applied Bayesian Analysis, 2010, 319-342. (with Polson)

27. Bayesian computation in finance, in Chen, M.-H., Dey, D., Mueller, P., Sun, D. and Ye, K. (Eds.) Frontiers of Statistical Decision Making and Bayesian Analysis, 2010, 383-396. (with Hore, Johannes, McCulloch and Polson)

28. Bayesian inference for stochastic volatility modeling, in Bocker, K. (Ed.) Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, 2010, 515-551. (with Polson)

29. Bayesian prediction of risk measurements using copulas, in Bocker, K. (Ed.) Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, 2010, 553-578. (with Ausin)

30. Stage-specific expression of Drosophila spermatogenesis suggests that meiotic sex chromosome inactivation drives the genomic relocation of testis-expressed genes, PLoS Genetics, 2009, 5, e1000731. (with Vibranovski, Karr and Long) (SpermPress page)

31. Spatial dynamic factor models, Bayesian Analysis, 2008, 3, 759-92. (with Salazar and Gamerman)

32. Copula, marginal distributions and model selection: A Bayesian note, Statistics and Computing, 2008, 18, 313-20. (with Silva)

33. Factor stochastic volatility with time varying loadings and Markov switching regimes, Journal of Statistical Planning and Inference, 2007, 137, 3082-3091. (with Carvalho)

34. Simulation-based sequential analysis of Markov switching stochastic volatility models, Computational Statistics and Data Analysis, 2007, 51, 4526-4542. (with Carvalho)

35. Bayesian computational methods in biomedical research, in Khattree, R. and D. N. Naik, D. N. (Eds.) Computational Methods in Biomedical Research, Marcel Dekker/Taylor & Francis, 2007, 211-59. (with Mueller and Ravishanker)

36. Bayesian estimation of ruin probabilities with heterogeneous and heavy-tailed insurance claim size distribution, Australian & New Zealand Journal of Statistics, 2007, 49, 415-34. (with Ausin)

37. Bayesian model uncertainty in smooth transition autoregressions, Journal of Time Series Analysis, 2006, 27, 99-117. (with Salazar)

38. Time series mean level and stochastic volatility modeling by smooth transition autoregressions: a Bayesian approach, In Fomby, T.B. (Ed.) Advances in Econometrics: Econometric Analysis of Financial and Economic Time Series/Part B, 2006, Volume 20, 229-242. (with Salazar)

39. The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models, Brazilian Journal of Probability and Statistics, 2006, 20, 67-91. (with Silva and Migon)

40. Spatio-temporal models for mapping the Incidence of malaria in Para, Environmetrics, 2005, 16, 291-304. (with Nobre and Schmidt)(Abstract)

41. Dynamic models, In Dey, D. and Rao, C.R. (Eds.), Handbook of Statistics, Volume 25: Bayesian Thinking, Modeling and Computation, 2005, Chapter 19, 553-588. (with Migon, Gamerman and Ferreira)

42. Factor stochastic volatility with time-varying loadings, Estadistica, 2005, 57, 75-91.

43. Bayesian model assessment in factor analysis, Statistica Sinica, 2004, 14, 41-67. (with West)

44. Bayesian analysis of extreme events with threshold estimation , Statistical Modelling, 2004, 4, 227-244. (with Behrens and Gamerman)

45. Data driven estimates for mixtures, Computational Statistics and Data Analysis, 2004, 47, 583-598. (with Mendes)

46. Bayesian meta-analysis for longitudinal data models using multivariate mixture priors, Biometrics, 2003, 59, 66-75. (with Mueller and Rosner)

47. Expected posterior priors in factor analysis, Brazilian Journal of Probability and Statistics, 2003, 17, 91-105.

48. Co-movements and contagion in emergent markets: stock indexes volatilities,Case Studies in Bayesian Statistics, 2002, Volume VI, 285-300, Springer-Verlag. (with Migon)

49. Bayesian forecasting and inference in latent structure for the Brazilian industrial production index,Brazilian Review of Econometrics, 2000, 20, 1--26. (with Huerta)

50. Hyperparameter estimation in forecasting models, Computational statistics and data analysis, 1999, 29, pp. 387-410. (with Moreira and Schmidt)

51. Um modelo para a previsao conjunta do PIB, inflacao e liquidez, Revista de Econometria, 1997, 17, 67-111. (with Moreira and Fiorencio)

52. Identificacao das tendencias comuns do PIB, inflacao e meios de pagamento, A Economia Brasileira em Perspectiva, 1996, Volume 1, Chapgter 6, 129-139. (with Moreira and Fiorencio)

53. Tendencia estocastica do produto no Brasil: efeitos das flutuacoes da taxa de crescimento da produtividade e da taxa de juro real, Pesquisa e Planejamento Economico, 1995, 25, 249-278. (with Rocha-Lima, Moreira and Pereira)

54. Efeitos dinamicos dos choques de oferta e demanda agregada sobre o nivel de atividade economica do Brasil, Revista Brasileira de Economia, 1993, 47, 177-204. (with Migon and Rocha-Lima)