Emerson Fernandes Marçal

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Fundação Getúlio Vargas (FGV). Escola de Economia de São Paulo (EESP) (Institutional affiliation from the last research proposal)
Birthplace: Brazil

Emerson Fernandes Marçal in research grants and scholarships supported by FAPESP.

News published in Agência FAPESP Newsletter about the researcher

TITULO

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Research grants

Ongoing (most recent)

Abstract
This project deals with new methodologies for econometric modelling and forecasting in high dimensional and/or frequency setting, as well as mixed-data frequencies setting. One of the challenges in econometrics in high dimensional problems is to deal with complex world, including structural changes, using sparce vector autoregressive models and dense (factors). Applications of these metho…
Econometric modeling and forecasting in high dimensional models, AP.TEM

Completed (most recent)

Virtual Library in numbers * Updated data on August 09, 2025

Total / Available in English

1 / 1	Ongoing grants
4 / 1	Completed research grants
1 / 0	Completed scholarships in Brazil
6 / 2	All research grants and scholarships

Associated processes

Most frequent collaborators in research granted by FAPESP

Keywords used by the researcher

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