Institute of Mathematical Sciences and Computing

Ricardo S. Ehlers
PhD, University of Surrey, UK
My CV (in Portuguese) (in English)

Email: ehlers AT dme. ufrj. br (Please do not send me Word documents)

Research interests Markov chain Monte Carlo (MCMC) methods, applied to Bayesian inference Time series analysis (esp. GARCH, stochastic volatility and regime-switching models) Bayesian dynamic models

Research links Recent Presentations R commands for MCMC output using CODA Stochastic volatility using R and JAGS

Teaching homepages in Portuguese: Bayesian Inference, Statistical Inference, Time series analysis, Multivariate Analysis. Lecture notes (in Portuguese): Bayesian Inference, Time Series Analysis.

Published Papers

Ehlers, R.S. and Brooks, S.P. (2008), Adaptive Proposal Construction for Reversible Jump MCMC. Scandinavian Journal of Statistics, vol. 35, issue 4, 677-690. (Abstract)

Ehlers, R.S., Silva, S.A. and Melo, L.L.M. (2006) Fully Bayesian Spatial Analysis of Homicide Rates. Journal Estadística, vol. 58, 43-59. (Abstract)

Ehlers, R.S. (2003) Discussion to Brooks, S.P., Giudici, P. and Roberts, G.O. Journal of the Royal Statistical Society, Series B, 65.

Ehlers, R.S., Meirelles, J.G.P. e Bertola, L. (1998) Tecnologia, Convergência e Divergência Econômica: Argentina e Brasil, 1900-1990. Revista Economia e Sociedade, 9.

Lima, E. C. R., Ehlers, R. S. (1998) Os Efeitos dos Planos de Estabilização e das Eleições Presidenciais na Produção Industrial do Brasil: Uma Aplicação da Análise de Intervenção via Estimação Clássica e Bayesiana de Fatores de Desconto. A Economia Brasileira em Perspectiva. , v. 2, p. -.

Ehlers, R.S. and Gamerman, D. (1996) Analytic Approximation Methods in Bayesian Dynamic Non-Linear Models. Brazilian Journal of Probability and Statistics, 10, p87-101. (Abstract)

Ehlers, R.S. (1996) Bayesian Structural Models: Applications to the Industrial Production Index and GNP in Brazil (in Portuguese). Boletim Conjuntural 34 IPEA.

Submitted Papers

Ehlers, R.S. and Brooks, S.P. Bayesian Analysis of Order Uncertainty in ARIMA Models.

Chahad-Ehlers, S., Lozovei, A.L., Ehlers, R.S., Waterhouse, J. and Marques, M.D. Flight Activity Pattern of the Malaria Vector Anopheles (Kerteszia) cruzii (Diptera, Culicidae) is Modified by Daylight, Moonlight and Climate variables in Atlantic Forest, Brazil.

Ehlers, R.S. and Melo, L.G. A Bayesian Approach for Computing Claim Amounts of Occuring but Not Reported Events.

Technical Reports

Ehlers, R.S. (2007) Comparing Bayesian Models for Production Efficiency. Technical Report 01/07, Statistical and Geoinformation Laboratory.

Ehlers, R.S. and Ferreira, M.A. (2006) Accounting for Model Uncertainty via Trans-dimensional Genetic Algorithms. Technical Report 2006/03-B Federal University of Paraná.

Melo, L.G. and Ehlers, R.S. (2006) A Winbugs Tutorial (in Portuguese). Technical Report 2006/01-C Federal University of Paraná (Full paper).

Silva, S.A., Mota, L.L.M. and Ehlers, R.S. (2004) Spatial Analysis of Incidence Rates: A Bayesian Approach. Technical Report 2004/02-B Federal University of Paraná. (Abstract)

Ehlers, R.S. (2003) A Note on Reversible Jump MCMC for Cyclical Components Dynamic Linear Models. Technical Report 2003/03-B Federal University of Paraná (Abstract)

Ehlers, R.S. and Brooks, S.P. (2002) Efficient Construction of Reversible Jump MCMC Proposals for Autoregressive Time Series Models. Technical Report, University of Cambridge (Abstract)

Ehlers, R.S., Chahad S., Marques, M.D. e Lozovei, A.L. (1998) Bayesian Longitudinal Analysis of Environmental Effects on the Activity of a Malaria Vector. Technical Report 1998/03-B Federal University of Paraná.

Lopes, H.F. and Ehlers, R.S. (1997) Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series. Technical Report No. 96 Statistical Laboratory Federal University of Rio de Janeiro. (Abstract)

Rocha Lima, E.C. and Ehlers, R.S. (1997) The Variance of Inflation and the Stability of the Demand for Money in Brazil: A Bayesian Approach. Technical Report 463 IPEA. (Abstract)

Rocha Lima, E.C. and Ehlers, R.S. (1997) Intervention Analysis via Classical and Bayesian Estimation of Discount Factors: An Application to the Brazilian Industrial Production Index (in Portuguese). Technical Report 464 IPEA. (Abstract)