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Luiz Lima is a Full Professor of Economics in the Department of Economics at the Haslam College of Business, University of Tennessee, Knoxville. He holds the endowed positions of George A. Spiva Scholar and JoAnne and James B. Ford Faculty Fellow. Lima received his Ph.D. in Economics from the University of Illinois at Urbana-Champaign in 2003, M.A. in Economics from EPGE, Fundação Getulio Vargas in 1997, and B.A. in Economics from the Federal University of Paraiba in 1995. His research specializations encompass applied econometrics, economic forecasting, quantile regression, applied microeconomics, international finance, international trade, and macroeconomic policy. He has taught courses including ECON 400: Forecasting at the undergraduate level, ECON 583: Econometrics-II, and ECON 683: Time Series at the Ph.D. level.
Lima's scholarly contributions include key publications such as 'Out-of-Sample Return Predictability: A Quantile Combination Approach' with Fanning Meng (Journal of Applied Econometrics, 2017), 'Estimation of Censored Quantile Regression for Panel Data with Fixed Effects' with Antonio F. Galvao and Carlos Lamarche (Journal of the American Statistical Association, 2013), 'Constructing Density Forecasts from Quantile Regressions' with Wagner Piazza Gaglianone (Journal of Money, Credit and Banking, 2012), 'Evaluating Value-at-Risk Models via Quantile Regression' with Wagner Piazza Gaglianone, Oliver Linton, and Daniel R. Smith (Journal of Business & Economic Statistics, 2011), 'A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast' with Joao Victor Issler (Journal of Econometrics, 2009), and 'Migration, Trade and Spillover Effects' with Erik Figueiredo and Gianluca Orefice (Journal of Comparative Economics, 2020). He has been recognized with the John and Shirley Moore Research Award (2020-2021), Bill Neilson Faculty Research Fellow (2018-2019), Isaac Kerstenetzky Award for the best paper at the 2018 Ciret conference, and Hans J. Brems Award for the best academic article from the University of Illinois Department of Economics (2000).
