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Information about:
Andre Antonio Monteiro

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Andre Monteiro in registering through RePEc. If you are Andre Antonio Monteiro , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Andre
Middle Name: Antonio
Last Name: Monteiro
Suffix:

RePEc Short-ID: pmo220

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Department of Statistics and Econometrics, University Carlos III of Madrid Calle Madrid 126, 28903 Getafe - Spain
Phone: +34916249314

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Portuguese Economists

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. André A. Monteiro, 2008. "Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation," Tinbergen Institute Discussion Papers 08-021/2, Tinbergen Institute. [Downloadable!]

  2. Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006. "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers 06-024/2, Tinbergen Institute, revised 27 Mar 2006. [Downloadable!]

  3. Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

  4. RePEc:dgr:uvatin:20050071 is not listed on IDEAS

Articles

  1. Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January. [Downloadable!] (restricted)
    Other versions:

  2. Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008. "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, vol. 142(1), pages 399-424, January. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2006-03-25 2007-03-17 Author is listed
  2. NEP-CBA: Central Banking (1) 2006-03-25 Author is listed
  3. NEP-ECM: Econometrics (2) 2006-04-22 2008-06-21 Author is listed
  4. NEP-FIN: Finance (2) 2006-03-25 2006-04-22 Author is listed
  5. NEP-FMK: Financial Markets (1) 2006-03-25 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2006-03-25 Author is listed
  7. NEP-RMG: Risk Management (1) 2006-04-22 Author is listed
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This page was last updated on 2009-11-28.

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