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Andre Antonio Monteiro

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andre
Middle Name: Antonio
Last Name: Monteiro
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RePEc Short-ID: pmo220

Email: [This author has chosen not to make the email address public]
Homepage: http://www.facebook.com/media/set/fbx/?set=a.103702489714171.7864.100002232615514&l=9702edd42b
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Affiliation

Lists

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

Works

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Working papers

  1. André A. Monteiro, 2010. "A semiparametric state space model," Statistics and Econometrics Working Papers ws103418, Universidad Carlos III, Departamento de Estadística y Econometría.
  2. Andre A. Monteiro, 2009. "The econometrics of randomly spaced financial data: a survey," Statistics and Econometrics Working Papers ws097924, Universidad Carlos III, Departamento de Estadística y Econometría.
  3. Andr� A. Monteiro, 2008. "Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation," Tinbergen Institute Discussion Papers 08-021/2, Tinbergen Institute.
  4. 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.
  5. Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
  6. Siem Jan Koopman & André Lucas & André Monteiro, 2005. "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers 05-071/4, Tinbergen Institute, revised 04 Jul 2005.

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.
  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.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-03-27
  2. NEP-CBA: Central Banking (1) 2006-04-30
  3. NEP-ECM: Econometrics (4) 2006-04-23 2008-06-21 2010-01-10 2010-10-30. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2010-10-30
  5. NEP-FIN: Finance (2) 2006-03-25 2006-04-22. Author is listed
  6. NEP-FMK: Financial Markets (1) 2006-04-14
  7. NEP-MAC: Macroeconomics (1) 2006-03-27
  8. NEP-RMG: Risk Management (1) 2006-04-27

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