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Publications

by members of

Universidade de Lisboa → Instituto Superior de Economia e Gestão (ISEG) → Research in Economics and Mathematics (REM) → Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)

University of Lisbon → School of Economics and Management → Centre for Mathematics Applied to Forecasting and Economic Decision

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2025

  1. Vihar M. Dalal & Daniel A. Dias & Pinar Uysal, 2025, "From Bank Lending Standards to Bank Credit Conditions: An SVAR Approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-055, Aug, DOI: 10.17016/FEDS.2025.055.
  2. Daniel A. Dias & Sophia C. Scott, 2025, "Monetary Policy and Bank Funding Costs: Patterns and Predictability in the Transmission of the Policy Rate to U.S. Banks’ Funding Costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-083, Sep, DOI: 10.17016/FEDS.2025.083.

2024

  1. António Afonso & Jorge Caiado & Omar Al. Kanaan, 2024, "Public and Private Investments: A VAR Analysis of Their Impact of Economic Growth in 18 Advanced Economies," CESifo Working Paper Series, CESifo, number 11426.
  2. Lopes, João & Martins, Pedro S. & Oliveira, Célia & Ferreira, João & Oliveira, João Tiago & Crato, Nuno, 2024, "From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1394.
  3. Daniel A. Dias & Christine Richmond & Grant Westfahl, 2024, "Duration of Capital Market Exclusion: An Empirical Investigation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-093, Dec, DOI: 10.17016/FEDS.2024.093.
  4. Daniel A. Dias & Joao B. Duarte, 2024, "Estimating the importance of monetary policy shocks for variation in the U.S. homeownership rate," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2024-05-03-2, May, DOI: 10.17016/2380-7172.3457.
  5. Paulo Parente & Richard J. Smith, 2024, "Implied probability kernel block bootstrap for time series moment condition models," CeMMAP working papers, Institute for Fiscal Studies, number 08/24, Apr, DOI: 10.47004/wp.cem.2024.0824.
  6. Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024, "Critical dimensions in the empirical measurement of common shareholding," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 306566, DOI: 10.1016/j.ribaf.2024.102315.

2023

  1. Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2023, "Stochastic differential equations death rates models: the Portuguese case," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0268, Apr.
  2. Joana Almeida & Raquel M. Gaspar, 2023, "Portfolio performance of European target prices," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0263, Feb.
  3. Mário S. Céu & Raquel M. Gaspar, 2023, "Financial Distress in European Vineyards and Olive Groves," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0266, Mar.
  4. Raquel M. Gaspar & Xu Jiaming, 2023, "Consumer Confidence and Stock Markets' Returns," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0292, Oct.
  5. ROSATI Nicoletta & BONNET Paolo & CIANI Andrea & DUCH BROWN Nestor & MIGUEZ Sebastián & ZAURINO Elena, 2023, "The EC consultation on the semiconductors’ value chain," JRC Research Reports, Joint Research Centre, number JRC133892, Jul.

2022

  1. Daniel A. Dias & Joao B. Duarte, 2022, "Monetary Policy and Homeownership: Empirical Evidence,Theory, and Policy Implications," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1344, May, DOI: 10.17016/IFDP.2022.1344.

2021

  1. Rui Evangelista & João Andrade E Silva & Esmeralda A. Ramalho, 2021, "How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0186, Jul.
  2. Carla Fernandes & Maria Rosa Borges & Esselina Macome & Jorge Caiado, 2021, "The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM)," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2021/01, Jan.
  3. João A. Bastos & Jorge Caiado, 2021, "On the classification of financial data with domain agnostic features," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0185, Jul.
  4. Daniel A. Dias & Carlos Robalo Marques, 2021, "From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1314, Apr, DOI: 10.17016/IFDP.2021.1314.
  5. Yacine Koucha & Alfredo D. Egidio dos Reis, 2021, "Approximations to ultimate ruin probabilities with a Wienner process perturbation," Papers, arXiv.org, number 2107.02537, Jul.
  6. Elsa Assiaty de L. A. Agostinho & Raquel M. Gaspar, 2021, "Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0172, Apr.
  7. Vitor H. Carvalho & Raquel M. Gaspar, 2021, "Relativistically into Finance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0175, May.

2020

  1. Joana Almeida & Raquel M. Gaspar, 2020, "Accuracy of European Stock Target Prices," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0115, Jan.
  2. Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020, "Neural Network pricing of American put options," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0122, Apr.

2019

  1. Rui Evangelista & Esmeralda A. Ramalho & João Andrade e Silva, 2019, "On the use of Hedonic Regression Models to Measure the Effect of Energy Efficiency on Residential Property Transaction Prices: Evidence for Portugal and Selected Data Issues," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/64, Jan.
  2. Daniel A. Dias & Joao B. Duarte, 2019, "Monetary Policy, Housing Rents and Inflation Dynamics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1248, May, DOI: 10.17016/IFDP.2019.1248.
  3. Daniel A. Dias & Carlos Robalo Marques, 2019, "Every Cloud has a Silver Lining: Cleansing Effects of the Portuguese Financial Crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1250, Jun, DOI: 10.17016/IFDP.2019.1250.
  4. Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils M. Gornemann & Jasper Hoek & Anil K. Jain & Edith X. Liu & Anna Wong, 2019, "Global Spillovers of a China Hard Landing," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1260, Oct, DOI: 10.17016/IFDP.2019.1260.
  5. Raquel M. Gaspar & Paulo M. Silva, 2019, "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/92, Sep.
  6. J. Beleza Sousa & Manuel L. Esquível & Raquel M. Gaspar, 2019, "Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/93, Sep.
  7. Paulo Parente & Richard J. Smith, 2019, "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP60/19, Oct.
  8. Joana Passinhas & Isabel Proença, 2019, "Measuring Gender Disparities in Unemployment Dynamics during the Recession: Evidence from Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/79, Apr.
  9. Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliviera, Vasco, 2019, "Ratings matter: announcements in times of crisis and the dynamics of stock markets," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-08, Sep.

2018

  1. Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018, "Bootstrapping Structural Change Tests," Papers, arXiv.org, number 1811.04125, Nov.
  2. Daniel A. Dias & Carlos Robalo Marques & Christine Richmond, 2018, "A Tale of Two Sectors : Why is Misallocation Higher in Services than in Manufacturing?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1229, May, DOI: 10.17016/IFDP.2018.1229.
  3. Daniel A. Dias, 2018, "Every cloud has a silver lining: micro-level evidence on the cleansing effects of the portuguese financial crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201818.
  4. António Afonso & Philemon Kwame Opoku, 2018, "The Relationship between Fiscal and Current Account Imbalances in OECD Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/61, Nov.
  5. Paulo Parente & Richard J. Smith, 2018, "Kernel block bootstrap," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP48/18, Jul.
  6. Paulo M.D.C. Parente & Richard J. Smith, 2018, "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/55, Nov.

2017

  1. Paulo Bastos & Daniel A. Dias & Olga A. Timoshenko, 2017, "Learning, Prices, and Firm Dynamics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1193, Feb, DOI: 10.17016/IFDP.2017.1193.
  2. Maria do Rosario Grossinho & Yaser Faghan Kord & Daniel Sevcovic, 2017, "Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations," Papers, arXiv.org, number 1707.00356, Jul.
  3. Maria do Rosario Grossinho & Yaser Faghan Kord & Daniel Sevcovic, 2017, "Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function," Papers, arXiv.org, number 1707.00358, Jul, revised Jun 2018.
  4. Luís Silveira Santos & Isabel Proença, 2017, "The Inversion of the Spatial Lag Operator in Binary Choice Models: Fast Computation and a Closed Formula Approximation," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/11, Nov.

2016

  1. Daniel A. Dias & Joao B. Duarte, 2016, "The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1171, Jun, DOI: 10.17016/IFDP.2016.1171.
  2. Raquel M. Gaspar, 2016, "On Path–dependency of Constant Proportion Portfolio Insurance strategies," EcoMod2016, EcoMod, number 9381, Jul.
  3. Maria do Rosario Grossinho & Yaser Kord Faghan & Daniel Sevcovic, 2016, "Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function," Papers, arXiv.org, number 1611.00885, Nov, revised Nov 2017.
  4. Nicola Cantarutti & Jo~ao Guerra & Manuel Guerra & Maria do Ros'ario Grossinho, 2016, "Option pricing in exponential L\'evy models with transaction costs," Papers, arXiv.org, number 1611.00389, Nov, revised Nov 2019.
  5. Carlos Farinha Rodrigues & Isabel Andrade, 2016, "The Age-Old Problem Of Old Age Poverty In Portugal, 2006 – 14," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/24, Nov.

2015

  1. António Afonso, & Jorge Caiado, & Miguel St. Aubyn, 2015, "The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/06, Mar.
  2. Adriana Cornea-Madeira & Russell Davidson, 2015, "A Parametric Bootstrap for Heavy Tailed Distributions," Post-Print, HAL, number hal-01456116, Jun, DOI: 10.1017/S0266466614000395.
  3. Daniel A. Dias & Carlos Robalo Marques & Christine Richmond, 2015, "Misallocation and Productivity in the Lead Up to the Eurozone Crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1146, Sep, DOI: 10.17016/IFDP.2015.1146.
  4. Daniel A. Dias & Mark L. J. Wright, 2015, "Debt Statistics a la Carte : Alternative Recipes for Measuring Government Indebtedness," IFDP Notes, Board of Governors of the Federal Reserve System (U.S.), number 2015-11-17, Nov, DOI: 10.17016/2573-2129.12.
  5. Joao Bernardo Duarte & Daniel A. Dias, 2015, "Housing and Monetary Policy in the Business Cycle: What do Housing Rents have to Say?," 2015 Papers, Job Market Papers, number pdu385, Nov.
  6. Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015, "Dynamic Vector Mode Regression," Economics Discussion Papers, University of Essex, Department of Economics, number 13793.
  7. Enrique Martínez-Galán & Isabel Proença & Maria Paula Fontoura, 2015, "Trade Potential Revisited: A Panel Data Analysis For Zimbabwe," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/14, Nov.
  8. Jens Mathias Arnold & Carlos Farinha Rodrigues, 2015, "Reducing inequality and poverty in Portugal," OECD Economics Department Working Papers, OECD Publishing, number 1258, Aug, DOI: 10.1787/5jrw21ng3ts3-en.

2014

  1. Daniel A. Dias & Christine Richmond & Mark L. J. Wright, 2014, "The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-5, May.
  2. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2014, "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_01.
  3. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2014, "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_09.

2013

  1. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2013, "Human capital, social capital and organizational performance: A structural modeling approach," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1302, Aug.
  2. FERNANDO MARTINS & Daniel Dias & Carlos Marques, 2013, "Wage rigidity and employment adjustment at the firm level: Evidence from survey data," EcoMod2013, EcoMod, number 4944, Jun.
  3. Mark Wright & Christine Richmond & Daniel Dias, 2013, "In for a Penny, In for a 100 Billion Pounds: Quantifying the Welfare Benefits from Debt Relief," 2013 Meeting Papers, Society for Economic Dynamics, number 646.
  4. Parente, Paulo M D C & Santos Silva, Joao M C, 2013, "Quantile regression with clustered data," Economics Discussion Papers, University of Essex, Department of Economics, number 8976.
  5. Silva, Rita Filipe & Proença, Isabel & Vareda, João, 2013, "Dynamics of broadbands demand: Substitution or complementarity between fixed and mobile technologies? An application to the Portuguese case," 24th European Regional ITS Conference, Florence 2013, International Telecommunications Society (ITS), number 88541.
  6. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_06.
  7. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "A generalized goodness-of-functional form test for binary and fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_09.
  8. Carlos Farinha Rodrigues & I. Andrade, 2013, "GINI Country Report: Growing Inequalities and their Impacts in Portugal," GINI Country Reports, AIAS, Amsterdam Institute for Advanced Labour Studies, number portugal, Jan.
  9. Carlos Farinha Rodrigues & Isabel Andrade, 2013, "The Age-Old Problem of Old Age Poverty in Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/27, Dec.
  10. Carlos Farinha Rodrigues & Isabel Andrade, 2013, "Robin Hood versus Piggy Bank: Income redistribution in Portugal 2006-10," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/28, Dec.
  11. Paulo M.M. Rodrigues & Nuno Sobreira, 2013, "Characterizing economic growth paths based on new structural change tests," Working Papers, Banco de Portugal, Economics and Research Department, number w201313.

2012

  1. Luisa Carvalho & Teresa Costa & Jorge Caiado, 2012, "Determinants of innovation in a small open economy: A multidimensional perspective," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1201, Oct.
  2. Cornea, A. & Hommes, C.H. & Massaro, D., 2012, "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-03.
  3. Karim M. Abadir & Adriana Cornea, 2012, "Approximating Moments by Nonlinear Transformations," Working Paper series, Rimini Centre for Economic Analysis, number 22_12, Jun.
  4. Fernando Martins & Daniel Dias, 2012, "Identifying the determinants of downward wage rigidity: some methodological considerations and new empirical evidence," Working Papers, Banco de Portugal, Economics and Research Department, number w201215.
  5. Mark Wright & Christine Richmond & Daniel Dias, 2012, "On The Stock of External Sovereign Debt," 2012 Meeting Papers, Society for Economic Dynamics, number 490.
  6. Paulo Parente & Richard Smith, 2012, "Exogeneity in semiparametric moment condition models," CeMMAP working papers, Institute for Fiscal Studies, number 30/12, Oct, DOI: 10.1920/wp.cem.2012.3012.
  7. Carlos Farinha Rodrigues, 2012, "Minimum Income in Portugal: Changing the Rules in Times of Crisis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/05, Jan.
  8. Sobreira, Nuno & Nunes, Luis C., 2012, "Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_290, Oct.
  9. Sobreira, Nuno & Nunesz, Luis C. & Rodriguesz, Paulo M. M., 2012, "Neoclassical, semi-endogenous or endogenous growth theory? Evidence based on new structural change tests," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_291, Oct.

2011

  1. Robalo Marques, Carlos & Dias, Daniel & Martins, Fernando, 2011, "Choosing between time and state dependence: micro evidence on firms' price-reviewing strategies," Working Paper Series, European Central Bank, number 1305, Mar.
  2. Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C. & Martins, Fernando, 2011, "Why are some prices stickier than others? Firm-data evidence on price adjustment lags," Working Paper Series, European Central Bank, number 1306, Mar.
  3. Diana Bonfim & Daniel Dias, 2011, "What Happens After Default? Stylized Facts on Access to Credit," Working Papers, Banco de Portugal, Economics and Research Department, number w201101.
  4. Parente, Paulo M D C & Santos Silva, Joao M C, 2011, "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers, University of Essex, Department of Economics, number 3532.
  5. I. Duarte & D. Pinheiro & A. A. Pinto & S. R. Pliska, 2011, "Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms," Papers, arXiv.org, number 1102.2263, Feb.
  6. Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011, "A projected gradient dynamical system modeling the dynamics of bargaining," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1101, Oct.
  7. Horácio Faustino & Isabel Proença, 2011, "Effects of Immigration on Intra-Industry Trade: A logit analysis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/19, Sep.
  8. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011, "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-05, Jan.

2010

  1. Joao A. Bastos & Jorge Caiado, 2010, "The structure of international stock market returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1002, Jul.
  2. Joao A. Bastos & Jorge Caiado, 2010, "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1006, Dec.
  3. Nuno Crespo & Isabel Proença & Maria Paula Fontoura, 2010, "The Spatial Dimension in FDI Spillovers: Evidence at the Regional Level from Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/17, Oct.
  4. Pedro Damião de Sousa Henriques & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_01.
  5. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Alternative versions of the RESET test for binary response index models: a comparative study," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_09.
  6. Carlos Farinha Rodrigues & Isabel Andrade, 2010, "Monetary Poverty, Material Deprivation and Consistent Poverty in Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/25, Nov.

2009

  1. Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
  2. Jorge Caiado, 2009, "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0903, May.
  3. Joao A. Bastos & Jorge Caiado, 2009, "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0904, Sep.
  4. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2009, "Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0905, Nov.
  5. Antonio Samagaio & Eduardo Couto & Jorge Caiado, 2009, "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0906, Nov.
  6. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2009, "Comparison of time series with unequal length in the frequency domain," MPRA Paper, University Library of Munich, Germany, number 15310, Apr.
  7. Lampros Boukas & Diogo Pinheiro & Alberto Pinto & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2009, "Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets," Papers, arXiv.org, number 0903.3657, Mar.
  8. Isabel Mendes & Isabel Proença, 2009, "Measuring the Social Recreation Per-Day Net Benefit of Wildlife Amenities of a National Park: A Count-Data Travel Cost Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/35, Sep.
  9. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Alternative estimating and testing empirical strategies for fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_08.
  10. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_10.
  11. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2009, "Covariate Measurement Error: Bias Reduction under Response-based Sampling," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_15.
  12. Carlos Farinha Rodrigues, 2009, "Efficacy of Anti-poverty and Welfare Programs in Portugal: the Joint Impact of the CSI and RSI," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/42, Oct.

2008

  1. Paulo Trigo & João Andrade e Silva, 2008, "Intergovernmental grant rules, the "golden rule" of public finance and local expenditures," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/42, Jul.
  2. Caiado, Jorge & Crato, Nuno, 2008, "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper, University Library of Munich, Germany, number 6609, Jan.
  3. Russell Davidson & Adriana Cornea, 2008, "A Refined Bootstrap For Heavy Tailed Distributions," Departmental Working Papers, McGill University, Department of Economics, number 2008-03, Aug.
  4. Paulo Parente & Richard Smith, 2008, "GEL methods for non-smooth moment indicators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/08, Jul.
  5. Nuno Crespo & Isabel Proença & Maria Paula Fontoura, 2008, "FDI Spillovers at Regional Level: Evidence from Portugal," Working Papers Series 1, ISCTE-IUL, Business Research Unit (BRU-IUL), number ercwp0508, Jun.

2007

  1. Paulo Trigo Pereira & João Andrade e Silva, 2007, "Citizens’ Freedom to Choose Representatives: Ballot Structure, Proportionality and “Fragmented” Parliaments," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/13.
  2. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Is there an identity within international stock market volatilities?," MPRA Paper, University Library of Munich, Germany, number 2069.
  3. Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
  4. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
  5. Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
  6. Caiado, Jorge, 2007, "Forecasting water consumption in Spain using univariate time series models," MPRA Paper, University Library of Munich, Germany, number 6610, Sep.
  7. Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007, "Price setting in the euro area: some stylised facts from individual producer price data," Working Papers, Banco de España, number 0703, Feb.
  8. Dias, D. & Dossche, M. & Erwan Gautier & Hernando, I. & Sabbatini , R. & Stahl , H. & Vermeulen, P., 2007, "Macro Price setting in the euro area: Some stylised facts from Individual Producer Price," Working papers, Banque de France, number 164.
  9. António Bento Ratão Caleiro & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2007, "Consumer confidence in Portugal – What Does it Really Matter?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2007_03.
  10. Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2007, "Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2007_08.

2006

  1. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006, "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper, University Library of Munich, Germany, number 2075.
  2. Caiado, Jorge & Vieira, Aníbal & Bonito, Ana & Reis, Carlos & Fernandes, Francisco, 2006, "Previsão da eficácia ofensiva do futebol profissional: Um caso Português," MPRA Paper, University Library of Munich, Germany, number 2185.
  3. Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C., 2006, "Measuring the importance of the uniform nonsynchronization hypothesis," Working Paper Series, European Central Bank, number 606, Apr.
  4. Maria Paula Fontoura & Enrique Martínez-Galán & Isabel Proença, 2006, "Trade Potential in an Enlarged European Union: A Recent Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/08.
  5. Nicoletta Rosati, 2006, "A nonparametric analysis of welfare and the economic shocks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/06, Oct.

2005

  1. Caiado, Jorge & Crato, Nuno, 2005, "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper, University Library of Munich, Germany, number 2076.
  2. Emmanuel Dhyne & Luis J. Álvarez & Hervé le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lünnemann & Fabio Rumler & Jouko Vilmunen, 2005, "Price setting in the euro area: Some stylized facts from Individual Consumer Price Data," Working Papers, Banco de España, number 0528, Aug.
  3. Robalo Marques, Carlos & Dias, Daniel, 2005, "Using mean reversion as a measure of persistence," Working Paper Series, European Central Bank, number 450, Mar.
  4. Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C., 2005, "Time or state dependent price setting rules? Evidence from Portuguese micro data," Working Paper Series, European Central Bank, number 511, Aug.
  5. Gaspar, Raquel M. & Slinko, Irina, 2005, "Correlation Between Intensity and Recovery in Credit Risk Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 614, Nov.
  6. Gaspar, Raquel M. & Schmidt, Thorsten, 2005, "Quadratic Portfolio Credit Risk models with Shot-noise Effects," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 616, Dec.
  7. Isabel Mendes & Isabel Proença, 2005, "Estimating the Recreation Value of Ecosystems by Using a Travel Cost Method Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/08.
  8. Barros, Carlos Pestana & Proença, Isabel & Vieira, José António Cabral, 2005, "Low-Wage Employment in Portugal: A Mixed Logit Approach," IZA Discussion Papers, IZA Network @ LISER, number 1667, Jul.
  9. Isabel Proenca, 2005, "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics, University Library of Munich, Germany, number 0508006, Aug.
  10. Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005, "A Bootstrap Test for Single Index Models," Econometrics, University Library of Munich, Germany, number 0508007, Aug.
  11. Isabel Proenca & Joao Santos Silva, 2005, "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics, University Library of Munich, Germany, number 0508008, Aug.
  12. Isabel Proenca & Maria Paula Fontoura & Nuno Crespo, 2005, "Productivity Spillovers From Multinational Corporations: Vulnerability To Deficient Estimation," International Trade, University Library of Munich, Germany, number 0508004, Aug.
  13. Carlos Barros & Isabel Proença, 2005, "Mixed Logit Estimation Of Radical Islamic Terrorism In Europe And North America: A Comparative Study," Microeconomics, University Library of Munich, Germany, number 0508005, Aug.
  14. Joaquim J.S. Ramalho & Esmeralda Ramalho, 2005, "Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 11_2005.
  15. Joaquim J.S. Ramalho & Esmeralda A. Ramalho, 2005, "Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 6_2005.

2004

  1. Caiado, Jorge, 2004, "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper, University Library of Munich, Germany, number 2077.
  2. Dias, Mónica & Dias, Daniel & Neves, Pedro, 2004, "Stylised features of price setting behaviour in Portugal: 1992-2001," Working Paper Series, European Central Bank, number 332, Apr.
  3. Daniel Dias, 2004, "On the Fisher-Konieczny Index of Price Changes Synchronization," Working Papers, Banco de Portugal, Economics and Research Department, number w200407.
  4. Gaspar, Raquel M., 2004, "General Quadratic Term Structures of Bond, Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 559, Mar.
  5. Gaspar, Raquel M., 2004, "On Finite Dimensional Realizations of Forward Price Term Structure Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 569, Sep.
  6. Frank Windmeijer & Hugh Gravelle & Pierre Hoonhout, 2004, "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," IFS Working Papers, Institute for Fiscal Studies, number W04/35, Dec.
  7. Esmeralda Ramalho, 2004, "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2004.
  8. Esmeralda Ramalho, 2004, "Binary models with misclassification in the variable of interest," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 3_2004.
  9. Tsakloglou, Panos & O'Donoghue, Cathal & Matsaganis, Manos & Levy, Horacio & Coromaldi, Manuela & Farinha Rodrigues, Carlos & Toso, Stefano & Mercader-Prats, M., 2004, "Child poverty and family transfers in Southern Europe," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM2/04, Jul.
  10. Carlos Farinha Rodrigues, 2004, "The Redistributive Impact of the Guaranteed Minimum Income Programme in Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2004/09.

2003

  1. Esmerelda A. Ramalho & Richard Smith, 2003, "Discrete choice non-response," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/03, Jul.

2002

  1. Paulo Trigo Pereira & Nuno Silva & João Andrade e Silva, 2002, "Positive and negative reciprocity in labor market," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2002/03.
  2. Caiado, Jorge & Madeira, Paulo, 2002, "Determinantes do desempenho académico nos cursos de contabilidade
    [Determinants of the academic performance in undergraduate courses of accounting]    ," MPRA Paper, University Library of Munich, Germany, number 2199.
  3. Isabel Proença & Maria Paula Fontoura & Nuno Crespo, 2002, "Productivity Spillovers from Multinational Corporations in the Portuguese Case: Evidence from a Short Time Period Panel Data," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2002/06.
  4. O'Donoghue, Cathal & Matsaganis, Manos & Bargain, Olivier & Levy, Horacio & Mantovani, D. & Tsakloglou, P. & Mercader-Prats, M. & Baldini, Massimo & Albuquerque, J. & Bosi, P. & Farinha, C. & Rodrigue, 2002, "The impact of means tested assistance in Southern Europe," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM6/01, Aug.

2001

  1. Nicoletta Rosati, 2001, "A measurement error approach to the study of poverty," IFS Working Papers, Institute for Fiscal Studies, number W01/13, May.
  2. Carlos Farinha Rodrigues, 2001, "Anti-poverty effectiveness and efficiency of the Guaranteed Minimum Income Programme in Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2001/08.

2000

  1. Pierre Hoonhout & Geert Ridder, 2000, "Identification and EM-Estimation of Panel Data Models with Non-Ignorable Attrition and Refreshment Samples," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1569, Aug.
  2. Isabel Proenca & Isabel Menes, 2000, "Measuring the Average Per Day Net Benefit of Non-consumptive Wildlife - Associated Recreation For a National Park: a Count-Data Travel Cost Approach," Regional and Urban Modeling, EcoMod, number 283600078, Jan.

1994

  1. Proenca, Isabel & Ritter, Christian, 1994, "Semiparametric Testing of the Link Function in Models for Binary Outcomes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,17.

Undated

  1. Nuno Crato & Philip Rothman, undated, "Measuring Hysteresis in Unemployment Rates with Long Memory Models," Working Papers, East Carolina University, Department of Economics, number 9619.
  2. Isabel Proenca, undated, "On the performance of the H-H Test," Statistic und Oekonometrie, Humboldt Universitaet Berlin, number 9310.
  3. Olga Cantó & Juan F. Jimeno & Ana Rute Cardoso & Mario Izquierdo & Carlos Farinha Rodrigues, undated, "Integration and Inequality: Lessons from the Accessions of Portugal and Spain to the EU," Working Papers, FEDEA, number 2000-10.
  4. Miguel Gouveia & Carlos Farinha Rodrigues, undated, "The impact of a "Minimum Guaranteed Income Program" in Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 1999/03.
  5. Carlos Farinha Rodrigues, undated, "Income distribution and poverty in Portugal (1994/95)," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 1999/04.

Journal articles

2026

  1. António Afonso & Jorge Caiado & Omar Al. Kanaan, 2026, "Investment dynamics and economic growth: a robust VAR analysis of public and private investments across 18 advanced economies," Applied Economics, Taylor & Francis Journals, volume 58, issue 28, pages 5462-5475, June, DOI: 10.1080/00036846.2025.2507381.
  2. Daniel A. Dias & Christine Richmond & Grant Westfahl, 2026, "Duration of Capital Market Exclusion: An Empirical Investigation," Review of International Economics, Wiley Blackwell, volume 34, issue 1, pages 178-197, February, DOI: 10.1111/roie.70021.
  3. Dias, Daniel A. & Scott, Sophia C., 2026, "Do banks’ funding costs respond symmetrically to policy rate increases and decreases?," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112782.

2025

  1. Paulo Francisco & Sandrina B. Moreira & Jorge Caiado, 2025, "Is Democracy More Important than Corruption in the Allocation of Foreign Aid?," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 37, issue 3, pages 643-665, June, DOI: 10.1057/s41287-025-00695-8.
  2. Renata G. Alcoforado & Hudo L. S. G. Alcoforado & Alfredo D. Egídio dos Reis & Pedro A. d. L. Tenório, 2025, "Revisiting Boi Gordo Index Futures: Long-Run Daily Data, Structural Breaks, and a Comparative Evaluation of Classical and Machine Learning Time-Series Models," Commodities, MDPI, volume 5, issue 1, pages 1-20, December.
  3. Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2025, "Stochastic differential equations death rates models: the Portuguese case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1197-1217, December, DOI: 10.1007/s10203-023-00414-0.

2024

  1. Albino, Andreia & Caiado, Jorge & Crato, Nuno, 2024, "Time series clustering using fragmented autocorrelations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 650, issue C, DOI: 10.1016/j.physa.2024.129981.
  2. Pedro A. Fernandes & João Carvalho das Neves & Jorge Caiado, 2024, "Is there a diversification paradox in real estate investment funds' value?," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 42, issue 6, pages 554-575, August, DOI: 10.1108/JPIF-02-2024-0025.
  3. Carla Fernandes & Maria Rosa Borges & Esselina Macome & Jorge Caiado, 2024, "Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique," Applied Economics, Taylor & Francis Journals, volume 56, issue 24, pages 2915-2930, May, DOI: 10.1080/00036846.2023.2203457.
  4. Raquel M. Gaspar & Madalena Oliveira, 2024, "Robo Advising and Investor Profiling," FinTech, MDPI, volume 3, issue 1, pages 1-14, February.
  5. Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024, "Critical dimensions in the empirical measurement of common shareholding," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102315.
  6. Pedro V. Goulart & Nuno Sobreira & Gianluca Ferrittu & Arjun S. Bedi, 2024, "What Led to the Decline of Child Labour in the European Periphery? A Cointegration Approach with Long Historical Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 172, issue 2, pages 765-801, March, DOI: 10.1007/s11205-024-03315-w.

2023

  1. Caiado, Jorge & Lúcio, Francisco, 2023, "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101971.
  2. Renata G. Alcoforado & Alfredo D. Egídio dos Reis & Wilton Bernardino & José António C. Santos, 2023, "Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices," Commodities, MDPI, volume 2, issue 4, pages 1-19, November.
  3. Joana Almeida & Raquel M. Gaspar, 2023, "Portfolio Performance of European Target Prices," JRFM, MDPI, volume 16, issue 8, pages 1-28, July.
  4. Renato França & Raquel M. Gaspar, 2023, "On the Bias of the Unbiased Expectation Theory," Mathematics, MDPI, volume 12, issue 1, pages 1-20, December.
  5. Raquel M. Gaspar & Mariana Khapko, 2023, "In memoriam: Tomas Björk (1947–2021)," Finance and Stochastics, Springer, volume 27, issue 4, pages 867-885, October, DOI: 10.1007/s00780-023-00511-3.
  6. Raquel M. Gaspar & Paulo M. Silva, 2023, "Investors’ perspective on portfolio insurance," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 22, issue 1, pages 49-79, January, DOI: 10.1007/s10258-021-00200-z.

2022

  1. Evangelista, Rui & Silva, João Andrade e & Ramalho, Esmeralda A., 2022, "How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105955.
  2. Lúcio, Francisco & Caiado, Jorge, 2022, "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103141.
  3. Adriana Cornea‐Madeira & João Madeira, 2022, "Econometric Analysis of Switching Expectations in UK Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 3, pages 651-673, June, DOI: 10.1111/obes.12479.
  4. Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils Gornemann & Jasper Hoek & Anil Jain & Edith Liu & Anna Wong, 2022, "Global Spillovers of a Chinese Growth Slowdown," JRFM, MDPI, volume 15, issue 12, pages 1-23, December.
  5. Luís F. Costa & Daniel Dias & Steffen Hoernig & Miguel Portela & Paulo Rodrigues, 2022, "Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 3, pages 267-269, September, DOI: 10.1007/s10258-022-00226-x.
  6. Renata G. Alcoforado & Agnieszka I. Bergel & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Eugenio V. Rodríguez-Martínez, 2022, "Ruin and Dividend Measures in the Renewal Dual Risk Model," Methodology and Computing in Applied Probability, Springer, volume 24, issue 2, pages 537-569, June, DOI: 10.1007/s11009-021-09876-4.

2021

  1. Carla Fernandes & Maria Rosa Borges & Jorge Caiado, 2021, "The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach," Applied Economics, Taylor & Francis Journals, volume 53, issue 3, pages 400-409, January, DOI: 10.1080/00036846.2020.1808177.
  2. Daniel A. Dias & Carlos Robalo Marques, 2021, "Every Cloud Has a Silver Lining: Cleansing Effects of the Portuguese Financial Crisis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 2, pages 352-376, April, DOI: 10.1111/obes.12391.
  3. Daniel A. Dias & Carlos Robalo Marques, 2021, "From micro to macro: a note on the analysis of aggregate productivity dynamics using firm-level data," Journal of Productivity Analysis, Springer, volume 56, issue 1, pages 1-14, August, DOI: 10.1007/s11123-021-00601-4.
  4. Luís F. Costa & Daniel A. Dias, 2021, "Editors’ note," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 20, issue 1, pages 1-3, January, DOI: 10.1007/s10258-020-00192-2.
  5. Vitor H. Carvalho & Raquel M. Gaspar, 2021, "Relativistic Option Pricing," IJFS, MDPI, volume 9, issue 2, pages 1-24, June.
  6. Joana Almeida & Raquel M. Gaspar, 2021, "Accuracy of European Stock Target Prices," JRFM, MDPI, volume 14, issue 9, pages 1-27, September.
  7. Paulo M. D. C. Parente & Richard J. Smith, 2021, "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 4, pages 377-405, July, DOI: 10.1111/jtsa.12573.
  8. Isabel Proença & Ludgero Glórias, 2021, "Revisiting the Spatial Autoregressive Exponential Model for Counts and Other Nonnegative Variables, with Application to the Knowledge Production Function," Sustainability, MDPI, volume 13, issue 5, pages 1-22, March.

2020

  1. Evangelista, Rui & Ramalho, Esmeralda A. & Andrade e Silva, João, 2020, "On the use of hedonic regression models to measure the effect of energy efficiency on residential property transaction prices: Evidence for Portugal and selected data issues," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104699.
  2. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020, "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 14, issue 1, pages 117-146, March, DOI: 10.1007/s11634-019-00365-8.
  3. Paula C. A. M. de Albuquerque & Jorge Caiado & Andreia Pereira, 2020, "Population aging and inflation: evidence from panel cointegration," Journal of Applied Economics, Taylor & Francis Journals, volume 23, issue 1, pages 469-484, January, DOI: 10.1080/15140326.2020.1795518.
  4. Daniel A. Dias & Carlos Robalo Marques & Christine Richmond, 2020, "A Tale of Two Sectors: Why is Misallocation Higher in Services than in Manufacturing?," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 66, issue 2, pages 361-393, June, DOI: 10.1111/roiw.12416.
  5. Lourdes B. Afonso & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Gracinda R. Guerreiro, 2020, "Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 87, issue 2, pages 501-522, June, DOI: 10.1111/jori.12300.
  6. Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020, "Neural Network Pricing of American Put Options," Risks, MDPI, volume 8, issue 3, pages 1-24, July.
  7. Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva, 2020, "Dynamic Vector Mode Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 647-661, July, DOI: 10.1080/07350015.2018.1562935.
  8. Joana Passinhas & Isabel Proença, 2020, "Measuring the gender disparities in unemployment dynamics during the recession: evidence from Portugal," Applied Economics, Taylor & Francis Journals, volume 52, issue 6, pages 623-636, February, DOI: 10.1080/00036846.2019.1659494.
  9. Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco, 2020, "Ratings matter: Announcements in times of crisis and the dynamics of stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101166.
  10. Sobreira, Nuno & Louro, Rui, 2020, "Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.010.

2019

  1. Abadir, Karim M. & Cornea-Madeira, Adriana, 2019, "Link Of Moments Before And After Transformations, With An Application To Resampling From Fat-Tailed Distributions," Econometric Theory, Cambridge University Press, volume 35, issue 3, pages 630-652, June.
  2. Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019, "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 359-397, DOI: 10.1016/j.jeconom.2019.05.019.
  3. Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019, "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 288-300, April, DOI: 10.1080/07350015.2017.1321548.
  4. Daniel A. Dias & João B. Duarte, 2019, "Monetary policy, housing rents, and inflation dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 673-687, August, DOI: 10.1002/jae.2679.
  5. Pierre Hoonhout & Geert Ridder, 2019, "Nonignorable Attrition in Multi-Period Panels With Refreshment Samples," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 377-390, July, DOI: 10.1080/07350015.2017.1345744.
  6. Silveira Santos, Luís & Proença, Isabel, 2019, "The inversion of the spatial lag operator in binary choice models: Fast computation and a closed formula approximation," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 74-102, DOI: 10.1016/j.regsciurbeco.2019.01.003.
  7. Melo, Patricia C. & Sobreira, Nuno & Goulart, Pedro, 2019, "Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach," Transportation Research Part A: Policy and Practice, Elsevier, volume 126, issue C, pages 360-376, DOI: 10.1016/j.tra.2019.06.019.

2018

  1. Paulo Bastos & Daniel A. Dias & Olga A. Timoshenko, 2018, "Learning, prices and firm dynamics," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 4, pages 1257-1311, November, DOI: 10.1111/caje.12361.
  2. Parente, Paulo M.D.C., 2018, "A General Class Of Non-Nested Test Statistics For Models Defined Through Moment Restrictions," Econometric Theory, Cambridge University Press, volume 34, issue 2, pages 477-507, April.

2017

  1. Andrade e Silva, J. M. & Centeno, M. de Lourdes, 2017, "Ratemaking Of Dependent Risks," ASTIN Bulletin, Cambridge University Press, volume 47, issue 3, pages 875-894, September.
  2. Adriana Cornea-Madeira, 2017, "The Explicit Formula for the Hodrick-Prescott Filter in a Finite Sample," The Review of Economics and Statistics, MIT Press, volume 99, issue 2, pages 314-318, May.
  3. Afonso, Lourdes B. & Cardoso, Rui M. R. & Egídio dos Reis, Alfredo D. & Guerreiro, Gracinda Rita, 2017, "Measuring The Impact Of A Bonus-Malus System In Finite And Continuous Time Ruin Probabilities For Large Portfolios In Motor Insurance," ASTIN Bulletin, Cambridge University Press, volume 47, issue 2, pages 417-435, May.
  4. Agnieszka I. Bergel & Eugenio V. Rodríguez-Martínez & Alfredo D. Egídio dos Reis, 2017, "On dividends in the phase–type dual risk model," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2017, issue 9, pages 761-784, October, DOI: 10.1080/03461238.2016.1252944.
  5. Parente, Paulo M.D.C. & Smith, Richard J., 2017, "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 1-16, DOI: 10.1016/j.jeconom.2017.02.004.
  6. Isabel PROENÇA & Enrique MARTINEZ-GALÁN & Maria Paula FONTOURA, 2017, "Trade Potential Revisited: A Panel Data Analysis For Zimbabwe," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 113-130.

2016

  1. Coelho do Vale, Rita & Verga Matos, Pedro & Caiado, Jorge, 2016, "The impact of private labels on consumer store loyalty: An integrative perspective," Journal of Retailing and Consumer Services, Elsevier, volume 28, issue C, pages 179-188, DOI: 10.1016/j.jretconser.2015.10.003.
  2. Dias, Daniel A. & Robalo Marques, Carlos & Richmond, Christine, 2016, "Misallocation and productivity in the lead up to the Eurozone crisis," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 46-70, DOI: 10.1016/j.jmacro.2016.04.009.
  3. Daniel A. Dias & Mark L. J. Wright, 2016, "Debt Statistics a La Carte: Alternative Recipes for Measuring Government Indebtedness," Chicago Fed Letter, Federal Reserve Bank of Chicago.
  4. Daniel Dias & Carlos Robalo Marques & Christine Richmond, 2016, "Comparing misallocation between sectors in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  5. Parente Paulo M.D.C. & Santos Silva João M.C., 2016, "Quantile Regression with Clustered Data," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 1-15, January, DOI: 10.1515/jem-2014-0011.
  6. Márcio Mateus & Isabel Proença & Paulo Júlio, 2016, "What Drives Foreign Direct Investment In The Tradable Sector?," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 21, issue 2, pages 101-142.
  7. Pedro Verga Matos & Nicoletta Rosati & Horácio C. Faustino, 2016, "Convergence in corporate governance: a probit analysis," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, volume 12, issue 3, pages 181-203.
  8. Nuno Sobreira & Luis C. Nunes, 2016, "Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 3, pages 394-411, June.

2015

  1. Cornea-Madeira, Adriana & Davidson, Russell, 2015, "A Parametric Bootstrap For Heavy-Tailed Distributions," Econometric Theory, Cambridge University Press, volume 31, issue 3, pages 449-470, June.
  2. Daniel A. Dias & Carlos Robalo Marques & Fernando Martins & J. M. C. Santos Silva, 2015, "Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 5, pages 701-718, October.
  3. Daniel Dias & Carlos Marques & Fernando Martins, 2015, "A replication note on downward nominal and real wage rigidity: survey evidence from European firms," Empirical Economics, Springer, volume 49, issue 3, pages 1143-1152, November, DOI: 10.1007/s00181-014-0902-y.
  4. Rodríguez-Martínez, Eugenio V. & Cardoso, Rui M. R. & Egídio dos Reis, Alfredo D., 2015, "SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL," ASTIN Bulletin, Cambridge University Press, volume 45, issue 1, pages 127-150, January.
  5. Agnieszka I. Bergel & Alfredo D. Egídio Dos Reis, 2015, "Further developments in the Erlang(n) risk process," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2015, issue 1, pages 32-48, January, DOI: 10.1080/03461238.2013.774112.
  6. Rui Albuquerque & Raquel M. Gaspar & Allen Michel, 2015, "Investment Analysis of Autocallable Contingent Income Securities," Financial Analysts Journal, Taylor & Francis Journals, volume 71, issue 3, pages 61-83, May, DOI: 10.2469/faj.v71.n3.4.
  7. Horácio C. Faustino & Isabel Proença, 2015, "Immigration And Intra-Industry Trade: The Relevance Of Language, Qualification And Economic Integration," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 1, pages 3-18.
  8. Isabel Proença & Horácio Faustino, 2015, "Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach," Computational Statistics, Springer, volume 30, issue 3, pages 865-884, September, DOI: 10.1007/s00180-015-0556-z.
  9. Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015, "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, volume 48, issue 1, pages 361-387, February, DOI: 10.1007/s00181-014-0891-x.

2014

  1. João A. Bastos & Jorge Caiado, 2014, "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 12, pages 2121-2133, December, DOI: 10.1080/14697688.2012.726736.
  2. Dias, Daniel A. & Richmond, Christine & Wright, Mark L.J., 2014, "The stock of external sovereign debt: Can we take the data at ‘face value’?," Journal of International Economics, Elsevier, volume 94, issue 1, pages 1-17, DOI: 10.1016/j.jinteco.2014.05.001.
  3. Daniel Dias, 2014, "Resource allocation, productivity and growth in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  4. Paulo M.D.C. Parente & Richard J. Smith, 2014, "Recent Developments in Empirical Likelihood and Related Methods," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 77-102, August.
  5. Esmeralda A. Ramalho & Joaquim J. S. Ramalho & José M. R. Murteira, 2014, "A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models," Manchester School, University of Manchester, volume 82, issue 4, pages 488-507, July.
  6. Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2014, "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 2, pages 91-117, May.
  7. Nuno Sobreira & Luis C. Nunes & Paulo M. M. Rodrigues, 2014, "Characterizing Economic Growth Paths Based On New Structural Change Tests," Economic Inquiry, Western Economic Association International, volume 52, issue 2, pages 845-861, April.

2013

  1. Luísa Carvalho & Teresa Costa & Jorge Caiado, 2013, "Determinants of innovation in a small open economy: a multidimensional perspective," Journal of Business Economics and Management, Taylor & Francis Journals, volume 14, issue 3, pages 583-600, June, DOI: 10.3846/16111699.2012.701225.
  2. Daniel A. Dias & Carlos Robalo Marques & Fernando Martins, 2013, "Choosing between Time and State Dependence: Micro Evidence on Firms' Price-Reviewing Strategies," Scandinavian Journal of Economics, Wiley Blackwell, volume 115, issue 3, pages 756-780, July.
  3. Dias, Daniel A. & Marques, Carlos Robalo & Martins, Fernando, 2013, "Wage rigidity and employment adjustment at the firm level: Evidence from survey data," Labour Economics, Elsevier, volume 23, issue C, pages 40-49, DOI: 10.1016/j.labeco.2013.02.001.
  4. Fernando Martins & Daniel Dias, 2013, "The determinants of downward wage rigidity: Some methodological considerations and new empirical evidence," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  5. Afonso, Lourdes B. & Cardoso, Rui M.R. & Egídio dos Reis, Alfredo D., 2013, "Dividend problems in the dual risk model," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 906-918, DOI: 10.1016/j.insmatheco.2013.10.003.
  6. Janeiro, Pedro & Proença, Isabel & Gonçalves, Vítor da Conceição, 2013, "Open innovation: Factors explaining universities as service firm innovation sources," Journal of Business Research, Elsevier, volume 66, issue 10, pages 2017-2023, DOI: 10.1016/j.jbusres.2013.02.027.
  7. Esmeralda A. Ramalho & Richard J. Smith, 2013, "Discrete Choice Non-Response," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 1, pages 343-364.
  8. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013, "Heteroskedasticity testing through a comparison of Wald statistics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 12, issue 2, pages 131-160, August, DOI: 10.1007/s10258-013-0087-x.
  9. Rosati, Nicoletta, 2013, "Efficiency of repeated-cross-section estimators in fixed-effects models," Statistics & Probability Letters, Elsevier, volume 83, issue 7, pages 1770-1775, DOI: 10.1016/j.spl.2013.04.005.

2012

  1. Guerra, Manuel & Centeno, M.L., 2012, "Are quantile risk measures suitable for risk-transfer decisions?," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 3, pages 446-461, DOI: 10.1016/j.insmatheco.2012.02.006.
  2. Diniz, Ana & Barreiros, João & Crato, Nuno, 2012, "A new model for explaining long-range correlations in human time interval production," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 6, pages 1908-1919, DOI: 10.1016/j.csda.2011.09.027.
  3. Bonfim, Diana & Dias, Daniel A. & Richmond, Christine, 2012, "What happens after corporate default? Stylized facts on access to credit," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2007-2025, DOI: 10.1016/j.jbankfin.2012.03.007.
  4. Philip Vermeulen & Daniel A. Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2012, "Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1631-1650, December, DOI: j.1538-4616.2012.00547.x.
  5. Fernando Martins & Daniel Dias, 2012, "Labour cost-cutting strategies microeconomic evidence from survey data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  6. Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012, "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, volume 115, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2011.12.047.
  7. Nuno CRESPO & Isabel PROENÇA & Maria Paula FONTOURA, 2012, "The Spatial Dimension in FDI Spillovers: Evidence at the Regional Level from Portugal," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 1, pages 115-130.
  8. Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2012, "Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 1, pages 107-130, February, DOI: j.1468-0084.2011.00654.x.
  9. Esmeralda Ramalho & Joaquim Ramalho & Jose M.R. Murteira, 2012, "A supremum-type RESET test for binary choice models," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 905-912.
  10. Carlos Farinha Rodrigues & Isabel Andrade, 2012, "Monetary Poverty, Material Deprivation and Consistent Poverty in Portugal," Notas Económicas, Faculty of Economics, University of Coimbra, issue 35, pages 20-39, June.

2011

  1. Bastos, João A. & Caiado, Jorge, 2011, "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 7, pages 1315-1325, DOI: 10.1016/j.physa.2010.12.008.
  2. J. Augusto Felício & Eduardo Couto & Jorge Caiado, 2011, "Human capital and social capital in entrepreneurs and managers of small and medium enterprises," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 3, pages 395-420, June, DOI: 10.3846/16111699.2011.620139.
  3. N. Crato & R. R. Linhares & S. R.C. Lopes, 2011, "α-stable laws for noncoding regions in DNA sequences," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 261-271, September, DOI: 10.1080/02664760903406447.
  4. Raquel M. Gaspar & Patrícia Pereira, 2011, "Liquidity Risk Premia: An Empirical Analysis Of European Corporate Bond Yields," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 2, pages 131-152.
  5. Parente, Paulo M.D.C. & Smith, Richard J., 2011, "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, volume 27, issue 1, pages 74-113, February.
  6. Ramalho, Esmeralda A. & Caleiro, António & Dionfsio, Andreia, 2011, "Explaining consumer confidence in Portugal," Journal of Economic Psychology, Elsevier, volume 32, issue 1, pages 25-32, February.
  7. Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011, "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 19-68, February.
  8. Esmeralda Ramalho & Esmeralda Ramalho, 2011, "2011 Annual Meeting of the Association of Southern European Economic Theorists (ASSET 2011)," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1-20.

2010

  1. Jorge Caiado & Nuno Crato, 2010, "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 7, pages 797-807, DOI: 10.1080/14697680903567152.
  2. Guerra, Manuel & Centeno, Maria de Lourdes, 2010, "Optimal Reinsurance for Variance Related Premium Calculation Principles 1," ASTIN Bulletin, Cambridge University Press, volume 40, issue 1, pages 97-121, May.
  3. Centeno, M.L. & Guerra, M., 2010, "The optimal reinsurance strategy -- the individual claim case," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 3, pages 450-460, June.
  4. Dias, Daniel A. & Marques, Carlos Robalo, 2010, "Using mean reversion as a measure of persistence," Economic Modelling, Elsevier, volume 27, issue 1, pages 262-273, January.
  5. Fernando Martins & Daniel Dias, 2010, "Understanding Price-reviewing Strategies Using Firm-level Data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  6. Diana Bonfim & Daniel Dias, 2010, "Access to Bank Credit after Corporate Default," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  7. Afonso, Lourdes B. & Reis, Alfredo D. Egídio dos & Waters, Howard R., 2010, "Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums," ASTIN Bulletin, Cambridge University Press, volume 40, issue 1, pages 399-414, May.
  8. Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 4, pages 987-1001, April.
  9. Esmeralda Ramalho & Joaquim Ramalho & Pedro Henriques, 2010, "Fractional regression models for second stage DEA efficiency analyses," Journal of Productivity Analysis, Springer, volume 34, issue 3, pages 239-255, December, DOI: 10.1007/s11123-010-0184-0.
  10. Ramalho Esmeralda A., 2010, "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-34, September, DOI: 10.2202/1558-3708.1695.

2009

  1. Fernando Martins & Daniel Dias, 2009, "Price Adjustment Lags: Evidence from Firm-Level Data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  2. Afonso, Lourdes B. & dos Reis, Alfredo D. Egídio & Waters, Howard R., 2009, "Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums," ASTIN Bulletin, Cambridge University Press, volume 39, issue 1, pages 117-136, May.
  3. Nuno Crespo & Maria Paula Fontoura & Isabel Proença, 2009, "FDI spillovers at regional level: Evidence from Portugal," Papers in Regional Science, Wiley Blackwell, volume 88, issue 3, pages 591-607, August, DOI: 10.1111/j.1435-5957.2009.00225.x.
  4. Nicoletta Rosati, 2009, "A note on welfare and the economic shocks," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1621-1630.
  5. Montezuma Dumangane & Nicoletta Rosati & Anna Volossovitch, 2009, "Departure from independence and stationarity in a handball match," Journal of Applied Statistics, Taylor & Francis Journals, volume 36, issue 7, pages 723-741, DOI: 10.1080/02664760802499329.

2008

  1. Guerra, Manuel & de Lourdes Centeno, Maria, 2008, "Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 2, pages 529-539, April.
  2. Mónica Costa Dias & Daniel Dias & Pedro Duarte Neves, 2008, "Stylised features of consumer price setting behaviour in Portugal: 1992–2001," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 7, issue 2, pages 75-99, August, DOI: 10.1007/s10258-008-0028-2.
  3. Isabel Proença & Maria Fontoura & Enrique Martínez-Galán, 2008, "Trade in the enlarged European Union: a new approach on trade potential," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 7, issue 3, pages 205-224, December, DOI: 10.1007/s10258-008-0033-5.

2007

  1. J.M.C. Santos Silva & Carlos Robalo Marques & Daniel Dias, 2007, "A note on measuring the importance of the uniform nonsynchronization hypothesis," Economics Bulletin, AccessEcon, volume 4, issue 6, pages 1-8.
  2. Dias, D.A. & Marques, C. Robalo & Santos Silva, J.M.C., 2007, "Time- or state-dependent price setting rules? Evidence from micro data," European Economic Review, Elsevier, volume 51, issue 7, pages 1589-1613, October.
  3. Carlos Pestana Barros & Isabel Proenca & Joao Ricardo Faria & Luis Gil-Alana, 2007, "Are Usa Citizens At Risk Of Terrorism In Europe?," Defence and Peace Economics, Taylor & Francis Journals, volume 18, issue 6, pages 495-507, DOI: 10.1080/10242690701197605.
  4. Ramalho, Esmeralda A., 2007, "Binary models with misclassification in the variable of interest and nonignorable nonresponse," Economics Letters, Elsevier, volume 96, issue 1, pages 70-76, July.
  5. Esmeralda Ramalho & Joaquim Ramalho, 2007, "On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 3, pages 171-174, DOI: 10.1080/13504850500426194.

2006

  1. Pereira, Paulo T. & Silva, Nuno & Silva, Joao Andrade e, 2006, "Positive and negative reciprocity in the labor market," Journal of Economic Behavior & Organization, Elsevier, volume 59, issue 3, pages 406-422, March.
  2. Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006, "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 10, pages 2668-2684, June.
  3. Emmanuel Dhyne & Luis J. Alvarez & Herve Le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lunnemann & Fabio Rumler & Jouko Vilmunen, 2006, "Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data," Journal of Economic Perspectives, American Economic Association, volume 20, issue 2, pages 171-192, Spring.
  4. PROENÇA, Isabel & FONTOURA, Paula & CRESPO, Nuno, 2006, "Productivity Spillovers From Multinational Corporations In Portugal: Vulnerability To Deficient Estimation," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
  5. Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2006, "Two‐Step Empirical Likelihood Estimation Under Stratified Sampling When Aggregate Information Is Available," Manchester School, University of Manchester, volume 74, issue 5, pages 577-592, September, DOI: 10.1111/j.1467-9957.2006.00510.x.
  6. Esmeralda Ramalho & Joaquim Ramalho, 2006, "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 4, pages 475-496, DOI: 10.1080/07474930600972574.

2005

  1. João Manuel Andrade e Silva & Maria de Lourdes Centeno, 2005, "A Note on Bonus Scales," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 72, issue 4, pages 601-607, December, DOI: 10.1111/j.1539-6975.2005.00140.x.
  2. Maria de, Lourdes Centeno & João Andrade, e Silva, 2005, "Applying the Proportional Hazard Premium Calculation Principle," ASTIN Bulletin, Cambridge University Press, volume 35, issue 2, pages 409-425, November.
  3. de Lourdes Centeno, Maria, 2005, "Dependent risks and excess of loss reinsurance," Insurance: Mathematics and Economics, Elsevier, volume 37, issue 2, pages 229-238, October.
  4. Crato, Nuno, 2005, "A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 729-730.
  5. Dias, D.A. & Robalo Marques, C. & Neves, P.D. & Santos Silva, J.M.C., 2005, "On the Fisher-Konieczny index of price changes synchronization," Economics Letters, Elsevier, volume 87, issue 2, pages 279-283, May.
  6. Frank Windmeijer & Hugh Gravelle & Pierre Hoonhout, 2005, "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," Health Economics, John Wiley & Sons, Ltd., volume 14, issue 9, pages 971-985, September, DOI: 10.1002/hec.1043.
  7. José A. F. Machado & Paulo Parente, 2005, "Bootstrap estimation of covariance matrices via the percentile method," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 70-78, March.
  8. Carlos Pestana Barros & Isabel Proença, 2005, "Mixed Logit Estimation of Radical Islamic Terrorism in Europe and North America," Journal of Conflict Resolution, Peace Science Society (International), volume 49, issue 2, pages 298-314, April, DOI: 10.1177/0022002704272829.

2004

  1. Jorge Caiado, 2004, "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 9, issue 1, pages 3-21.

2003

  1. Paulo J. R. Pinheiro & João Manuel Andrade e Silva & Maria De Lourdes Centeno, 2003, "Bootstrap Methodology in Claim Reserving," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 70, issue 4, pages 701-714, December, DOI: 10.1046/j.0022-4367.2003.00071.x.
  2. Centeno, Maria de Lourdes & Simoes, Onofre & Silva, Joao Andrade e & dos Reis, Alfredo Egidio, 2003, "Preface," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 2, pages 209-209, October.
  3. Stephen Senn & Nicoletta Rosati, 2003, "Editorial: Pharmaceuticals, patents and competition—some statistical issues," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 166, issue 3, pages 271-274, October, DOI: 10.1111/1467-985X.00276.
  4. Rosati, Nicoletta, 2003, "How has economic inequality evolved over the past two decades? A look at the Italian experience," Research in Economics, Elsevier, volume 57, issue 2, pages 93-122, June.

2002

  1. Centeno, Maria de Lourdes, 2002, "Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model," Insurance: Mathematics and Economics, Elsevier, volume 30, issue 1, pages 37-49, February.
  2. Centeno, Maria de Lourdes, 2002, "Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model," Insurance: Mathematics and Economics, Elsevier, volume 31, issue 3, pages 415-427, December.
  3. Baillie, R. & Crato, N. & Ray, B. K., 2002, "Introduction," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 163-165.
  4. Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K., 2002, "A note on moving average forecasts of long memory processes with an application to quality control," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 291-297.
  5. Lima, Fátima D.P. & Garcia, Jorge M.A. & Egídio Dos Reis, Alfredo D., 2002, "Fourier/Laplace Transforms and Ruin Probabilities," ASTIN Bulletin, Cambridge University Press, volume 32, issue 1, pages 91-105, May.
  6. Cardoso, Rui M. R. & Egidio dos Reis, Alfredo D., 2002, "Recursive calculation of time to ruin distributions," Insurance: Mathematics and Economics, Elsevier, volume 30, issue 2, pages 219-230, April.
  7. Egidio dos Reis, Alfredo D., 2002, "How many claims does it take to get ruined and recovered?," Insurance: Mathematics and Economics, Elsevier, volume 31, issue 2, pages 235-248, October.
  8. Ramalho, Esmeralda A., 2002, "Regression models for choice-based samples with misclassification in the response variable," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 171-201, January.

2001

  1. de Lourdes Centeno, Maria & Manuel Andrade e Silva, Joao, 2001, "Bonus systems in an open portfolio," Insurance: Mathematics and Economics, Elsevier, volume 28, issue 3, pages 341-350, June.
  2. Antonio Costa & Nuno Crato, 2001, "Long-run versus short-run behaviour of the real exchange rates," Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 683-688, DOI: 10.1080/00036840122409.

2000

  1. Nuno Crato & Bonnie K. Ray, 2000, "Memory in returns and volatilities of futures' contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 6, pages 525-543, July.
  2. Egidio dos Reis, Alfredo D., 2000, "On the moments of ruin and recovery times," Insurance: Mathematics and Economics, Elsevier, volume 27, issue 3, pages 331-343, December.

1998

  1. e Silva, João Manuel Andrade & Centeno, Maria de Lourdes, 1998, "Comparing Risk Adjusted Premiums from the Reinsurance Point of View," ASTIN Bulletin, Cambridge University Press, volume 28, issue 2, pages 221-239, November.
  2. Breidt, F. Jay & Crato, Nuno & de Lima, Pedro, 1998, "The detection and estimation of long memory in stochastic volatility," Journal of Econometrics, Elsevier, volume 83, issue 1-2, pages 325-348.

1997

  1. Centeno, Maria de Lourdes, 1997, "Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon," ASTIN Bulletin, Cambridge University Press, volume 27, issue 1, pages 59-70, May.
  2. Dickson, David C. M. & Egidio dos Reis, Alfredo D., 1997, "The effect of interest on negative surplus," Insurance: Mathematics and Economics, Elsevier, volume 21, issue 1, pages 1-16, October.

1996

  1. David Dickson & Alfredo Egídio Dos Reis, 1996, "On the distribution of the duration of negative surplus," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 1996, issue 2, pages 148-164, DOI: 10.1080/03461238.1996.10413969.

1995

  1. Wu, Ping & Crato, Nuno, 1995, "New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates," Empirical Economics, Springer, volume 20, issue 4, pages 599-613.

1994

  1. Crato, Nuno & de Lima, Pedro J. F., 1994, "Long-range dependence in the conditional variance of stock returns," Economics Letters, Elsevier, volume 45, issue 3, pages 281-285.
  2. Crato, Nuno & Rothman, Philip, 1994, "Fractional integration analysis of long-run behavior for US macroeconomic time series," Economics Letters, Elsevier, volume 45, issue 3, pages 287-291.
  3. Nuno Crato & Philip Rothman, 1994, "A reappraisal of parity reversion for UK real exchange rates," Applied Economics Letters, Taylor & Francis Journals, volume 1, issue 9, pages 139-141, DOI: 10.1080/135048594357970.
  4. Dickson, David C. M. & dos Reis, Alfredo Egidio, 1994, "Ruin problems and dual events," Insurance: Mathematics and Economics, Elsevier, volume 14, issue 1, pages 51-60, April.

1993

  1. Nuno Crato, 1993, "Forecasting business and economic time series with overdifferenced models," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 2, pages 77-82.
  2. Egidio dos Reis, Alfredo, 1993, "How long is the surplus below zero?," Insurance: Mathematics and Economics, Elsevier, volume 12, issue 1, pages 23-38, February.

1989

  1. Centeno, Lourdes, 1989, "The Buhlmann--Straub Model with the premium calculated according to the variance principle," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 1, pages 3-10, March.

1986

  1. Centeno, Lourdes, 1986, "Measuring the effects of reinsurance by the adjustment coefficient," Insurance: Mathematics and Economics, Elsevier, volume 5, issue 2, pages 169-182, April.

Books

2012

  1. Ehrhard Behrends & Nuno Crato & José Francisco Rodrigues (ed.), 2012, "Raising Public Awareness of Mathematics," Springer Books, Springer, number 978-3-642-25710-0, edition 127, ISBN: ARRAY(0x716de1b8), DOI: 10.1007/978-3-642-25710-0.

Chapters

2015

  1. Rita Coelho Vale & Pedro Verga Matos & Jorge Caiado, 2015, "Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach," Springer Proceedings in Business and Economics, Springer, in: Francisco J. Martínez-López & Juan Carlos Gázquez-Abad & Raj Sethuraman, "Advances in National Brand and Private Label Marketing", DOI: 10.1007/978-3-319-20182-5_17.

2012

  1. Renata Ramalho & Nuno Crato, 2012, "Balancing Math Popularization with Public Debate: A Mathematical Society’s Continued Efforts to Raise the Public Awareness of Mathematics and for Youth Mathematical Education," Springer Books, Springer, in: Ehrhard Behrends & Nuno Crato & José Francisco Rodrigues, "Raising Public Awareness of Mathematics", DOI: 10.1007/978-3-642-25710-0_6.

2006

  1. Manos Matsaganis & Cathal O’Donoghue & Horacio Levy & Manuela Coromaldi & Magda Mercader-Prats & Carlos Farinha Rodrigues & Stefano Toso & Panos Tsakloglou, 2006, "Family Transfers and Child Poverty in Greece, Italy, Spain and Portugal," Research in Labor Economics, Emerald Group Publishing Limited, "Micro-Simulation in Action", DOI: 10.1016/S0147-9121(06)25004-0.

Software components

2011

  1. J.A.F. Machado & P.M.D.C Parente & J.M.C. Santos Silva, 2011, "QREG2: Stata module to perform quantile regression with robust and clustered standard errors," Statistical Software Components, Boston College Department of Economics, number S457369, revised 02 Mar 2021.

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