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Publications

by alumni of

Universidade de Lisboa → Instituto Superior de Economia e Gestão (ISEG) → Research in Economics and Mathematics (REM)

University of Lisbon → School of Economics and Management

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. António Afonso & Catarina Farinha Miranda, 2025, "Compliance with Fiscal Sustainability and the Euro," CESifo Working Paper Series, CESifo, number 11749.

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.

2021

  1. 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.
  2. 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.

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.

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.

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.

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.

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.

2008

  1. 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.

2007

  1. 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.
  2. 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.
  3. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
  4. Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
  5. Caiado, Jorge, 2007, "Forecasting water consumption in Spain using univariate time series models," MPRA Paper, University Library of Munich, Germany, number 6610, Sep.

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.

2005

  1. Caiado, Jorge & Crato, Nuno, 2005, "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper, University Library of Munich, Germany, number 2076.

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.

2002

  1. 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.

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.

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.

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.

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.

2022

  1. 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.

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.

2020

  1. 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.
  2. 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.

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.

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.

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.

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.

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.

2006

  1. 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.

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.

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.

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