Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | The persistence of wages Journal of Econometrics |
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| 2022 | Tests for segmented cointegration: an application to US governments budgets Empirical Economics |
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| 2022 | Testing for episodic predictability in stock returns Journal of Econometrics |
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| 2022 | Residual-augmented IVX predictive regression Journal of Econometrics |
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| 2022 | Extensions to IVX methods of inference for return predictability Journal of Econometrics |
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| 2021 | Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics Asian-Pacific Financial Markets |
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| 2021 | A reexamination of inflation persistence dynamics in OECD countries: A new approach. Oxford Bulletin of Economics and Statistics |
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| 2021 | The expected time to cross a threshold and its determinants: A simple and flexible framework. Journal of Economic Dynamics & Control |
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| 2021 | Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume Journal of Applied Econometrics |
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| 2019 | A New Regression-Based Tail Index Estimator Review of Economics and Statistics |
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| 2019 | Temporal Aggregation of Seasonally Near‐Integrated Processes Journal of Time Series Analysis |
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| 2019 | Market integration and the persistence of electricity prices Empirical Economics |
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| 2018 | Persistence of travel and leisure sector equity indices Empirical Economics |
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| 2018 | SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS Econometric Theory |
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| 2018 | Forecasting banking crises with dynamic panel probit models International Journal of Forecasting |
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| 2017 | Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions REGION |
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| 2017 | Unit Root Tests and Heavy-Tailed Innovations Journal of Time Series Analysis |
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| 2017 | A mixed frequency approach to the forecasting of private consumption with ATM/POS data International Journal of Forecasting |
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Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Macroeconometria I | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2023/2024 | DHRUV AKSHAY PANDIT A LOCAL PROJECTION APPROACH TO THE IMPACT OF CLIMATE SHOCKS: EVIDENCE FROM A PORTUGUESE PANEL OF MUNICIPALITIES |
Master | Ver |