Miguel de Carvalho : Citation Profile


Are you Miguel de Carvalho?

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

10

Articles

6

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 3
   Journals where Miguel de Carvalho has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 6 (22.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde821
   Updated: 2020-01-18    RAS profile: 2018-12-31    
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Relations with other researchers


Works with:

Rua, António (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Miguel de Carvalho.

Is cited by:

Thomakos, Dimitrios (3)

Poncela, Pilar (2)

Rua, António (2)

Kapounek, Svatopluk (1)

Poměnková, Jitka (1)

Çorakcı Eruygur, Aysegul (1)

Hallegatte, Stephane (1)

Raihan, Selim (1)

Furuoka, Fumitaka (1)

Emirmahmutoglu, Furkan (1)

Aydın, Mücahit (1)

Cites to:

Orphanides, Athanasios (9)

Rua, António (8)

Hassani, Hossein (6)

Prescott, Edward (5)

Williams, John (4)

Croushore, Dean (4)

Nunes, Luis (3)

Baxter, Marianne (3)

Valle e Azevedo, João (3)

King, Robert (3)

van Norden, Simon (2)

Main data


Where Miguel de Carvalho has published?


Journals with more than one article published# docs
The American Statistician2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department4

Recent works citing Miguel de Carvalho (2018 and 2017)


YearTitle of citing document
2017PPP hypothesis and temporary structural breaks. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Corakca, Aysegul . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00335.

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2017Testing homogeneity for multiple nonnegative distributions with excess zero observations. (2017). Wang, Chunlin ; Li, Pengfei ; Marriott, Paul. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:146-157.

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2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues. (2017). Thomakos, Dimitrios ; Papailias, Fotis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:214-229.

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2017Non-linear models for extremal dependence. (2017). Mhalla, Linda ; Naveau, Philippe ; Chavez-Demoulin, Valerie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:49-66.

Full description at Econpapers || Download paper

2019.

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2019Investigation of the Validity of Purchasing Power Parity Hypothesis with Fourier Unit Root Tests: The Case of Turkey. (2019). Aydın, Mücahit. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:35-48.

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2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

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2017Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2017Semiparametric Inference in a Genetic Mixture Model. (2017). Li, Pengfei ; Qin, Jing ; Liu, Yukun. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1250-1260.

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Works by Miguel de Carvalho:


YearTitleTypeCited
2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets In: Papers.
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paper1
2013Dynamic threshold modelling and the US business cycle In: Journal of the Royal Statistical Society Series C.
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article0
2014Extremal Dependence in International Output Growth: Tales from the Tails In: Oxford Bulletin of Economics and Statistics.
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article0
2010Extremal Dependence in International Output Growth: Tales from the Tails.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012Tracking the US business cycle with a singular spectrum analysis In: Economics Letters.
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article9
2010Tracking the US Business Cycle With a Singular Spectrum Analysis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Real-time nowcasting the US output gap: Singular spectrum analysis at work In: International Journal of Forecasting.
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article2
2014Real-time nowcasting the US output gap: Singular spectrum analysis at work.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Bernstein polynomial angular densities of multivariate extreme value distributions In: Statistics & Probability Letters.
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article0
2010Digging Out the PPP Hypothesis: an Integrated Empirical Coverage In: GEE Papers.
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paper5
2012Digging out the PPP hypothesis: an integrated empirical coverage.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2010Nonstationary Extremes and the US Business Cycle In: Working Papers.
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paper0
2016Mean, What do You Mean? In: The American Statistician.
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article0
2017All Data are Wrong, but Some are Useful? Advocating the Need for Data Auditing In: The American Statistician.
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article0
2014Spectral Density Ratio Models for Multivariate Extremes In: Journal of the American Statistical Association.
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article4
2012Jackknife Euclidean Likelihood-Based Inference for Spearmans Rho In: North American Actuarial Journal.
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article0

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