Luis C. Nunes : Citation Profile


Are you Luis C. Nunes?

Universidade Nova de Lisboa

9

H index

9

i10 index

431

Citations

RESEARCH PRODUCTION:

26

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 20
   Journals where Luis C. Nunes has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 8 (1.82 %)

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   Permalink: http://citec.repec.org/pnu43
   Updated: 2017-11-18    RAS profile: 2017-04-18    
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Relations with other researchers


Works with:

Sobreira, Nuno (4)

Reis, Ana (3)

de Freitas, Miguel (2)

Rua, António (2)

Rodrigues, Paulo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis C. Nunes.

Is cited by:

Tiwari, Aviral (18)

Strazicich, Mark (16)

Masih, Abul (13)

Rua, António (12)

Lee, Junsoo (11)

Chang, Tsangyao (9)

Vacha, Lukas (8)

GUPTA, RANGAN (8)

Perron, Pierre (7)

Boutahar, Mohamed (7)

Verona, Fabio (7)

Cites to:

Harvey, Campbell (11)

Meyerhoff, Jürgen (8)

Fernandez, Viviana (7)

Phillips, Peter (7)

Obstfeld, Maurice (7)

Rua, António (6)

Bekaert, Geert (6)

Perron, Pierre (5)

Hansen, Bruce (5)

Reichlin, Lucrezia (5)

Kling, Catherine (5)

Main data


Where Luis C. Nunes has published?


Journals with more than one article published# docs
Economics Letters3
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
FEUNL Working Paper Series / Universidade Nova de Lisboa, Faculdade de Economia10
Working Papers / Banco de Portugal, Economics and Research Department6
GEE Papers / Gabinete de Estratgia e Estudos, Ministrio da Economia2

Recent works citing Luis C. Nunes (2017 and 2016)


YearTitle of citing document
2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2016Assessing the value farmers attach to Volcanoes National Park management atrtributes in Rwanda: a choice experiment approach. (2016). Ildephonse, Musafili ; Oluoch-Kosura, Willis ; Otieno, Jakinda . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246273.

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2016Non-market valuation in the economic analysis of natural hazards. (2016). Pannell, David ; Kragt, Marit ; Johnston, Robert ; burton, michael ; Boxall, Peter ; Rolfe, John ; Rogers, Abbie . In: Working Papers. RePEc:ags:uwauwp:236941.

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2016The Rise and Fall of the Enforcer in the National Hockey League. (2016). Strazicich, Mark ; Groothuis, Peter ; Depken, Craig. In: Working Papers. RePEc:apl:wpaper:16-12.

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2016Causality and Correlations between BSE and NYSE indexes: A Janus Faced Relationship. (2016). , Neeraj ; Panigrahi, Prasanta K. In: Papers. RePEc:arx:papers:1608.07796.

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2017Dynamic correlations at different time-scales with Empirical Mode Decomposition. (2017). Nava, Noemi ; Aste, Tomaso ; di Matteo, T. In: Papers. RePEc:arx:papers:1708.06586.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2016Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_014.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. (2016). Nguyen, Duc Khuong ; Aloui, Chaker ; Hkiri, Besma . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331.

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2016Structural breaks and monetary dynamics: A time series analysis. (2016). El-Shazly, Alaa . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:133-143.

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2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

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2016On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets. (2016). Hathroubi, Salem ; Aloui, Chaker . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:32-45.

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2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Power, Gabriel J ; Vedenov, Dmitry ; Turvey, Calum ; Eaves, James . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2016Time–frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:75-79.

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2016Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:294-314.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Zeitun, Rami ; Mensi, Walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017International stock market comovement in time and scale outlined with a thick pen. (2017). Jach, Agnieszka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:115-129.

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2016‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2). (2016). Trachanas, Emmanouil ; de Vita, Glauco . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:150-160.

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2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries. (2016). Kablan, Akassi ; Guesmi, Khaled ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:313-324.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2016The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun . In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

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2016Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Conlon, Thomas ; Bredin, Don ; Poti, Valerio . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2016Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. (2016). Tiwari, Aviral ; Ftiti, Zied. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:33-40.

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2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. (2016). Lau, Chi Keung ; Yarovaya, Larisa ; Marco, Chi Keung ; Hkiri, Besma ; Aloui, Chaker . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59.

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2017Real and complex wavelets in asset classification: An application to the US stock market. (2017). Bruzda, Joanna. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:115-125.

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2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2016Semi-parametric accelerated hazard relational models with applications to mortality projections. (2016). Denuit, Michel ; Cadena, Meitner . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:1-16.

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2016A multivariate evolutionary credibility model for mortality improvement rates. (2016). Schinzinger, Edo ; Christiansen, Marcus C ; Denuit, Michel M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:70-81.

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2016On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

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2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiao Jing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2016Aggregate versus disaggregate information in dynamic factor models. (2016). Perez Quiros, Gabriel ; Camacho, Maximo ; Alvarez, Rocio ; Perez-Quiros, Gabriel . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:680-694.

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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). de Carvalho, Miguel ; Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2016Shari’ah screening, market risk and contagion: A multi-country analysis. (2016). Masih, Abul ; Bacha, Obiyathulla ; Asutay, Mehmet ; el Alaoui, Abdelkader Ouatik . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:93-112.

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2017Using virtual environments to improve the realism of choice experiments: A case study about coastal erosion management. (2017). Scarpa, Riccardo ; Marsh, Dan ; Matthews, Yvonne . In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:81:y:2017:i:c:p:193-208.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2016Time–frequency featured co-movement between the stock and prices of crude oil and gold. (2016). Gao, Xiangyun ; Huang, Xuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:985-995.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Mensi, Walid ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2017Causality and correlations between BSE and NYSE indexes: A Janus faced relationship. (2017). , Neeraj ; Panigrahi, Prasanta K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:284-313.

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2017A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe. (2017). Ikeda, Taro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:194-198.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2017Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

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2017Using averting expenditures to estimate the demand for public goods: Combining objective and perceived quality. (2017). Lanz, Bruno ; Provins, Allan . In: Resource and Energy Economics. RePEc:eee:resene:v:47:y:2017:i:c:p:20-35.

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2016Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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2016Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

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2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiao Jing . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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2016Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:41-51.

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2016Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana ; Kabaivanov, Stanimir . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:360-374.

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2016Contagion effects in selected European capital markets during the financial crisis of 2007–2009. (2016). Burzala, Milda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:556-571.

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2016Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity. (2016). Masih, Abul ; Farouk, Faizal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:360-375.

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2016Horizon heterogeneity, institutional constraint and managerial myopia: a multi-frequency perspective on ELSS. (2016). Chakrabarty, Anindya ; Bandyopadhyay, Gautam ; De, Anupam . In: International Journal of Business Excellence. RePEc:ids:ijbexc:v:9:y:2016:i:1:p:18-47.

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2016The demand for tap water quality: Survey evidence on water hardness and aesthetic quality. (2016). Lanz, Bruno ; Provins, Allan . In: IRENE Working Papers. RePEc:irn:wpaper:16-04.

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2016Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Azwadi ; Raza, Naveed ; Ibrahimy, Ahmad Ibn . In: Journal of Developing Areas. RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

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2016Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions. (2016). Tzagkarakis, George ; Dionysopoulos, Thomas ; Caicedo-llano, Juliana . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9518-3.

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2017Permanent Breaks and Temporary Shocks in a Time Series. (2017). Brorsen, B ; Lee, Yoonsuk . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9554-z.

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2016A multivariate analysis of United States and global real estate investment trusts. (2016). Asteriou, Dimitrios ; Pilbeam, Keith ; Begiazi, Kyriaki . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:3:d:10.1007_s10368-016-0349-z.

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2016Reforming the Swedish pharmaceuticals market: consequences for costs per defined daily dose. (2016). Bergman, Mats A ; Rudholm, Niklas ; Granlund, David . In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:16:y:2016:i:3:d:10.1007_s10754-016-9186-4.

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2017Is technology still a major driver of health expenditure in the United States? Evidence from cointegration analysis with multiple structural breaks. (2017). Ketenci, Natalya. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:17:y:2017:i:1:d:10.1007_s10754-016-9196-2.

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2016Dynamic Analyses Using VAR Model with Mixed Frequency Data through Observable Representation. (2016). . In: Korean Economic Review. RePEc:kea:keappr:ker-20160630-32-1-03.

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2016Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis. (2016). Koltuniak, Marcin . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:47:y:2016:i:3:p:251-266.

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2016On the optimal number of indicators – nowcasting GDP growth in CESEE. (2016). Woerz, Julia ; Tóth, Peter ; Havrlant, David ; Worz, Julia . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:4:b:1.

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2016Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: CEF.UP Working Papers. RePEc:por:cetedp:1605.

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2016Wavelet Based Analysis Of Major Real Estate Markets. (2016). Karatasoglu, Cengiz ; Unal, Gazanfer ; Yilmaz, Adil . In: MPRA Paper. RePEc:pra:mprapa:74083.

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2016Do FDI Inflows influence Merchandise Exports? Causality Analysis on India over 1991-2016. (2016). Chakraborty, Debashis ; Lee, Jaewook ; Mukherjee, Jaydeep . In: MPRA Paper. RePEc:pra:mprapa:74851.

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2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740.

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2017Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre . In: MPRA Paper. RePEc:pra:mprapa:77632.

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2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201735.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue . In: Working Papers. RePEc:pre:wpaper:201759.

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2016A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio . In: Working Papers. RePEc:ptu:wpaper:w201612.

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2016Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses. (2016). Chen, Wen-Yi ; Lin, Yu-Hui . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:3:p:40-56.

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2017Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements. (2017). Li, Hong . In: Demography. RePEc:spr:demogr:v:54:y:2017:i:3:d:10.1007_s13524-017-0579-x.

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2017Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts. (2017). Bohk-Ewald, Christina ; Rau, Roland ; Ebeling, Marcus . In: Demography. RePEc:spr:demogr:v:54:y:2017:i:4:d:10.1007_s13524-017-0584-0.

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2017Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach. (2017). Boonen, Tim J ; Li, Hong . In: Demography. RePEc:spr:demogr:v:54:y:2017:i:5:d:10.1007_s13524-017-0610-2.

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2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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2016Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?. (2016). Nusselder, W J ; Peters, F ; MacKenbach, J P. In: European Journal of Population. RePEc:spr:eurpop:v:32:y:2016:i:5:d:10.1007_s10680-016-9384-2.

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2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

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2016The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2015-2016_7.

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2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2016). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu. In: Working papers. RePEc:uct:uconnp:2016-12.

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2017Economic diversification: Explaining the pattern of diversification in the global economy and its implications for fostering diversification in poorer countries. (2017). Freire, Clovis ; Junior, Clovis Freire. In: MERIT Working Papers. RePEc:unm:unumer:2017033.

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2017Promoting structural transformation: Strategic diversification vs laissez-faire approach. (2017). Freire, Clovis ; Junior, Clovis Freire. In: MERIT Working Papers. RePEc:unm:unumer:2017037.

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More than 100 citations found, this list is not complete...

Works by Luis C. Nunes:


YearTitleTypeCited
2015Determinants of Academic Success in Economics and Management In: Investigaciones de Economía de la Educación volume 10.
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2014CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS In: Economic Inquiry.
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2013Characterizing economic growth paths based on new structural change tests.(2013) In: Working Papers.
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2014Beef Credence Attributes: Implications of Substitution Effects on Consumers’ WTP In: Journal of Agricultural Economics.
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article1
2011Forecasting mortality in the event of a structural change In: Journal of the Royal Statistical Society Series A.
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article10
2011On LM‐type tests for seasonal unit roots in the presence of a break in trend In: Journal of Time Series Analysis.
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article1
2009On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend.(2009) In: Working Papers.
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1997Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered. In: Oxford Bulletin of Economics and Statistics.
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article94
2016Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks In: Oxford Bulletin of Economics and Statistics.
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article4
2012Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks.(2012) In: Insper Working Papers.
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1999Moving the Escudo into the Euro In: CEPR Discussion Papers.
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paper0
1999Moving the Escudo into the Euro..(1999) In: Laval - Laboratoire Econometrie.
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This paper has another version. Agregated cites: 0
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2006Combining averting behavior and contingent valuation data: an application to drinking water treatment in Brazil In: Environment and Development Economics.
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article11
1995Spurious Break In: Econometric Theory.
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article39
2004LM-Type tests for a Unit Root Allowing for a Break in Trend In: Econometric Society 2004 Australasian Meetings.
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paper3
2015The publication of school rankings: A step toward increased accountability? In: Economics of Education Review.
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article0
2014Using Choice Modeling to estimate the effects of environmental improvements on local development: When the purpose modifies the tool In: Ecological Economics.
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article0
1996Spurious number of breaks In: Economics Letters.
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article18
1998Testing for rationality: the case of discrete choice data In: Economics Letters.
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article0
2001Identifying non-consistent choice behavior in recreation demand models In: Economics Letters.
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article1
2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
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article160
2009International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers.
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2011Assessing forest management strategies using a contingent valuation approach and advanced visualisation techniques: A Portuguese case study In: Journal of Forest Economics.
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article5
2005Coincident and leading indicators for the euro area: A frequency band approach In: International Journal of Forecasting.
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article16
2003Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach.(2003) In: Working Papers.
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2012A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS In: Journal of Macroeconomics.
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article1
2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
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article12
2012A wavelet-based assessment of market risk: The emerging markets case.(2012) In: Working Papers.
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2010The impact of pharmaceutical policy measures: An endogenous structural-break approach In: Social Science & Medicine.
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article1
2016Animal Spirits vs Contagion: Which one is the main driver of sovereign yields in Europe? In: EcoMod2016.
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2016Animal Spirits vs Contagion: Which one is the main driver of sovereign yields in Europe?.(2016) In: FEUNL Working Paper Series.
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2005Nowcasting quarterly GDP growth in a monthly coincident indicator model In: Journal of Forecasting.
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2012Protesting and Justifying: A Latent Class Model for Contingent Valuation with Attitudinal Data In: Environmental & Resource Economics.
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2007Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP In: GEE Papers.
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2013Productive experience and specialization opportunities for Portugal: an empirical assessment In: GEE Papers.
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2015Productive experience and specialization opportunities for Portugal: an empirical assessment.(2015) In: Portuguese Economic Journal.
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2004Consistency in Mixed Demand Systems: Contingent Valuation and Travel Cost Data In: American Journal of Agricultural Economics.
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2006Determinants of FDI in Latin America In: Documentos de Trabajo / Working Papers.
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2002Bayesian Forecasting Models for the Euro Area In: Economic Bulletin and Financial Stability Report Articles.
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article2
2003Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models In: Working Papers.
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paper2
2003Instability in cointegration regressions: a brief review with an application to money demand in Portugal In: Applied Economics.
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article8
2000Combining Averting Behavior and Contingent Valuation Data: An Application to Drinking Water Treatment In: FEUNL Working Paper Series.
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2000Combining CV and RP data: a note on the relationship between consistency and rationality In: FEUNL Working Paper Series.
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2003Central bank intervenyion under target zones: the portuguese escudo in the ERM In: FEUNL Working Paper Series.
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paper4
2006Exchange market pressure and the credibility of Macaus currency Board In: FEUNL Working Paper Series.
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2010Protesting or Justifying? A Latent Class Model for Contingent Valuation with Attitudinal Data In: FEUNL Working Paper Series.
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paper1
2012Ranking schools: a step toward increased accountability or a mere discriminatory practice? In: FEUNL Working Paper Series.
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2012Protest Attitudes and Stated Preferences: Evidence on Scale Usage Heterogeneity In: FEUNL Working Paper Series.
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2015Correcting for Sampling Problems in PISA and the Improvement in Portuguese Students Performance In: FEUNL Working Paper Series.
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2015What makes people stay in or leave shrinking cities? An empirical study from Portugal In: FEUNL Working Paper Series.
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2015Accounting for Response Biases in Latent-Class Models for Choices and Attitudes In: Land Economics.
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