Institution

Nome:
CEMAPRE - ISEG, UTL
URL:
http://cemapre.iseg.ulisboa.pt/
Articles 88:

Changes in Inflation Compensation and Oil Prices: Short-Term and Long-Term Dynamics
Ines da Cunha Cabral, Pedro Pires Ribeiro
Empirical Economics, vol. 62, 2022, p. 581-603.

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
Rui Evangelista, João Andrade e Silva, Esmeralda Arranhado
Energy Economics, vol. 109, 2022, p. .

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
Rui Evangelista, João Andrade e Silva, Esmeralda Arranhado
Energy Economics, vol. 109, 2022, p. .

Inflation in the G7 and the Expected Time to Reach the Reference Rate: A Nonparametric Approach
Ines da Cunha Cabral, João Nicolau
International Journal Of Finance And Economics, vol. 27, 2022, p. 1608-1620.

Inflation in the G7 and the Expected Time to Reach the Reference Rate: A Nonparametric Approach
Ines da Cunha Cabral, João Nicolau
International Journal Of Finance And Economics, vol. 27, 2022, p. 1608-1620.

Preventing Environmental Disasters in Investment under Uncertainty
Peter Kort, Maria Lavrutich, Cláudia Nunes, Carlos Oliveira
Environmental and Resource Economics, vol. 83, 2022, p. 199-220.

A Re-examination of Inflation Persistence Dynamics in OECD Countries: A New Approach
Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues
Oxford Bulletin of Economics and Statistics, vol. 83, 2021, p. 935-959.

Every Cloud Has a Silver Lining: Cleansing Effects of the Portuguese Financial Crisis
Daniel A. Dias, Carlos Robalo Marques
Oxford Bulletin of Economics and Statistics, vol. 83, 2021, p. 352-376.

Green Investment under Time-Dependent Subsidy Retraction Risk
Verena Hagspiel, Cláudia Nunes, Carlos Oliveira, Manuel Portela
Journal of Economic Dynamics and Control, vol. 126, 2021, p. .

On Lattices from Combinatorial Game Theory: Infinite Case
Alda Carvalho, Carlos P. Santos , Catia Dias, Francisco Coelho, Joao P. Neto, Richard J. Nowakowski
International Journal of Game Theory, vol. 50, 2021, p. 655-670.

The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach
Carla Fernandes, Maria Rosa Borges, Jorge Caiado
Applied Economics, vol. 53, 2021, p. 400-409.

The Optimal Stopping Problem Revisited
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
Statistical Papers, vol. 62, 2021, p. 137-169.

A Tale of Two Sectors: Why Is Misallocation Higher in Services Than in Manufacturing?
Daniel A. Dias, Carlos Robalo Marques, Christine Richmond
Review of Income And Wealth, vol. 66, 2020, p. 361-393.

Measuring the Gender Disparities in Unemployment Dynamics during the Recession: Evidence from Portugal
Joana Passinhas, Isabel Proença
Applied Economics, vol. 52, 2020, p. 623-636.

Population aging and inflation: evidence from panel cointegration.
Paula Albuquerque, Jorge Caiado, Andreia Pereira
Journal Of Applied Economics, vol. 23, 2020, p. 469-484.

Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts.
Lourdes B. Afonso, Rui Cardoso, Alfredo Egidio dos Reis, Gracinda R. Guerreiro
Journal Of Risk And Insurance, vol. 87, 2020, p. 501-522.

A New Regression-Based Tail Index Estimator
João Nicolau, Paulo M. M. Rodrigues
Review of Economics and Statistics, vol. 101, 2019, p. 667-680.

Bayesian Selection of Technology Assumptions for the Transformation from Supply-Use to Input-Output Tables
João F. D. Rodrigues, Antonio F. Amores, Rui Paulo
Economic Systems Research, vol. 31, 2019, p. 551-573.

Monetary Policy, Housing Rents, and Inflation Dynamics
Daniel Dias, João Duque
Journal of Applied Econometrics, vol. 34, 2019, p. 673-687.

Nonignorable Attrition in Multi-period Panels with Refreshment Samples
Pierre Hoonhout, Geert Ridder
Journal of Business and Economic Statistics, vol. 37, 2019, p. 377-390.

Learning, Prices and Firm Dynamics
Paulo Bastos, Daniel Dias, Olga A. Timoshenko
Canadian Journal Of Economics, vol. 51, 2018, p. 1257-1311.

Misallocation and Productivity in the Lead Up to the Eurozone Crisis
Daniel Dias, Carlos Robalo Marques, Christine Richmond
Journal Of Macroeconomics, vol. 49, 2016, p. 46-70.

A Replication Note on Downward Nominal and Real Wage Rigidity: Survey Evidence from European Firms
Daniel Dias, Carlos Robalo Marques, Fernando Martins
Empirical Economics, vol. 49, 2015, p. 1143-1152.

Estimation and Inference in Multivariate Markov Chains
João Nicolau, Flavio Ivo Riedlinger
Statistical Papers, vol. 56, 2015, p. 1163-1173.

Estimation and Inference in Multivariate Markov Chains
João Nicolau, Flavio Ivo Riedlinger
Statistical Papers, vol. 56, 2015, p. 1163-1173.

Implied Risk Neutral Densities from Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions
Andre Santos, Joao Guerra
Journal of Futures Markets, vol. 35, 2015, p. 655-678.

Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically
João Santos Silva, Silvana Tenreyro
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 93-105.

Understanding Price Stickiness: Firm-Level Evidence on Price Adjustment Lags and Their Asymmetries
Daniel Dias, Carlos Robalo Marques, Fernando Martins, João Santos Silva
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 701-718.

Understanding Price Stickiness: Firm-Level Evidence on Price Adjustment Lags and Their Asymmetries
Daniel Dias, Carlos Robalo Marques, Fernando Martins, João Santos Silva
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 701-718.

A Generalized Goodness-of-Functional Form Test for Binary and Fractional Regression Models
Esmeralda Arranhado, Joaquim Ramalho, José Murteira
Manchester School, vol. 82, 2014, p. 488-507.

Cohesion within the Euro Area and the US: A Wavelet-Based View
António Rua, Artur Silva Lopes
OECD Journal: Journal of Business Cycle Measurement & Analysis, vol. , 2014, p. 63-76.

Estimating the Extensive Margin of Trade
João Santos Silva, Silvana Tenreyro, Kehai Wei
Journal of International Economics, vol. 93, 2014, p. 67-75.

The Stock of External Sovereign Debt: Can We Take the Data at `Face Value`?
Daniel Dias, Christine Richmond, Mark L. J. Wright
Journal of International Economics, vol. 94, 2014, p. 1-17.

Time-Varying Fiscal Policy in the US
Manuel Coutinho Pereira, Artur Silva Lopes
Studies In Nonlinear Dynamics And Econometrics, vol. 18, 2014, p. 157-184.

The Economy of Portugal and the European Union: From High Growth Prospects to the Debt Crisis
Werner Baer, Daniel Dias, João B. Duarte
Quarterly Review Of Economics And Finance, vol. 53, 2013, p. 345-352.

Wage Rigidity and Employment Adjustment at the Firm Level: Evidence from Survey Data
Daniel Dias, Fernando Martins, Carlos Robalo Marques
Labour Economics, vol. 23, 2013, p. 40-49.

A Cautionary Note on Tests of Overidentifying Restrictions
Paulo Parente, João Santos Silva
Economics Letters, vol. 115, 2012, p. 314-317.

Identification Issues in Some Double-Index Models for Non-negative Data
João Santos Silva, Georgios Papadopoulos
Economics Letters, vol. 117, 2012, p. 365-367.

On the Use of Robust Regression in Econometrics
João Santos Silva, Markus Baldauf
Economics Letters, vol. 114, 2012, p. 124-127.

Regression towards the Mode
João Santos Silva, Gordon C. R. Kemp
Journal of Econometrics, vol. 170, 2012, p. 92-101.

Specification and Testing of Models Estimated by Quadrature
João Santos Silva, Geert Dhaene
Journal of Applied Econometrics, vol. 27, 2012, p. 322-332.

What Happens after Corporate Default? Stylized Facts on Access to Credit
Diana Bonfim, Daniel Dias, Christine Richmond
Journal of Banking and Finance, vol. 36, 2012, p. 2007-2025.

Alternative Estimating and Testing Empirical Strategies for Fractional Regression Models
Esmeralda Arranhado, Joaquim Ramalho, José Murteira
Journal of Economic Surveys, vol. 25, 2011, p. 19-68.

Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
João Santos Silva, Silvana Tenreyro
Economics Letters, vol. 112, 2011, p. 220-222.

Nonparametric Density Forecast Based on Time- and State-Domain
João Nicolau
Journal Of Forecasting, vol. 30, 2011, p. 706-720.

Dynamic Complex Hedging in Additive Markets
Jose M. Corcuera, Joao M. E. Guerra
Quantitative Finance, vol. 10, 2010, p. 1023-1037.

On the Existence of the Maximum Likelihood Estimates in Poisson Regression
João Santos Silva, Silvana Tenreyro
Economics Letters, vol. 107, 2010, p. 310-312.

Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
Olga Susana Monteiro, Artur Silva Lopes
Applied Economics Quarterly, vol. 56, 2010, p. 257-279.

The Profile of Income-Poor Children
Amélia Bastos, Carla Machado, José Passos
International Journal Of Social Economics, vol. 37, 2010, p. 933-950.

The Profile of Income-Poor Children
Amélia Bastos, Carla Machado, José Passos
International Journal Of Social Economics, vol. 37, 2010, p. 933-950.

The Profile of Income-Poor Children
Amélia Bastos, Carla Machado, José Passos
International Journal Of Social Economics, vol. 37, 2010, p. 933-950.

Using Mean Reversion as a Measure of Persistence
Daniel Dias, Carlos Robalo Marques
Economic Modelling, vol. 27, 2010, p. 262-273.

Child Poverty: A Multidimensional Measurement
Amélia Bastos, Carla Machado
International Journal Of Social Economics, vol. 36, 2009, p. 237-251.

Departure from Independence and Stationarity in a Handball Match
Montezuma Dumangane, Nicoletta Rosati, Anna Volossovitch
Journal Of Applied Statistics, vol. 36, 2009, p. 723-741.

Departure from Independence and Stationarity in a Handball Match
Montezuma Dumangane, Nicoletta Rosati, Anna Volossovitch
Journal Of Applied Statistics, vol. 36, 2009, p. 723-741.

Estimation of Default Probabilities Using Incomplete Contracts Data
João Santos Silva, José Murteira
Journal Of Empirical Finance, vol. 16, 2009, p. 457-465.

Estimation of Default Probabilities Using Incomplete Contracts Data
João Santos Silva, José Murteira
Journal Of Empirical Finance, vol. 16, 2009, p. 457-465.

FDI Spillovers at Regional Level: Evidence from Portugal
Nuno Crespo, Maria Paula Fontoura, Isabel Proença
Papers In Regional Science, vol. 88, 2009, p. 591-607.

Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests: A Simulation Study
Artur Silva Lopes
Manchester School, vol. 76, 2008, p. 528-538.

Stylised features of consumer price setting behaviour in Portugal: 1992–2001
Mónica Costa Dias, Daniel Dias, Pedro Neves
Portuguese Economic Journal, vol. 7, 2008, p. 75-99.

A Note on Variable Addition Tests for Linear and Log-Linear Models
Leslie Godfrey, João Santos Silva
Economics Letters, vol. 95, 2007, p. 422-427.

Binary Models with Misclassification in the Variable of Interest and Nonignorable Nonresponse
Esmeralda Arranhado
Economics Letters, vol. 96, 2007, p. 70-76.

On the Weighted Maximum Likelihood Estimator for Endogenous Stratified Samples When the Population Strata Probabilities Are Unknown
Esmeralda Arranhado, Joaquim Ramalho
Applied Economics Letters, vol. 14, 2007, p. 171-174.

On the Weighted Maximum Likelihood Estimator for Endogenous Stratified Samples When the Population Strata Probabilities Are Unknown
Esmeralda Arranhado, Joaquim Ramalho
Applied Economics Letters, vol. 14, 2007, p. 171-174.

Time- or State-Dependent Price Setting Rules? Evidence from Micro Data
Daniel Dias, Carlos Robalo Marques, João Santos Silva
European Economic Review, vol. 51, 2007, p. 1589-1613.

Bias-Corrected Moment-Based Estimators for Parametric Models under Endogenous Stratified Sampling
Esmeralda Arranhado, Joaquim Ramalho
Econometric Reviews, vol. 25, 2006, p. 475-496.

Bootstrap Bias-Adjusted GMM Estimators
Joaquim Ramalho
Economics Letters, vol. 92, 2006, p. 149-155.

Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?
Artur Silva Lopes
Empirical Economics, vol. 31, 2006, p. 165-182.

Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001)
Hugo Reis, João Santos Silva
Economic Modelling, vol. 23, 2006, p. 890-908.

The Log of Gravity
João Santos Silva, Silvana Tenreyro
Review of Economics and Statistics, vol. 88, 2006, p. 641-658.

Two-Step Empirical Likelihood Estimation under Stratified Sampling When Aggregate Information Is Available
Esmeralda Arranhado, Joaquim Ramalho
Manchester School, vol. 74, 2006, p. 577-592.

Two-Step Empirical Likelihood Estimation under Stratified Sampling When Aggregate Information Is Available
Esmeralda Arranhado, Joaquim Ramalho
Manchester School, vol. 74, 2006, p. 577-592.

Understanding the Microenterprise Sector to Design a Tailor-Made Microfinance Policy for Cape Verde
Jose Baptista, Joaquim Ramalho, Jacinto Vidigal da Silva
Portuguese Economic Journal, vol. 5, 2006, p. 225-241.

Feasible Bias-Corrected OLS, Within-Groups, and First-Differences Estimators for Typical Micro and Macro AR(1) Panel Data Models
Joaquim Ramalho
Empirical Economics, vol. 30, 2005, p. 735-748.

The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
Artur Silva Lopes, Antonio Montanes
Econometric Reviews, vol. 24, 2005, p. 83-108.

Child Income Poverty and Child Deprivation: An Essay on Measurement
Amélia Bastos, Graça Leão Fernandes, José Passos
International Journal Of Social Economics, vol. 31, 2004, p. 1050-1060.

Child Income Poverty and Child Deprivation: An Essay on Measurement
Amélia Bastos, Graça Leão Fernandes, José Passos
International Journal Of Social Economics, vol. 31, 2004, p. 1050-1060.

Child Income Poverty and Child Deprivation: An Essay on Measurement
Amélia Bastos, Graça Leão Fernandes, José Passos
International Journal Of Social Economics, vol. 31, 2004, p. 1050-1060.

Estimation of Gender Wage Discrimination in the Portuguese Labour Market
Amélia Bastos, Graça Leão Fernandes, José Passos
Notas Economicas, vol. 0, 2004, p. 35-48.

Estimation of Gender Wage Discrimination in the Portuguese Labour Market
Amélia Bastos, Graça Leão Fernandes, José Passos
Notas Economicas, vol. 0, 2004, p. 35-48.

Estimation of Gender Wage Discrimination in the Portuguese Labour Market
Amélia Bastos, Graça Leão Fernandes, José Passos
Notas Economicas, vol. 0, 2004, p. 35-48.

Bootstrap Methodology in Claim Reserving
Paulo Pinheiro, João Andrade e Silva, Maria de Lourdes Centeno
Journal Of Risk And Insurance, vol. 70, 2003, p. 701-714.

Bootstrap Methodology in Claim Reserving
Paulo Pinheiro, João Andrade e Silva, Maria de Lourdes Centeno
Journal Of Risk And Insurance, vol. 70, 2003, p. 701-714.

The Order of Integration for Quarterly Macroeconomic Time Series: A Simple Testing Strategy
Artur Silva Lopes
Empirical Economics, vol. 28, 2003, p. 783-794.

A Multiple State Model for the Analysis of Permanent Health Insurance Claims by Cause of Disability
Isabel Cordeiro
Insurance: Mathematics and Economics, vol. 30, 2002, p. 167-186.

How Many Claims Does It Take to Get Ruined and Recovered?
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics, vol. 31, 2002, p. 235-248.

Measuring the Effects of Reinsurance by the Adjustment Coefficient in the Sparre Anderson Model
Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 30, 2002, p. 37-49.

Recursive Calculation of Time to Ruin Distributions
Rui Cardoso, Alfredo Egidio dos Reis
Insurance: Mathematics and Economics, vol. 30, 2002, p. 219-230.

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