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Details about Luis C. Nunes

E-mail:
Homepage:http://docentes.fe.unl.pt/~lcnunes
Workplace:Faculdade de Economia (Faculty of Economics), Universidade Nova de Lisboa (Nova University of Lisbon), (more information at EDIRC)

Access statistics for papers by Luis C. Nunes.

Last updated 2014-02-04. Update your information in the RePEc Author Service.

Short-id: pnu43


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Working Papers

2013

  1. Characterizing economic growth paths based on new structural change tests
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
  2. Productive experience and specialization opportunities for Portugal: an empirical assessment
    GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia e da Inovação Downloads

2012

  1. A wavelet-based assessment of market risk: The emerging markets case
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  2. Protest Attitudes and Stated Preferences: Evidence on Scale Usage Heterogeneity
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads
  3. Ranking schools: a step toward increased accountability or a mere discriminatory practice?
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads
  4. Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (1)

2010

  1. Protesting or Justifying? A Latent Class Model for Contingent Valuation with Attitudinal Data
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads View citations (1)

2009

  1. International comovement of stock market returns: a wavelet analysis
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (42)
    See also Journal Article in Journal of Empirical Finance (2009)
  2. On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Journal of Time Series Analysis (2011)

2007

  1. Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP
    GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia e da Inovação Downloads

2006

  1. Determinants of FDI in Latin America
    Documentos de Trabajo, Departamento de Economía - Pontificia Universidad Católica del Perú Downloads View citations (2)
  2. Exchange market pressure and the credibility of Macau's currency Board
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads

2004

  1. LM-Type tests for a Unit Root Allowing for a Break in Trend
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (2)

2003

  1. Central bank intervenyion under target zones: the portuguese escudo in the ERM
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads View citations (5)
  2. Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2005)
  3. Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)

2000

  1. Combining Averting Behavior and Contingent Valuation Data: An Application to Drinking Water Treatment
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads View citations (1)
  2. Combining CV and RP data: a note on the relationship between consistency and rationality
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia Downloads

1999

  1. Moving the Escudo into the Euro
    Working Papers, Laval - Laboratoire Econometrie
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads
    DELTA Working Papers, DELTA (Ecole normale supérieure) (1999)

Journal Articles

2012

  1. A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS
    Journal of Macroeconomics, 2012, 34, (4), 1141-1153 Downloads
  2. A wavelet-based assessment of market risk: The emerging markets case
    The Quarterly Review of Economics and Finance, 2012, 52, (1), 84-92 Downloads View citations (4)
    See also Working Paper (2012)
  3. Protesting and Justifying: A Latent Class Model for Contingent Valuation with Attitudinal Data
    Environmental & Resource Economics, 2012, 52, (4), 531-548 Downloads View citations (2)

2011

  1. Assessing forest management strategies using a contingent valuation approach and advanced visualisation techniques: A Portuguese case study
    Journal of Forest Economics, 2011, 17, (4), 399-414 Downloads View citations (2)
  2. Forecasting mortality in the event of a structural change
    Journal of the Royal Statistical Society Series A, 2011, 174, (3), 713-736 View citations (2)
  3. On LM‐type tests for seasonal unit roots in the presence of a break in trend
    Journal of Time Series Analysis, 2011, 32, (2), 108-134 View citations (1)
    See also Working Paper (2009)

2010

  1. The impact of pharmaceutical policy measures: An endogenous structural-break approach
    Social Science & Medicine, 2010, 71, (3), 440-450 Downloads

2009

  1. International comovement of stock market returns: A wavelet analysis
    Journal of Empirical Finance, 2009, 16, (4), 632-639 Downloads View citations (44)
    See also Working Paper (2009)

2006

  1. Combining averting behavior and contingent valuation data: an application to drinking water treatment in Brazil
    Environment and Development Economics, 2006, 11, (06), 729-746 Downloads View citations (5)

2005

  1. Coincident and leading indicators for the euro area: A frequency band approach
    International Journal of Forecasting, 2005, 21, (3), 503-523 Downloads View citations (7)
    See also Working Paper (2003)
  2. Nowcasting quarterly GDP growth in a monthly coincident indicator model
    Journal of Forecasting, 2005, 24, (8), 575-592 Downloads View citations (11)

2004

  1. Consistency in Mixed Demand Systems: Contingent Valuation and Travel Cost Data
    American Journal of Agricultural Economics, 2004, 86, (2), 444-454 Downloads View citations (3)

2003

  1. Instability in cointegration regressions: a brief review with an application to money demand in Portugal
    Applied Economics, 2003, 35, (8), 893-900 Downloads View citations (8)

2002

  1. Bayesian Forecasting Models for the Euro Area
    Economic Bulletin and Financial Stability Report Articles, 2002 Downloads View citations (1)

2001

  1. Identifying non-consistent choice behavior in recreation demand models
    Economics Letters, 2001, 72, (3), 403-410 Downloads View citations (1)

1998

  1. Testing for rationality: the case of discrete choice data
    Economics Letters, 1998, 60, (3), 255-261 Downloads View citations (1)

1997

  1. Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered
    Oxford Bulletin of Economics and Statistics, 1997, 59, (4), 435-48 View citations (76)

1996

  1. Spurious number of breaks
    Economics Letters, 1996, 50, (2), 175-178 Downloads View citations (17)

1995

  1. Spurious Break
    Econometric Theory, 1995, 11, (04), 736-749 Downloads View citations (34)
 
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