Details about Luis C. Nunes

Access statistics for papers by Luis C. Nunes.

Last updated 2013-05-01. Update your information in the RePEc Author Service.

Short-id: pnu43

Working Papers

2012

1. A wavelet-based assessment of market risk: The emerging markets case
   Working Papers, Banco de Portugal, Economics and Research Department
   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

2010

3. Protesting or Justifying? A Latent Class Model for Contingent Valuation with Attitudinal Data
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia

2009

4. International comovement of stock market returns: a wavelet analysis
   Working Papers, Banco de Portugal, Economics and Research Department View citations (16)
   See also Journal Article in Journal of Empirical Finance (2009)
5. 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
   See also Journal Article in Journal of Time Series Analysis (2011)

2007

6. 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

2006

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

2004

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

2003

10. Central bank intervenyion under target zones: the portuguese escudo in the ERM
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia View citations (4)
11. Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
    Working Papers, Banco de Portugal, Economics and Research Department View citations (2)
    See also Journal Article in International Journal of Forecasting (2005)
12. Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

2000

13. Combining Averting Behavior and Contingent Valuation Data: An Application to Drinking Water Treatment
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia View citations (1)
14. 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

1999

15. Moving the Escudo into the Euro
    Working Papers, Laval - Laboratoire Econometrie
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999)
    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
2. A wavelet-based assessment of market risk: The emerging markets case
   The Quarterly Review of Economics and Finance, 2012, 52, (1), 84-92 View citations (1)
   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 View citations (1)

2011

4. 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 View citations (1)
5. Forecasting mortality in the event of a structural change
   Journal of the Royal Statistical Society Series A, 2011, 174, (3), 713-736
6. 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
   See also Working Paper (2009)

2010

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

2009

8. International comovement of stock market returns: A wavelet analysis
   Journal of Empirical Finance, 2009, 16, (4), 632-639 View citations (19)
   See also Working Paper (2009)

2006

9. Combining averting behavior and contingent valuation data: an application to drinking water treatment in Brazil
   Environment and Development Economics, 2006, 11, (06), 729-746 View citations (4)

2005

10. Coincident and leading indicators for the euro area: A frequency band approach
    International Journal of Forecasting, 2005, 21, (3), 503-523 View citations (5)
    See also Working Paper (2003)
11. Nowcasting quarterly GDP growth in a monthly coincident indicator model
    Journal of Forecasting, 2005, 24, (8), 575-592 View citations (7)

2004

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

2003

13. Instability in cointegration regressions: a brief review with an application to money demand in Portugal
    Applied Economics, 2003, 35, (8), 893-900 View citations (4)

2002

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

2001

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

1998

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

1997

17. 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 (54)

1996

18. Spurious number of breaks
    Economics Letters, 1996, 50, (2), 175-178 View citations (16)

1995

19. Spurious Break
    Econometric Theory, 1995, 11, (04), 736-749 View citations (31)