Details about Jorge Caiado

Access statistics for papers by Jorge Caiado.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pca349

Working Papers

2024

1. Public and Private Investments: A VAR Analysis of Their Impact of Economic Growth in 18 Advanced Economies
   CESifo Working Paper Series, CESifo
   Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2024)

2021

2. On the classification of financial data with domain agnostic features
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (3)
3. The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM)
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2015

4. The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2013

5. Human capital, social capital and organizational performance: A structural modeling approach
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (2)

2012

6. Determinants of innovation in a small open economy: A multidimensional perspective
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
   See also Journal Article Determinants of innovation in a small open economy: a multidimensional perspective, Journal of Business Economics and Management, Taylor & Francis Journals (2013) View citations (8) (2013)

2010

7. Recurrence quantification analysis of global stock markets
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
   See also Journal Article Recurrence quantification analysis of global stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) View citations (25) (2011)
8. The structure of international stock market returns
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)

2009

9. Clustering financial time series with variance ratio statistics
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
   See also Journal Article Clustering financial time series with variance ratio statistics, Quantitative Finance, Taylor & Francis Journals (2014) View citations (12) (2014)
10. Comparison of time series with unequal length in the frequency domain
    MPRA Paper, University Library of Munich, Germany View citations (19)
11. Identifying common dynamic features in stock returns
    MPRA Paper, University Library of Munich, Germany
    Also in CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon (2009)
    See also Journal Article Identifying common dynamic features in stock returns, Quantitative Finance, Taylor & Francis Journals (2010) View citations (12) (2010)
12. Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon
13. Performance of combined double seasonal univariate time series models for forecasting water demand
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (6)
14. Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (9)

2008

15. Identifying the evolution of stock markets stochastic structure after the euro
    MPRA Paper, University Library of Munich, Germany

2007

16. A GARCH-based method for clustering of financial time series: International stock markets evidence
    MPRA Paper, University Library of Munich, Germany View citations (10)
17. Comparison of time series with unequal length
    MPRA Paper, University Library of Munich, Germany View citations (4)
18. Forecasting water consumption in Spain using univariate time series models
    MPRA Paper, University Library of Munich, Germany
19. Identifying common spectral and asymmetric features in stock returns
    MPRA Paper, University Library of Munich, Germany
20. Is there an identity within international stock market volatilities?
    MPRA Paper, University Library of Munich, Germany

2006

21. An interpolated periodogram-based metric for comparison of time series with unequal lengths
    MPRA Paper, University Library of Munich, Germany
22. Previsão da eficácia ofensiva do futebol profissional: Um caso Português
    (Previsão da eficácia ofensiva do futebol profissional: Um caso Português)
    MPRA Paper, University Library of Munich, Germany

2005

23. Discrimination between deterministic trend and stochastic trend processes
    MPRA Paper, University Library of Munich, Germany

2004

24. Modelling and forecasting the volatility of the portuguese stock index PSI-20
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20, Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa (2004) View citations (5) (2004)

2002

25. Determinantes do desempenho académico nos cursos de contabilidade
    (Determinants of the academic performance in undergraduate courses of accounting)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Is there a diversification paradox in real estate investment funds' value?
   Journal of Property Investment & Finance, 2024, 42, (6), 554-575
2. Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique
   Applied Economics, 2024, 56, (24), 2915-2930 View citations (1)
3. Time series clustering using fragmented autocorrelations
   Physica A: Statistical Mechanics and its Applications, 2024, 650, (C)

2023

4. Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
   The North American Journal of Economics and Finance, 2023, 68, (C) View citations (1)

2022

5. COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices
   Finance Research Letters, 2022, 49, (C) View citations (7)

2021

6. The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach
   Applied Economics, 2021, 53, (3), 400-409 View citations (5)

2020

7. A fragmented-periodogram approach for clustering big data time series
   Advances in Data Analysis and Classification, 2020, 14, (1), 117-146 View citations (6)
8. Population aging and inflation: evidence from panel cointegration
   Journal of Applied Economics, 2020, 23, (1), 469-484 View citations (4)

2016

9. The impact of private labels on consumer store loyalty: An integrative perspective
   Journal of Retailing and Consumer Services, 2016, 28, (C), 179-188 View citations (19)

2014

10. Clustering financial time series with variance ratio statistics
    Quantitative Finance, 2014, 14, (12), 2121-2133 View citations (12)
    See also Working Paper Clustering financial time series with variance ratio statistics, CEMAPRE Working Papers (2009) View citations (5) (2009)

2013

11. Determinants of innovation in a small open economy: a multidimensional perspective
    Journal of Business Economics and Management, 2013, 14, (3), 583-600 View citations (8)
    See also Working Paper Determinants of innovation in a small open economy: A multidimensional perspective, CEMAPRE Working Papers (2012) View citations (5) (2012)

2011

12. Human capital and social capital in entrepreneurs and managers of small and medium enterprises
    Journal of Business Economics and Management, 2011, 13, (3), 395-420 View citations (2)
13. Recurrence quantification analysis of global stock markets
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (7), 1315-1325 View citations (25)
    See also Working Paper Recurrence quantification analysis of global stock markets, CEMAPRE Working Papers (2010) View citations (5) (2010)

2010

14. Identifying common dynamic features in stock returns
    Quantitative Finance, 2010, 10, (7), 797-807 View citations (12)
    See also Working Paper Identifying common dynamic features in stock returns, MPRA Paper (2009) (2009)

2006

15. A periodogram-based metric for time series classification
    Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 View citations (64)

2004

16. MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20
    Portuguese Journal of Management Studies, 2004, IX, (1), 3-21 View citations (5)
    See also Working Paper Modelling and forecasting the volatility of the portuguese stock index PSI-20, MPRA Paper (2004) View citations (5) (2004)

Chapters

2015

1. Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach
   Springer