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Details about Miguel de Carvalho

E-mail:
Homepage:http://www.maths.ed.ac.uk/~mdecarv/
Workplace:School of Mathematics, University of Edinburgh

Access statistics for papers by Miguel de Carvalho.

Last updated 2018-12-31. Update your information in the RePEc Author Service.

Short-id: pde821


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Working Papers

2017

  1. Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets
    Papers, arXiv.org Downloads View citations (1)

2014

  1. Real-time nowcasting the US output gap: Singular spectrum analysis at work
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in International Journal of Forecasting (2017)

2010

  1. Digging Out the PPP Hypothesis: an Integrated Empirical Coverage
    GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia Downloads
    See also Journal Article in Empirical Economics (2012)
  2. Extremal Dependence in International Output Growth: Tales from the Tails
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  3. Nonstationary Extremes and the US Business Cycle
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
  4. Tracking the US Business Cycle With a Singular Spectrum Analysis
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Economics Letters (2012)

Journal Articles

2017

  1. All Data are Wrong, but Some are Useful? Advocating the Need for Data Auditing
    The American Statistician, 2017, 71, (3), 231-235 Downloads
  2. Bernstein polynomial angular densities of multivariate extreme value distributions
    Statistics & Probability Letters, 2017, 128, (C), 60-66 Downloads
  3. Real-time nowcasting the US output gap: Singular spectrum analysis at work
    International Journal of Forecasting, 2017, 33, (1), 185-198 Downloads View citations (2)
    See also Working Paper (2014)

2016

  1. Mean, What do You Mean?
    The American Statistician, 2016, 70, (3), 270-274 Downloads

2014

  1. Extremal Dependence in International Output Growth: Tales from the Tails
    Oxford Bulletin of Economics and Statistics, 2014, 76, (4), 605-620 Downloads View citations (2)
    See also Working Paper (2010)
  2. Spectral Density Ratio Models for Multivariate Extremes
    Journal of the American Statistical Association, 2014, 109, (506), 764-776 Downloads View citations (6)

2013

  1. Dynamic threshold modelling and the US business cycle
    Journal of the Royal Statistical Society Series C, 2013, 62, (4), 535-550 Downloads View citations (1)

2012

  1. Digging out the PPP hypothesis: an integrated empirical coverage
    Empirical Economics, 2012, 42, (3), 713-744 Downloads View citations (4)
    See also Working Paper (2010)
  2. Jackknife Euclidean Likelihood-Based Inference for Spearman's Rho
    North American Actuarial Journal, 2012, 16, (4), 487-492 Downloads
  3. Tracking the US business cycle with a singular spectrum analysis
    Economics Letters, 2012, 114, (1), 32-35 Downloads View citations (11)
    See also Working Paper (2010)
 
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