Details about Miguel de Carvalho

Access statistics for papers by Miguel de Carvalho.

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

Short-id: pde821

Working Papers

2017

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

2014

2. Real-time nowcasting the US output gap: Singular spectrum analysis at work
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article Real-time nowcasting the US output gap: Singular spectrum analysis at work, International Journal of Forecasting, Elsevier (2017) View citations (11) (2017)

2010

3. Digging Out the PPP Hypothesis: an Integrated Empirical Coverage
   GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia
   See also Journal Article Digging out the PPP hypothesis: an integrated empirical coverage, Empirical Economics, Springer (2012) View citations (7) (2012)
4. Extremal Dependence in International Output Growth: Tales from the Tails
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
   See also Journal Article Extremal Dependence in International Output Growth: Tales from the Tails, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (2) (2014)
5. Nonstationary Extremes and the US Business Cycle
   Working Papers, Banco de Portugal, Economics and Research Department
6. Tracking the US Business Cycle With a Singular Spectrum Analysis
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article Tracking the US business cycle with a singular spectrum analysis, Economics Letters, Elsevier (2012) View citations (19) (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 View citations (3)
2. Bernstein polynomial angular densities of multivariate extreme value distributions
   Statistics & Probability Letters, 2017, 128, (C), 60-66 View citations (2)
3. Real-time nowcasting the US output gap: Singular spectrum analysis at work
   International Journal of Forecasting, 2017, 33, (1), 185-198 View citations (11)
   See also Working Paper Real-time nowcasting the US output gap: Singular spectrum analysis at work, Working Papers (2014) (2014)

2016

4. Mean, What do You Mean?
   The American Statistician, 2016, 70, (3), 270-274 View citations (9)

2014

5. Extremal Dependence in International Output Growth: Tales from the Tails
   Oxford Bulletin of Economics and Statistics, 2014, 76, (4), 605-620 View citations (2)
   See also Working Paper Extremal Dependence in International Output Growth: Tales from the Tails, Working Papers (2010) View citations (1) (2010)
6. Spectral Density Ratio Models for Multivariate Extremes
   Journal of the American Statistical Association, 2014, 109, (506), 764-776 View citations (9)

2013

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

2012

8. Digging out the PPP hypothesis: an integrated empirical coverage
   Empirical Economics, 2012, 42, (3), 713-744 View citations (7)
   See also Working Paper Digging Out the PPP Hypothesis: an Integrated Empirical Coverage, GEE Papers (2010) (2010)
9. Jackknife Euclidean Likelihood-Based Inference for Spearman's Rho
   North American Actuarial Journal, 2012, 16, (4), 487-492
10. Tracking the US business cycle with a singular spectrum analysis
    Economics Letters, 2012, 114, (1), 32-35 View citations (19)
    See also Working Paper Tracking the US Business Cycle With a Singular Spectrum Analysis, Working Papers (2010) (2010)