Details about Maximiano Pinheiro

Access statistics for papers by Maximiano Pinheiro.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppi237

Working Papers

2020

1. A non-hierarchical dynamic factor model for three-way data
   Working Papers, Banco de Portugal, Economics and Research Department

2012

2. Market perception of fiscal sustainability: An application to the largest euro area economies
   Working Papers, Banco de Portugal, Economics and Research Department View citations (2)

2010

3. Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables, Journal of Probability and Statistics, Hindawi (2012) (2012)

2009

4. Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (13) (2013)

2008

5. Determining the number of factors in approximate factor models with global and group-specific factors
   Working Papers, Banco de Portugal, Economics and Research Department
6. Forecasting Using Targeted Diffusion Indexes
   Working Papers, Banco de Portugal, Economics and Research Department View citations (6)
   See also Journal Article Forecasting using targeted diffusion indexes, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) View citations (11) (2010)
7. On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information
   Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
   See also Journal Article On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information, Empirical Economics, Springer (2012) View citations (6) (2012)

2007

8. MISS: A model for assessing the sustainability of public social security in Portugal
   Working Papers, Banco de Portugal, Economics and Research Department View citations (2)

2003

9. Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited
   Working Papers, Banco de Portugal, Economics and Research Department View citations (11)

Journal Articles

2018

1. A bottom-up approach for forecasting GDP in a data-rich environment
   Applied Economics Letters, 2018, 25, (10), 718-723 View citations (5)

2015

2. Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
   Economic Modelling, 2015, 44, (C), 266-272 View citations (29)

2013

3. Determining the number of global and country-specific factors in the euro area
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (5), 573-617 View citations (11)
4. Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components
   Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 80-102 View citations (13)
   See also Working Paper Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components, Working Papers (2009) (2009)

2012

5. Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
   Journal of Probability and Statistics, 2012, 2012, 1-10
   See also Working Paper Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables, Working Papers (2010) (2010)
6. On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information
   Empirical Economics, 2012, 42, (3), 639-665 View citations (6)
   See also Working Paper On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information, Working Papers (2008) View citations (4) (2008)

2010

7. Forecasting using targeted diffusion indexes
   Journal of Forecasting, 2010, 29, (3), 341-352 View citations (11)
   See also Working Paper Forecasting Using Targeted Diffusion Indexes, Working Papers (2008) View citations (6) (2008)

1996

8. Structural VAR Estimation with Exogeneity Restrictions
   Oxford Bulletin of Economics and Statistics, 1996, 58, (2), 417-22 View citations (5)