Mathematical and Quantitative Methods

The Focus on Poverty in the Most Influential Journals in Economics: A Bibliometric Analysis of the ‘Blue Ribbon’Journals

Cardoso, S.; Aurora Teixeira; "The Focus on Poverty in the Most Influential Journals in Economics: A Bibliometric Analysis of the ‘Blue Ribbon’Journals", Poverty and Public Policy, forthcoming.

Okun’s Law Across Time and Frequencies

Aguiar-Conraria, Luís , Manuel M.F. Martins and Maria Joana Soares; "Okun’s Law Across Time and Frequencies", Journal of Economic Dynamics and Control, forthcoming.        

The Impact of Research Output on Economic Growth by Fields of Science: a dynamic panel data analysis, 1980-2016

Pinto, T. and Aurora Teixeira (2020); "The Impact of Research Output on Economic Growth by Fields of Science: a dynamic panel data analysis, 1980-2016", Scientometrics, 123, pp. 945-978.

Self-rejecting mechanisms

Correia-da-Silva, João (2020); "Self-rejecting mechanisms", Games and Economic Behavior, 120, pp. 434-457.  

How powerful are network effects? A skill-biased technological change approach

Afonso, Óscar and Manuela Magalhães (2020); "How powerful are network effects? A skill-biased technological change approach", Macroeconomic Dynamics, 24(4), pp. 882-919.

Technology Balance of Payments and Countries’ International Competitiveness. A Dynamic Panel Data Analysis of OECD Countries, 2000-2017

Teixeira, A.A.C. and Diana Barros; "Technology Balance of Payments and Countries’ International Competitiveness. A Dynamic Panel Data Analysis of OECD Countries, 2000-2017", Applied Economics Letters, forthcoming.  

Does Foreign Presence Induce Host Country Firms' Exit? The Case of Portugal

Sarmento, P. and Rosa Forte (2019); “Does Foreign Presence Induce Host Country Firms’ Exit? The Case of Portugal”, International Advances in Economic Research, 25 (3), pp 323–337.  

Designing Optimal M&A Strategies under Uncertainty

Lukas, Elmar; Paulo J. Pereira and Artur Rodrigues (2019); "Designing Optimal M&A Strategies under Uncertainty", Journal of Economic Dynamics & Control, 104, pp. 1-20.  

The Interdependence between the Saving Rate and Technology across Regimes: evidence from South Africa

Nell, Kevin and Margarida Mello (2019); "The Interdependence between the Saving Rate and Technology across Regimes: evidence from South Africa", Empirical Economics, 56, pp. 269-300.

The Non-Observed Economy in Portugal: the monetary model and the MIMIC model

Soares, Cláudia and Óscar Afonso (2019); "The Non-Observed Economy in Portugal: the monetary model and the MIMIC model", Metroeconomica, 70(1), pp. 172-208.

Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe

Martins, A. M., A. P. Serra, F. V. Martins and S. Stevenson (2019); "Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe", Annals of Economics and Finance, 20(1), pp. 247-295.

The impact of the decision environment on consumer choice of mobile service plans: an experimental examination

Martins, Maria Lurdes and Helena Szrek (2019); "The impact of the decision environment on consumer choice of mobile service plans: an experimental examination", Utility Policy,  56, pp. 20-32.

FDI, Income Inequality and Poverty: A Time Series Analysis of Portugal, 1973-2016

Teixeira, A.A.C. and Ana Sofia Loureiro (2019); "FDI, Income Inequality and Poverty: A Time Series Analysis of Portugal, 1973-2016", Portuguese Economic Journal, 18(3), pp. 203–249.

Investment, Tobin's Q, and Cash Flow Across Time and Frequencies

Canova, Fabio (2019); "Investment, Tobin's Q, and Cash Flow Across Time and Frequencies",  Oxford Bulletin of Economics and Statistics, 82, 2, pp. 331-346.

Maximum Entropy: A Stochastic Frontier Approach for Electricity Distribution Regulation

Elvira Silva, Pedro Macedo e Isabel Soares (2019); "Maximum Entropy: A Stochastic Frontier Approach for Electricity Distribution Regulation", Journal of Regulatory Economics, 55, pp.237–257.  

Engines of the Skill Premium in the Portuguese Economy

Nogueira, M. C. and Óscar Afonso (2019); "Engines of the Skill Premium in the Portuguese Economy",  Cesifo Economic Studies, 65(3), pp. 318-341.

Estimating the Taylor Rule in the Time-Frequency Domain

Aguiar-Conraria, Luís, Manuel M. F. Martins, and Maria Joana Soares (2018); "Estimating the Taylor Rule in the Time-Frequency Domain", Journal of Macroeconomics, 57, pp. 122-137.

Who cares about the day after tomorrow? Pension issues when households are myopic or time inconsistent

Börsch-Supan A., K. Härtl and D. N. Leite (2018); "Who cares about the day after tomorrow? Pension issues when households are myopic or time inconsistent", Review of Development Economics, 22(3), pp. 953-989.

Quantifying the coordinated effects of partial horizontal acquisitions

Brito, Duarte, Ricardo Ribeiro and Hélder Vasconcelos (2018); "Quantifying the coordinated effects of partial horizontal acquisitions", European Economic Review, 110, pp. 108-149.

Bridging the Gap between Economic Modelling and Simulation: A Simple Dynamic Aggregate Demand-Aggregate Supply Model with Matlab

Gaspar, José M. (2018); "Bridging the Gap between Economic Modelling and Simulation: A Simple Dynamic Aggregate Demand-Aggregate Supply Model with Matlab", Journal of Applied Mathematics, 3193068.

Intra-country wage inequality in the OECD countries

Nogueira, Manuel and Óscar Afonso (2018); "Intra-country wage inequality in the OECD countries", Panoeconomicus, Special Issue, 65(3), pp. 339-362.

Capacity Expansion under Uncertainty in an Oligopoly using Indirect Reinforcement Learning

Oliveira, Fernando and Manuel L. Costa (2018); "Capacity Expansion under Uncertainty in an Oligopoly using Indirect Reinforcement Learning", European Journal of Operational Research, 267(3), pp. 1039-1050.

An attempt to explain differences in economic growth: a stochastic frontier approach

Aguiar, Diana, Leonardo Costa and Elvira Silva (2017); "An attempt to explain differences in economic growth: a stochastic frontier approach", Bulletin of Economic Research, 69(4), pp.  42-65.

Analysis of consumer preferences for mobile telecom plans using a discrete choice experiment

Confraria, João, Tiago Ribeiro and Hélder Vasconcelos (2017); "Analysis of Consumer Preferences for Mobile Communication Plans Using a Discrete Choice Experiment", Telecommunications Policy, 41(3), pp. 157-169.

 

An empirical analysis of the demographic trends in Least Developed Countries

Nagarajan, R., A.A.C. Teixeira and S. T. Silva (2017); An empirical analysis of the demographic trends in Least Developed Countries, Ageing International, 42(3), pp. 251-273.

Could immigration explain wage inequality in a skill-biased technological model?

Afonso, Óscar, Susana Gabriel and Pedro Mazeda Gil (2016); "Could immigration explain wage inequality in a skill-biased technological model?", Empirica, 43, pp. 559–-577.

The ECBs OMTs: A tale of governments, investors, and the central bank

Cassola, Nuno and José Jorge (2016); "The ECB’s OMTs: A tale of governments, investors, and the central bank", Journal of International Money and Finance, 65, pp. 94-–116.

Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?

Faria, Gonçalo and João Correia-da-Silva (2016); Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?, European Journal of Finance, 22(7), pp. 601-626.

Going beyond life expectancy in assessments of health systems performance: life expectancy adjusted by perceived health status

Laranjeira, Erika and Helena Szrek (2016); "Going beyond life expectancy in assessments of health systems’ performance: life expectancy adjusted by perceived health status", International Journal of Health Economics and Management, 16(2), pp. 133-–161.

Twenty Years of Rural Entrepreneurship: A Bibliometric Survey

Pato, Maria Lúcia, and Aurora A. C Teixeira (2016); "Twenty Years of Rural Entrepreneurship: A Bibliometric Survey", Sociologia Ruralis, 56(1), pp.  3-23.

The Effect of Sample Size on European Union´s Renewable Energy Investment Drivers

Sisodia, Gyanendra Singh, Isabel Soares and Paula Ferreira (2016); "The Effect of Sample Size on European Union´s Renewable Energy Investment Drivers", Applied Economics, 48(53), pp. 5129-5137.

Time-frequency characterization of the U.S. financial cycle

Verona, Fabio (2016); "Time-frequency characterization of the U.S. financial cycle", Economics Letters, 144, pp. 75-79.

Assessing Welfare Impacts of Some Debt-Consolidation Episodes in the European Union

Viegas, Miguel and Ana Paula Ribeiro (2016); "Assessing Welfare Impacts of Some Debt-Consolidation Episodes in the European Union", Macroeconomic Dynamics, 20(5), pp. 1146-1173.

The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal

Cruz, S. and Aurora A.C. Teixeira (2015); "The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal", Annals of Regional Science, 54(1), pp. 143-177.

Two-period Economies with Price-contingent Deliveries

Correia-da-Silva, João (2015); "Two-period Economies with Price-contingent Deliveries; Economic Theory", Economic Theory, 59(3), pp.  509-525.

Economic Growth Effects of an International Crisis

Afonso, Óscar, Rui Henrique Alves (2015); "Economic Growth Effects of an International Crisis", Singapore Economic Review, 60(2), 1550012.

The use of game theory in regional economics: A quantitative retrospective

Silva, Sandra. T., Isabel Mota and Filipe Grilo (2015); "The use of game theory in regional economics: A quantitative retrospective", Papers in Regional Science, 94, pp. 421–441.

Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail

Figueiredo, Octávio, Paulo Guimarães and Douglas P. Woodward (2015); "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail", Journal of Urban Economics, 89, pp. 21-31.

Does FDI Increases Market Concentration? An Evaluation of the Portuguese Manufacturing Industries

Forte, Rosa and Paula Sarmento (2014); "Does FDI Increases Market Concentration? An Evaluation of the Portuguese Manufacturing Industries", Acta Oeconomica, 64(4), pp. 463-480.

The Effects of Autocatalytic Trade Cycles on Economic Growth

Bakker, Jurriën, Óscar Afonso and Sandra Silva (2014); "The Effects of Autocatalytic Trade Cycles on Economic Growth", Journal of Business Economics and Management, 15(3), pp. 486-508.

A Closed-form Solution for Options with Ambiguity About Stochastic Volatility

Faria, Gonçalo and João Correia-da-Silva (2014); "A Closed-form Solution for Options with Ambiguity About Stochastic Volatility", Review of Derivatives Research, 17(2), pp. 125-159.

Investment Decisions in Finite-Lived Monopolies

Pereira, Paulo J. and Artur Rodrigues (2014); "Investment Decisions in Finite-Lived Monopolies", Journal of Economic Dynamics & Control, 46, pp. 219-236.

Evolution, Roots and Influence of the Literature on National Systems of Innovation: A Bibliometric Account

Teixeira, Aurora (2014); "Evolution, Roots and Influence of the Literature on National Systems of Innovation: A Bibliometric Account", Cambridge Journal of Economics, 38(1), pp. 181-214.

Irrelevance of Private Information in Two-period Economies with More Goods than States of Nature

Correia-da-Silva, João and Carlos Hervés-Beloso (2014); "Irrelevance of Private Information in Two-period Economies with More Goods than States of Nature",  Economic Theory, 55(2), pp. 439-455.

Technical Efficiency with State-contingent Production Frontiers Using Maximum Entropy Estimators

Macedo, Pedro, Elvira Silva and Manuel Scotto (2014); "Technical Efficiency with State-contingent Production Frontiers Using Maximum Entropy Estimators", Journal of Productivity Analysis, 41(1), pp. 131-140.

Can Markov Switching Model Generate Long Memory?

Baek, Changryong, Natércia Fortuna and Vladas Pipiras (2014); "Can Markov Switching Model Generate Long Memory?", Economics Letters, 124(1), pp. 117-121.

Measuring Unilateral Effects in Partial Horizontal Acquisitions

Brito, Duarte, Ricardo Ribeiro and Hélder Vasconcelos (2014); "Measuring Unilateral Effects in Partial Horizontal Acquisitions", International Journal of Industrial Organization, 33, pp. 22-36.

Wage Inequality Determinants in European Union Countries

Afonso, Óscar, Ana Lurdes Albuquerque and Alexandre Almeida (2013); "Wage Inequality Determinants in European Union Countries", Applied Economics Letters,  20(12), pp. 1170-1173.

The Determinants of Location Choice: Single Plants versus Multi-plants

Mota, Isabel and António Brandão (2013);"The Determinants of Location Choice: Single Plants versus Multi-plants", Papers in Regional Science, 92(1), pp. 31-49.

A Score Test for Group Comparisons in Single-index Models

Guimarães, Paulo (2013); "A Score Test for Group Comparisons in Single-index Models", Stata Journal, 13(4), pp. 876-883.

Comparing Strategies of Collaborative Networks for R&D: An Agent-based Study

Campos, Pedro, Pavel Brazdil and Isabel Mota (2013); "Comparing Strategies of Collaborative Networks for R&D: An Agent-based Study", Computational Economics, 42(1), pp. 1-22.

Economic Performance and International Trade Engagement: The Case of Portuguese Manufacturing Firms

Silva, Armando, Óscar Afonso and Ana Paula Africano (2013); "Economic Performance and International Trade Engagement: The Case of Portuguese Manufacturing Firms", International Economics and Economic Policy, 10(4), pp.  521-547.

Dirty versus Ecological Technology in an Endogenous Growth Model

Meireles, Mónica, Isabel Soares and Óscar Afonso (2012); "Dirty versus Ecological Technology in an Endogenous Growth Model", Applied Economics Letters, 19(8), pp. 729-733.

General Equilibrium in Economies with Uncertain Delivery

Correia-da-Silva, João and Carlos Hervés-Beloso (2012); "General Equilibrium in Economies with Uncertain Delivery", Economic Theory, 51(3), pp. 729-755.

The Impact of Public Goods and Services and Public R&D on the Non-observed Economy Size, Wages Inequality and Growth

Afonso, Óscar (2012); "The Impact of Public Goods and Services and Public R&D on the Non-observed Economy Size, Wages Inequality and Growth", Economic Modelling, 29(5), pp. 1996-2004.

A Comparison of EPI Sampling, Probability Sampling, and Compact Segment Sampling Methods for Micro and Small Enterprises

Chao, Li-Wei, Helena Szrek, Karl Peltzer, Shandir Ramlagan, Peter Fleming, Rui Leite, Jesswill Magerman, Godfrey B. Ngwenya, Nuno Sousa Pereira and Jere Behrman (2012); "A Comparison of EPI Sampling, Probability Sampling, and Compact Segment Sampling Methods for Micro and Small Enterprises", Journal of Development Economics,  98(1), pp. 94-107.

A Bibliometric Account of Chinese Economics Research Through the Lens of the China Economic Review

Du, Y. and Aurora A. C. Teixeira (2012); "A Bibliometric Account of Chinese Economics Research Through the Lens of the China Economic Review", China Economic Review, 23(4), pp. 743-762.

The Yield Curve and the Macro-economy across Time and Frequencies

Aguiar-Conraria, Luís, Manuel M. F. Martins and Maria Joana Soares (2012); "The Yield Curve and the Macro-economy across Time and Frequencies", Journal of Economic Dynamics and Control, 36(12), pp. 1950-1970.

Non-scale Endogenous Growth Effects of Subsidies for Exporters

Afonso, Óscar and Armando Silva (2012); "Non-scale Endogenous Growth Effects of Subsidies for Exporters", Economic Modelling, 29(4), pp. 1248-1257.

The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices

Faria, Gonçalo and João Correia-da-Silva (2012); "The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices", Annals of Finance, 8(4), pp. 507-531.

The Portuguese Non-Observed Economy

Afonso, Óscar and Nuno Gonçalves (2011); "The Portuguese Non-Observed Economy", Advances in Management and Applied Economics, 1(2), pp. 23-57.

Optimal Investment Decisions for Two Positioned Firms Competing in a Duopoly Market with Hidden Competitors

Armada, Manuel R., Lawrence Kryzanowski and Paulo J. Pereira (2011); "Optimal Investment Decisions for Two Positioned Firms Competing in a Duopoly Market with Hidden Competitors", European Financial Management, 17(2), pp. 305-330.

Mapping the (In)visible College(s) in the Field of Entrepreneurship

Teixeira, Aurora (2011); "Mapping the (In)visible College(s) in the Field of Entrepreneurship", Scientometrics, 89(1), pp. 1-36.

Agreeing to Disagree in a Countable Space of Equiprobable States

Correia-da-Silva, João (2010); "Agreeing to Disagree in a Countable Space of Equiprobable States", Economic Theory, 45(1-2), pp.  291-302.

Are Finance, Management and Marketing Autonomous Fields of Scientific Research? An Analysis Based on Journal Citations

Vieira, Pedro C. and Aurora Teixeira (2010); "Are Finance, Management and Marketing Autonomous Fields of Scientific Research? An Analysis Based on Journal Citations", Scientometrics, 85 (3), pp. 627-646.

Learning-by-doing, Technology-adoption Costs and Wage Inequality

Afonso, Óscar and Rui Leite (2010); "Learning-by-doing, Technology-adoption Costs and Wage Inequality", Economic Modelling, 27 (5), pp. 1069-1078.

On the Divergence of Evolutionary Research Paths in the Past 50 Years: A Comprehensive Bibliometric Account

Silva, Sandra Tavares and Aurora Teixeira (2009); "On the Divergence of Evolutionary Research Paths in the Past 50 Years: A Comprehensive Bibliometric Account", Journal of Evolutionary Economics, 19(5), pp. 605-642.

Prudent Expectations Equilibrium in Economies with Uncertain Delivery

Correia-da-Silva, João and Carlos Hervés-Beloso (2009); "Prudent Expectations Equilibrium in Economies with Uncertain Delivery", Economic Theory, 39(1), pp. 67-92.

Dartboard Tests for the Location Quotient

Guimarães, Paulo, Octávio Figueiredo and Douglas Woodward (2009); "Dartboard Tests for the Location Quotient", Regional Science and Urban Economics, 39(3), pp. 360-364.

Spatial Distribution of Manufacturing Activity and its Determinants: A Comparison of Three Small European Countries

Barrios, Salvador, Luisito Bertinelli, Eric Strobl and António Carlos Teixeira (2009); "Spatial Distribution of Manufacturing Activity and its Determinants: A Comparison of Three Small European Countries", Regional Studies: 43(5), pp. 721–738.

Public Deficits and Economic Growth

Afonso, Óscar, Rui Henrique Alves and Paulo B. Vasconcelos (2009);"Public Deficits and Economic Growth", Economic Modelling, 26(5), pp. 1101-1109.

Subjective Expectations Equilibrium in Economies with Uncertain Delivery

Correia-da-Silva, João and Carlos Hervés-Beloso (2008); "Subjective Expectations Equilibrium in Economies with Uncertain Delivery", Journal of Mathematical Economics, 44 (7-8), pp. 641-650.

Local Rank Tests in a Multivariate Nonparametric Relationship

Fortuna, Natércia (2008); "Local Rank Tests in a Multivariate Nonparametric Relationship", Journal of Econometrics, 142(1), pp. 162-182.

The Fixed Effects Negative Binomial Revisited

Guimarães, Paulo (2008); "The Fixed Effects Negative Binomial Revisited", Economics Letters, 99(1), pp. 63-66.

The Impact of Government on Wage Inequality Without Scale Effects

Afonso, Óscar (2008); "The Impact of Government on Wage Inequality Without Scale Effects", Economic Modelling, 25(2), pp. 351-362.

The Value of Choice in Insurance Purchasing

Szrek, Helena and John Baron (2007); "The Value of Choice in Insurance Purchasing", Journal of Economic Psychology, 28(5), pp. 529-544.

Private Information: Similarity as Compatibility

Correia-da-Silva, João and Carlos Hervés-Beloso (2007); "Private Information: Similarity as Compatibility", Economic Theory, 30(3), pp. 395-407.

State–owned Enterprises as Indirect Instruments of Entry Regulation

Brandão, António and Sofia Castro (2007); "State–owned Enterprises as Indirect Instruments of Entry Regulation", Journal of Economics, 92(3), pp. 263-274.

Worker Sorting, Compensating Differentials and Health Insurance: Evidence from Displaced Workers

Lehrer, Steven F. and Nuno Sousa Pereira (2007); "Worker Sorting, Compensating Differentials and Health Insurance: Evidence from Displaced Workers", Journal of Health Economics, 26(5), pp. 1034-1056.

Beyond the Silicon Valley: University R&D and High-Technology Location

Figueiredo, Octávio, Paulo Guimarães and Douglas Woodward (2006); "Beyond the Silicon Valley: University R&D and High-Technology Location", Journal of Urban Economics, 60(1), pp. 15-32.

Testing the Significance and the Non-linearity of the Phillips Trade-off in the Euro Area

Aguiar, Álvaro and Manuel M. F. Martins (2005); "Testing the Significance and the Non-linearity of the Phillips Trade-off in the Euro Area", Empirical Economics, 30(3), pp. 665-691.

The Forecasting Ability of a Cointegrated VAR System of the UK Tourism Demand for France, Spain and Portugal

Mello, Maria M. and Kevin S. Nell (2005); "The Forecasting Ability of a Cointegrated VAR System of the UK Tourism Demand for France, Spain and Portugal",  Empirical Economics, 30(2), pp. 277-308.
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