Mathematical and Quantitative Methods

Tourism and regional development: a spatial econometric model for Portugal at municipal level

Santos, L. D. and A. C. Vieira; “Tourism and regional development: a spatial econometric model for Portugal at municipal level”, Portuguese Economic Journal, forthcoming.  

Estimating the Employment Band of Inaction with Multiple Breaks due to Labor Market Reforms

Mota, P. R. and P. B. Vasconcelos; “Estimating the Employment Band of Inaction with Multiple Breaks due to Labor Market Reforms”, Mathematics in Computer Science, forthcoming.  

Does corruption boost or harm firms’ performance in developing and emerging economies? A firm-level study

Martins, L., J. Cerdeira and Aurora Teixeira; "Does corruption boost or harm firms’ performance in developing and emerging economies? A firm-level study", The World Economy, forthcoming.  

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

Cardoso, S. and  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.

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.

Okun’s Law Across Time and Frequencies

Aguiar-Conraria, Luís , Manuel M. F. Martins and Maria Joana Soares (2020); "Okun’s Law Across Time and Frequencies", Journal of Economic Dynamics and Control, 116, 103897.        

Self-rejecting mechanisms

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

Persistence in innovation and innovative behavior in unstable environments

Costa, J., Aurora Teixeira and Anabela Botelho (2020); "Persistence in innovation and innovative behavior in unstable environments", International Journal of Systematic Innovation, 6(1), pp. 1-19.  

Agglomeration and industry spillover effects in the aftermath of a credit crunch

Jorge, José and Joana Rocha (2020); "Agglomeration and industry spillover effects in the aftermath of a credit crunch", International Journal of Central Banking.

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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