A5091374307- Monetary Policy and Economic Impact
- Financial Risk and Volatility Modeling
- Diverse Aspects of Tourism Research
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
- Stochastic processes and financial applications
- Sport and Mega-Event Impacts
- Financial Markets and Investment Strategies
- Wine Industry and Tourism
- Digital Marketing and Social Media
- Banking stability, regulation, efficiency
- Statistical Methods and Inference
- Housing Market and Economics
- Global Financial Crisis and Policies
- Economics of Agriculture and Food Markets
- Economic Growth and Productivity
- Cruise Tourism Development and Management
- Spatial and Panel Data Analysis
- Statistical Distribution Estimation and Applications
- Credit Risk and Financial Regulations
- BRCA gene mutations in cancer
- Economic theories and models
- Forecasting Techniques and Applications
- Genetic factors in colorectal cancer
- Cognitive Science and Mapping
Maastricht University
2011-2024
Banco de Portugal
2014-2024
Universidade Nova de Lisboa
2013-2024
University of Algarve
2002-2023
Nova Southeastern University
2023
Instituto Português de Oncologia de Coimbra Francisco Gentil
2018-2019
Embraer (Brazil)
2019
Beneficência Portuguesa de São Paulo
2000-2018
Hospital Beatriz Ângelo
2015-2017
Goethe University Frankfurt
2016
Abstract In two recent papers Enders and Lee (2009) Becker, (2006) provide Lagrange multiplier ordinary least squares de‐trended unit root tests, stationarity respectively, which incorporate a Fourier approximation element in the deterministic component. Such an approach can prove useful providing robustness against variety of breaks trend function unknown form number. this article, we generalize testing procedure based on local generalized (GLS) de‐trending proposed by Elliott, Rothenberg...
In the long run, tourism competitiveness depends on sustainable use of territorial assets: differentiation destinations integration cultural and natural resources into supply, but also their preservation over time. The link between sustainability is staring point for our analysis relationships regional competitiveness, dynamics demand investment existence assets in European regions, by using advanced spatial econometric techniques. Despite close relationship activities characteristics...
Patients presenting familial adenomatous polyposis (FAP), attenuated (AFAP) or multiple colorectal adenomas (MCRAs) phenotype are clinically difficult to distinguish. We aimed genetically characterize 107 well‐characterized patients with FAP‐like phenotype, and stratified according the recent guidelines for clinical management of FAP: FAP, AFAP, MCRA (10–99 adenomas) without family history cancer few (FH), (10–99) FH, (3–9) FH. Overall, APC MUTYH mutations were detected in 42/48 (88%), 14/20...
Purpose The purpose of this paper is to analyze possible causal relationships between exports, inward foreign investment and economic growth in Portugal identify their direction. Design/methodology/approach uses a three‐stage procedure based on unit root, cointegration causality tests applied annual data from 1977 2004. Findings reveals that exports FDI foster the long‐run while short‐run there bi‐directional relationship univariate running exports. viewed as major determinant growth, both...
Over the recent decades researchers in academia and central banks have developed early warning systems (EWS) designed to warn policy makers of potential future economic financial crises. These EWS are based on diverse approaches empirical models. In this paper we compare performance nine distinct models for predicting banking crises resulting from work Macroprudential Research Network (MaRs) initiated by European System Central Banks. order ensure comparability, all use same database created...
The intangibility of banking services makes the evaluation service quality and customer convenience difficult to measure. This paper aims construct an integrated system for retail at bank branch level by combining cognitive mapping with measuring attractiveness a categorical based technique. We strive introduce transparency in decision making process add performance literature banking. Strengths, weaknesses practical applications our multiple criteria are also discussed.
Citation metrics are frequently used to assess research and rank journals researchers. Nevertheless, this is still a process with asymmetric information. Tourism has matured within small community through multidisciplinary scientific paradigm. This paper aims understand the determinants of tourism citation patterns. To end, 101,968 papers fifteen years (2004-2018) analysed. Our empirical results suggest that authors’ prestige, nature research, impact factor bibliometric articles will likely...
We report here the draft genome sequence of first NDM-1-producing Providencia stuartii strain isolated in Portugal. Sequence analyses revealed presence an incompatibility group A/C2 (IncA/C2) plasmid and diverse acquired genes conferring resistance to β-lactams, aminoglycosides, tetracycline, macrolides, chloramphenicol, sulfonamides. This contributes evaluation spread NDM-1 producers.
This paper assesses the determinants of international tourists' spending in Algarve from 2007 to 2010. Based on a sample 15,542 observations cross-section model was estimated using ordinary least squares. The results reveal that combination socio-demographic, behavioural and motivation variables explain patterns tourists Algarve. Analysis data indicates tourist motivations related accommodation facilities, cultural historical resources, gastronomy, hospitality, prices sightseeing tours...
This paper uses Monte Carlo simulations to analyze the performance of several seasonal unit root tests for monthly time series. The are those Dickey, Hasza and Fuller (DHF), Hylleberg, Engle, Granger Yoo (HEGY), Osborn, Chui, Smith Birchenhall (OCSB). test Dickey (DF) is also considered. results indicate that users have be particularly cautious when applying version HEGY test. In general, DHF OCSB preferable in terms size power, but these procedures may impose invalid restrictions. An...
ABSTRACT This paper adopts a unified approach to the derivation of asymptotic distributions various seasonal unit root tests. The procedures considered are those Dickey et al. [DHF], Kunst, Hylleberg [HEGY], Osborn [OCSB], Ghysels [GHL] and Franses. shows that all these test statistics functions same vector Brownian motions. Kunst overall HEGY F-test are, indeed, equivalent both asymptotically in finite samples, while Franses GHL tests shown have parameterizations. OCSB DHF regressions...
Over the last two decades combination of tourism and information communication technologies (ICT) has led to considerable changes in tourists' behaviour. As can be inferred from increasing number online reservations observed recent years, growing companies positively contributed demand growth. In this paper, using panel data models, authors investigate importance ICT as a potential determinant demand. Overall, results show that technological developments over decades, particular Internet,...
This article investigates several crucial issues that arise when modeling equity returns with stochastic variance. (i) Does the model need to include jumps even using a nonaffine variance specification? We find jump models clearly outperform pure volatility models. (ii) How do affine specifications perform compared in diffusion setup? models, after including jumps.
To understand the impact of 2007–9 financial crisis, we model Euro overnight interest rate average (EONIA) spread against main reference as an exponential general autoregressive conditional heteroskedastic (EGARCH) model. Before fixed full allotment policy European Central Bank (ECB) (period 2004–8), follow a two regime approach, however afterwards (2008–9), conventional EGARCH seems more adequate. The results suggest greater difficulty during turmoil for ECB to steer EONIA spread. liquidity...