Education
| 2008 | Doctorate, Economy, Economics Aix-Marseille U. (France) |
| 2005 | Master, Mathematics, Econometrics Aix-Marseille U. (France) |
| 2004 | Master, Economy, Economics Babes-Bolyai University (Romania) |
| 2003 | Bachelor, Economy, Economics Babes-Bolyai University (Romania) |
Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: A dynamic intensity model The Econometrics Journal |
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| 2022 | Econometric Analysis of Switching Expectations in UK Inflation Oxford Bulletin of Economics and Statistics |
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| 2019 | Bootstrapping Structural Change Tests Journal of Econometrics |
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| 2019 | Link of moments before and after transformations, with an application to resampling from fat-tailed distributions Econometric Theory |
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| 2019 | Behavioral Heterogeneity in U.S. Inflation Dynamics Journal of Business and Economic Statistics |
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| 2017 | The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample Review of Economics and Statistics |
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| 2015 | A Parametric Bootstrap for Heavy-Tailed Distributions Econometric Theory |
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Case study published in refereed journal or outlet
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | Measuring inflation expectations using Phillips curve models Sage |
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Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Statistics I | Licenciatura Bolonha em Finanças - Finance, Licenciatura Bolonha em Gestão - Management, Licenciatura Bolonha em Economia - Economics | Yes |
| 1º | Statistics I | Licenciatura Bolonha em Finanças - Finance, Licenciatura Bolonha em Gestão - Management, Licenciatura Bolonha em Economia - Economics | Yes |
| 2º | Econometrics | Licenciatura Bolonha em Finanças - Finance, Licenciatura Bolonha em Gestão - Management, Licenciatura Bolonha em Economia - Economics | Yes |
| 1º | Séries Temporais | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão | Yes |
| 1º | Métodos Estatísticos | Mestrado Bolonha em Gestão e Estratégia Industrial - Gestão e Estratégia Industrial | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2024/2025 | MAFALDA GOMES GASPAR Credit Scoring using Machine Learning - Causal Inference and Forecasting Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | VASCO COSTA LEAL Creating a Large Data Set for Forecasting Inflation in the European Context using Machine Learning Techniques Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | ISABEL ALMEIDA ROQUE IMPACT OF CLIMATE CHANGE AWARENESS INDEX ON PORTFOLIO RETURNS IN THE UNITED STATES IN THE LAST 20 YEARS Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | STEFANO ROSSI A NOVEL APPROACH TO IDENTIFY MONETARY POLICY SURPRISES FOR LOCAL PROJECTION IN THE EUROZONE Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | EDUARDO SEBASTIAN HARO PAREDES THE EFFECT OF TEENAGE PREGNANCY ON ECUADORIAN WOMEN’S YEARS OF SCHOOLING Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | DAVID DO COUTO Analysis of Cryptocurrency Jumps using Post-Double-Selection HAR-J models Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | SARA PATRÍCIA MACHADO VALENTE FIVE YEAR EMIGRATION FORECAST Instituto Superior de Economia e Gestão |
Master | Ver |