Educação
| 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) |
Publicações e Citações
Journal article
| Ano | Título / Publicação | Link |
|---|---|---|
| 2023 | Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: A dynamic intensity model The Econometrics Journal |
Ver |
| 2022 | Econometric Analysis of Switching Expectations in UK Inflation Oxford Bulletin of Economics and Statistics |
Ver |
| 2019 | Bootstrapping Structural Change Tests Journal of Econometrics |
Ver |
| 2019 | Link of moments before and after transformations, with an application to resampling from fat-tailed distributions Econometric Theory |
Ver |
| 2019 | Behavioral Heterogeneity in U.S. Inflation Dynamics Journal of Business and Economic Statistics |
Ver |
| 2017 | The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample Review of Economics and Statistics |
Ver |
| 2015 | A Parametric Bootstrap for Heavy-Tailed Distributions Econometric Theory |
Ver |
Case study published in refereed journal or outlet
| Ano | Título / Publicação | Link |
|---|---|---|
| 2023 | Measuring inflation expectations using Phillips curve models Sage |
Ver |
Ensino
2025/2026
| Semester | Curso | Graduação | Coordenação |
|---|---|---|---|
| 1º | Séries Temporais | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão | Yes |
| 1º | Statistical Methods and Visualization | Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Mestrado Bolonha em Análise de Dados Empresariais - Data Analytics for Business, Mestrado Bolonha em Economia - Economia | Yes |
| Ano | Aluno / Título / Instituição | Tipo | Link |
|---|---|---|---|
| 2024/2025 | MAFALDA GOMES GASPAR Credit Scoring using Machine Learning - Causal Inference and Forecasting Instituto Superior de Economia e Gestão |
Master | Ver |
| 2024/2025 | MARIANA MAIA SILVA Spillovers de Volatilidade entre Mercados Ambientais, Sociais e de Governança |
Master | Ver |
| 2024/2025 | JOHANA PERTOLDOVA CLIMATE CHANGE AWARENESS INDEX AND ITS EFFECT ON FINANCIAL MARKETS FROM ECONOMETRIC PERSPECTIVE Instituto Superior de Economia e Gestão |
Master | Ver |
| 2024/2025 | CATARINA GARCIA MIRANDA SILVA PINTO An Application of Spatial Econometrics to the Vulnerability Index for Italy 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 |