Formação Académica

Doutor (Ph.D.) em Economia, The Pennsylvania State University, U.S.A., Maio de 2005, ”Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events,” Supervisor: Professor Herman J. Bierens.

Cargo actual/docência

Professor Auxiliar, em exclusividade, DMQ, ISCTE-EG, Lisboa, Portugal

Principais áreas de investigação e ensino

Econometrics (Time Series, Macroeconometrics and Financial Econometrics).

In particular, empirical applications in economics and finance; econometric analysis of theoretical models; and theoretical work in unit roots and cointegration, nonlinear and nonparametrics models, structural breaks and long memory.

Principais Publicações

Livros

2005, “Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events,” UMI Dissertation Publishing.

Artigos

2004, “On the Forecasting Ability of ARFIMA Models when Infrequent Breaks Occur,” Econometrics Journal, 7, 455-475 (com Vasco J. Gabriel).