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Miguel de Carvalho · Study

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Miguel de Carvalho

4 works· latest 2020· 3 institutionscluster: provisionalORCID 0000-0003-3248-6984

h-index4

i103

Citations142

Works here4

11

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20

Most cited in this library

Tracking the US business cycle with a singular spectrum analysis2011 · 55 citations
Real-time nowcasting the US output gap: Singular spectrum analysis at work2016 · 45 citations
Time-varying extreme value dependence with application to leading European stock markets2018 · 37 citations
Nonlinear Pricing with Reference Dependence2020 · 5 citations

Works

4 shown

Nonlinear Pricing with Reference Dependence

Oxford Research Encyclopedia of Global Public Health·2020·3 authors·other

5citations

Time-varying extreme value dependence with application to leading European stock markets

The Annals of Applied Statistics·2018·3 authors·Open access

37citations

Real-time nowcasting the US output gap: Singular spectrum analysis at work

International Journal of Forecasting·2016·2 authors·Open access

45citations

Tracking the US business cycle with a singular spectrum analysis

Economics Letters·2011·3 authors·Open access

55citations