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Pessoas

  • Membros integrados

Cristina Amado

Doutoramento em Ekonomisk Statistik Escola de Economia de Estocolmo

Sobre

Cristina Amado is currently an Assistant Professor in the Department of Economics at the University of Minho, Portugal, and an international research fellow at CREATES, Aarhus University. She holds a PhD in Economic Statistics from the Stockholm School of Economics with a thesis entitled “Four essays on the econometric modelling of volatility and durations” since 2009. She is also a research member at the Economic Policies Research Centre (NIPE). Her main research interests lie within the fields of time-series analysis, nonlinear modelling and mathematical statistics.

 

Áreas de interesse

Time-series analysis
nonlinear modelling and mathematical statistics.

Publicações

Campos-Martins, S , & Amado, C (2022)

Financial market linkages and the sovereign debt crisis

Journal of International Money and Finance, 123, 102596 DOI
Amado, C , & Teräsvirta, T (2017)

Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications

Econometric Reviews, 36(4), 421–446 DOI
Amado, C , Silvennoinen, A , & Teräsvirta, T (2017)

Modelling and Forecasting WIG20 Daily Returns

Central European Journal of Economic Modelling and Econometrics, 9, 173–200 DOI
Amado, C , & Teräsvirta, T (2014)

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Journal of Business and Economic Statistics, 32(1), 69–87 DOI
Amado, C , & Teräsvirta, T (2014)

Modelling changes in the unconditional variance of long stock return series

Journal of Empirical Finance, 25, 15–35 DOI

Projectos

Continuidade e Mudança nas Políticas Públicas em Portugal (1975-2020)

Financiamento: Fundação Francisco Manuel dos Santos

Duração: 2021-10-01 - 2024-04-30

Avanços em Modelação Econométrica de Séries Temporais Não-Lineares e Aplicações

Financiamento: Programa Operacional Competitividade e Internacionalização

Duração: 2018-10-01 - 2022-09-30

Modelização de Volatilidade e Durações com Modelos Não-Lineares de Séries Temporais

Financiamento: Fundação para a Ciência e Tecnologia

Duração: 2013-01-01 - 2015-06-30

Ensino

Análise de Dados e Competências Transversais Mestrado
Econometria I Licenciatura
Tópicos de Econometria Mestrado

ODS