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Jorge Caiado

Personal Details

First Name:Jorge
Middle Name:
Last Name:Caiado
Suffix:
RePEc Short-ID:pca349
[This author has chosen not to make the email address public]
https://jcaiado100.wixsite.com/jorgecaiado
CEMAPRE, ISEG Rua do Quelhas, 6 1200 Lisboa Portugal
Terminal Degree: Research in Economics and Mathematics (REM); Instituto Superior de Economia e Gestão (ISEG); Universidade de Lisboa (from RePEc Genealogy)

Affiliation

Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://cemapre.iseg.ulisboa.pt/
RePEc:edi:cmutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. João A. Bastos & Jorge Caiado, 2021. "On the classification of financial data with domain agnostic features," Working Papers REM 2021/0185, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  2. Carla Fernandes & Maria Rosa Borges & Esselina Macome & Jorge Caiado, 2021. "The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM)," Working Papers Department of Economics 2021/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  3. António Afonso, & Jorge Caiado, & Miguel St. Aubyn, 2015. "The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)," Working Papers Department of Economics 2015/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  4. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2013. "Human capital, social capital and organizational performance: A structural modeling approach," CEMAPRE Working Papers 1302, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  5. Luisa Carvalho & Teresa Costa & Jorge Caiado, 2012. "Determinants of innovation in a small open economy: A multidimensional perspective," CEMAPRE Working Papers 1201, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  6. Joao A. Bastos & Jorge Caiado, 2010. "The structure of international stock market returns," CEMAPRE Working Papers 1002, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  7. Joao A. Bastos & Jorge Caiado, 2010. "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers 1006, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  8. Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  9. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2009. "Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity," CEMAPRE Working Papers 0905, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  10. Antonio Samagaio & Eduardo Couto & Jorge Caiado, 2009. "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships," CEMAPRE Working Papers 0906, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  11. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2009. "Comparison of time series with unequal length in the frequency domain," MPRA Paper 15310, University Library of Munich, Germany.
  12. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  13. Jorge Caiado, 2009. "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers 0903, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  14. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.
  15. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany.
  16. Caiado, Jorge & Crato, Nuno, 2007. "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper 2074, University Library of Munich, Germany.
  17. Caiado, Jorge, 2007. "Forecasting water consumption in Spain using univariate time series models," MPRA Paper 6610, University Library of Munich, Germany.
  18. Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany.
  19. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
  20. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006. "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper 2075, University Library of Munich, Germany.
  21. Caiado, Jorge & Vieira, Aníbal & Bonito, Ana & Reis, Carlos & Fernandes, Francisco, 2006. "Previsão da eficácia ofensiva do futebol profissional: Um caso Português," MPRA Paper 2185, University Library of Munich, Germany.
  22. Caiado, Jorge & Crato, Nuno, 2005. "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper 2076, University Library of Munich, Germany.
  23. Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.
  24. Caiado, Jorge & Madeira, Paulo, 2002. "Determinantes do desempenho académico nos cursos de contabilidade [Determinants of the academic performance in undergraduate courses of accounting]," MPRA Paper 2199, University Library of Munich, Germany.

Articles

  1. Carla Fernandes & Maria Rosa Borges & Esselina Macome & Jorge Caiado, 2024. "Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique," Applied Economics, Taylor & Francis Journals, vol. 56(24), pages 2915-2930, May.
  2. Albino, Andreia & Caiado, Jorge & Crato, Nuno, 2024. "Time series clustering using fragmented autocorrelations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 650(C).
  3. Caiado, Jorge & Lúcio, Francisco, 2023. "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  4. Lúcio, Francisco & Caiado, Jorge, 2022. "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, vol. 49(C).
  5. Carla Fernandes & Maria Rosa Borges & Jorge Caiado, 2021. "The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach," Applied Economics, Taylor & Francis Journals, vol. 53(3), pages 400-409, January.
  6. Paula C. A. M. de Albuquerque & Jorge Caiado & Andreia Pereira, 2020. "Population aging and inflation: evidence from panel cointegration," Journal of Applied Economics, Taylor & Francis Journals, vol. 23(1), pages 469-484, January.
  7. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
  8. Coelho do Vale, Rita & Verga Matos, Pedro & Caiado, Jorge, 2016. "The impact of private labels on consumer store loyalty: An integrative perspective," Journal of Retailing and Consumer Services, Elsevier, vol. 28(C), pages 179-188.
  9. João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
  10. Luísa Carvalho & Teresa Costa & Jorge Caiado, 2013. "Determinants of innovation in a small open economy: a multidimensional perspective," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(3), pages 583-600, June.
  11. J. Augusto Felício & Eduardo Couto & Jorge Caiado, 2011. "Human capital and social capital in entrepreneurs and managers of small and medium enterprises," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(3), pages 395-420, June.
  12. Bastos, João A. & Caiado, Jorge, 2011. "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1315-1325.
  13. Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
  14. Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006. "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2668-2684, June.
  15. Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 9(1), pages 3-21.

Chapters

  1. Rita Coelho Vale & Pedro Verga Matos & Jorge Caiado, 2015. "Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach," Springer Proceedings in Business and Economics, in: Francisco J. Martínez-López & Juan Carlos Gázquez-Abad & Raj Sethuraman (ed.), Advances in National Brand and Private Label Marketing, edition 127, pages 167-175, Springer.

More information

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2008-01-12 2009-05-16 2009-05-16 2009-05-30. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2009-05-16 2009-05-16 2009-05-30 2021-08-09. Author is listed
  3. NEP-FMK: Financial Markets (4) 2009-05-16 2009-10-03 2010-07-31 2010-12-18
  4. NEP-FOR: Forecasting (4) 2007-03-17 2008-01-12 2009-05-16 2009-05-30
  5. NEP-CSE: Economics of Strategic Management (3) 2009-12-05 2012-10-13 2013-08-31
  6. NEP-RMG: Risk Management (3) 2007-03-17 2007-03-17 2008-01-12
  7. NEP-SBM: Small Business Management (3) 2009-12-05 2012-10-13 2013-08-31
  8. NEP-EEC: European Economics (2) 2007-03-17 2008-01-12
  9. NEP-ENT: Entrepreneurship (2) 2009-12-05 2013-08-31
  10. NEP-HRM: Human Capital and Human Resource Management (2) 2009-12-05 2013-08-31
  11. NEP-KNM: Knowledge Management and Knowledge Economy (2) 2009-12-05 2012-10-13
  12. NEP-SOC: Social Norms and Social Capital (2) 2009-12-05 2013-08-31
  13. NEP-SPO: Sports and Economics (2) 2007-03-17 2009-12-05
  14. NEP-BAN: Banking (1) 2021-11-01
  15. NEP-CBA: Central Banking (1) 2021-11-01
  16. NEP-CMP: Computational Economics (1) 2021-08-09
  17. NEP-FDG: Financial Development and Growth (1) 2021-11-01
  18. NEP-FLE: Financial Literacy and Education (1) 2021-11-01
  19. NEP-IFN: International Finance (1) 2007-03-17
  20. NEP-INO: Innovation (1) 2012-10-13
  21. NEP-MAC: Macroeconomics (1) 2015-03-22
  22. NEP-MON: Monetary Economics (1) 2021-11-01
  23. NEP-ORE: Operations Research (1) 2008-01-12
  24. NEP-TID: Technology and Industrial Dynamics (1) 2012-10-13

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