Project CEMAPRE internal
| Title | Econometric methods for Macro and financial time series |
| Participants | Nuno Sobreira (Principal Investigator) |
| Summary | The objective of the work produced under this project is to study the consequences of applying popular methods in microeconometrics to non-stationary time-series data and, potentially, cointegrated data, as it is routinely done in a vast literature in macroeconomics. I also want to develop and complete a work that explores historical data from the Lisbon Stock Exchange covering the second half of the nineteenth century and the early twentieth century until the First World War, and to develop other potential works related to financial markets. |