Research

I have a Ph.D. in Mathematics, in the area of Numerical Analysis (Theory and Applications of Spline Functions).

More recently, I have been working on the application of Wavelet Analysis to Economics, Finance and Political Science.

In collaboration with Luís-Aguiar Conraria, we developed a matlab toolbox – the ASToolbox – to implement (continuous, uni and multivariate ) wavelet tools. There is also a R version of this toolbox.

To download these toolboxes and the codes from some of our papers you can visit the following page.

I am also starting to work on Cellular Automata.

PUBLICATIONS

Refereed journals

• Carbon financial markets: a time-frequency analysis of CO₂ prices (forthcoming) (joint with L. Aguiar-Conraria and R. Sousa)
• The continuous wavelet transform: moving beyond uni and bivariate analysis, Journal of Economic Surveys 28(2), 344-375, 2014 (joint with L. Aguiar-Conraria)

(Circulated as working paper with the title: The continuous wavelet transform: a primer – NIPE WP 16/2011)

• The nationalization of electoral cycles in the United States: a wavelet analysis, Public Choice, 156 (3-4), 387-408, 2013 (joint with L. Aguiar-Conraria and P. Magalhães)
• Convergence of the economic sentiment cycles in the eurozone: a time-frequency analysis, Journal of Common Market Studies, 51(3), 377-398, 2013 (joint with L. Aguiar-Conraria and M. M. F. Martins)
• Cycles in Politics: wavelet analysis of political time-series, The American Journal of Political Science, 56(2), 500-518, 2012 (joint with L. Aguiar-Conraria and P. Magalhães) – NIPE WP 25/2011
• The yield curve and the macro-economy across time and frequencies, Journal of Economic Dynamics & Control, 36(12), 1950-1970, 2012 (joint with L. Aguiar-Conraria and M. M. F. Martins) – NIPE WP 21/2010
• Business cycle synchronization and the Euro: a wavelet analysis, Journal of Macroeconomics, 33(3), 477-489, 2011 (joint with L. Aguiar-Conraria) – NIPE WP 36/2010
• Oil and the Macroeconomy: using wavelets to analyze old issues, Empirical Economics , 40(3), 645-655, 2011 (joint with L. Aguiar-Conraria)
• Using wavelets to decompose the time‐frequency effects of monetary policy, Physica A: Statistical Mechanics and its Applications, 387 (12), 2863‐2878, 2008 (joint with L. Aguiar-Conraria and N. Azevedo)
• A regularization of nonlinear diffusion equations in a multiresolution framework, Math. Meth. Appl. Sci., 31, 576-587 , 2008 (joint with G. Teschke and M. Zhariy)
• A numerical method for the computation of Faber polynomials for starlike domains, J. Numer. Anal., 13, 181-193 ,1993 (joint with N. Papamichael and N. Stylianopoulos)
• An O(h6) cubic cpline interpolation procedure for harmonic functions, Num. Meth. PDE´s, 7, 43-59 ,1991 (joint with N. Papamichael)
• Cubic and quintic spline-on-spline interpolation, J. Comp. Appl. Math., 20, 359-366 ,1987 (joint with N. Papamichael)
• A posteriori corrections for non-periodic cubic and quintic interpolating splines at equally spaced knots, IMA J. Numer. Anal, 6, 489-582, 1986 (joint with N. Papamichael)

Conference proceedings

· Homogeneous Dynamics for Square Boolean Automata with Null Boundary Conditions, B. Murgante et. al (Eds) , ICCSA 2014, Part I, LNCS 8579, 30-43 ,2014 (joint with R. Severino and M. E. Athayde)

· Inflation rate dynamics convergence within the Euro, B. Murgante et. al (Eds) , ICCSA 2014, Part I, LNCS 8579, 132-145 ,2014 (joint L. Aguiar-Conraria)

· A wavelet based numerical method for nonlinear partial differential equations, IKM Conference, Weimar, 2003 (electronic publication) (joint with S. Dahlke, M. Lindemann, G. Teschke, M. Zhariy, P. Cerejeiras and U.Kahler)

· Transforms, Algorithms and Applications, Proc. Conference Mathematical Techniques and Problems in Telecommunications, Tomar, September 2003.

· Wavelets and Multiresolution Analysis (in portuguese), Proc. Mathematics for Telecommunications - What Problems?, Coimbra, September 1998.

· Wavelets and Signal Processing (in portuguese), Proc. First National Conference on Telecommunications, Aveiro, April 1997.

Book chapters

· Oil shocks and the Euro as an Optimum Currency Area, in Wavelet Applications in Economics and Finance: essay in honor of James B. Ramsey, Ed. Marco Gallegati, Springer (forthcoming) (joint with L. Aguiar-Conraria and T. M. Rodrigues) - NIPE WP 01/2013

· Extrapollated collocation methods for two-point boundary value problems, in Numerical Approximation of Partial Differential Equations, Ed. E. L. Ortiz, North-Holland, Amsterdam, 1987.

Working papers (related to, but not completely coincident with published papers)

· Synchronism in electoral cycles: how united are the United States? (joint with L. Aguiar-Conraria and P. Magalhães), NIPE WP 17/2010

· On waves in war and elections (joint with L. Aguiar-Conraria and P. Magalhães), NIPE WP 1/2010

· Using wavelets to decompose time-frequency economic relations (joint with L. Aguiar-Conraria), NIPE WP 17/2007

· Using cross-wavelets to decompose the time-frequency relations between oil and the macroeconomy (joint with L. Aguiar-Conraria), NIPE WP 16/2007

Other Publications

· Wavelets and Economics, Bulletin of the International Center for Mathematics, July 2011, 10 – 18 (joint with Luís-Aguiar Conraria.)

· A Posteriori Corrections for Cubic and Quintic Interpolating Splines with Applications to the Solution of Two-Point Boundary Value Problems, Ph. D. Thesis, Brunel University, 1986

· Two Classes of Interpolatory Piecewise Polynomials, M. Sc. Dissertation, Brunel University, 1983

ORGANIZATION OF SCIENTIFIC MEETINGS

· Primeiro Encontro em História e Epistemologia da Matemática (on the 80^th anniversary of Prof. Maria Fernanada Estrada), University of Minho, 2011

· Encontro de Análise Numérica (dedicated to the memory of Prof. Raquel valença), University of Minho, 2003

· VI Workshop of Numerical Analysis of Free Boundary Problems, Braga, 14-16 November 1998

· Mathematics for Telecommunications- What problems?, Coimbra, September 1998

· Meeting of the Portuguese Mathematical Society, Braga, February 1998.

· Wavelets and Their Applications, University of Madeira, August 1994.

· XII Portuguese-Spanish Mathematical Meetings, University of Minho, May 1987.

REFEREEING

· Axioms

· Computational Economics

· Empirical Economics

· IET Image Processing

· International Review of Economics and Finance

· Lecture Notes in Mathematics

· Quarterly Review of Economics and Finance

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