Nunes, Luís Catela

 Luis Catela Nunes  

Associate Professor



Luís Catela Nunes is an Associate Professor of Econometrics at Nova School of Business and Economics. He received his PhD from the University of Illinois at Urbana-Champaign.

His research interests include several areas in applied and theoretical econometrics, time-series analysis, forecasting, empirical finance, and environmental valuation. His work has been published in journals such as The Journal of the Royal Statistical Society, Econometric Theory, International Journal of Forecasting, Journal of Macroeconomics, Journal of Empirical Finance, The Quarterly Review of Economics and Finance, and Environmental and Resource Economics, among others.

He teaches several Statistics and Econometric courses at undergraduate and graduate levels, and also the Uncertainty and Decision Making course at the MBA program. He has also served as academic director of the undergraduate programs and as President for Pedagogical Affairs at Nova.

Besides his work in several academic research projects, Luís Catela Nunes has also been a consultant to several companies, banks, and Government agencies.

Research Interests

Econometrics, Time Series Analysis, Empirical Finance, Environmental Valuation

Recent Publications

Banović, Marija, Nunes, Luis Catela, Arsenijevic, Vladan (2013)."An Application of Wavelet Analysis to Meat Consumption Cycles"; Food and Nutrition Sciences, vol. 4, pp.252-261.

Cunha-e-Sá, Maria A, Madureira, Lívia,. Nunes, Luís C., Otrachshenko, Vladimir, (2012), "Protesting and Justifying: A Latent Class Model for Contingent Valuation with Attitudinal Data", Environmental and Resource Economics, Volume 52, Number 4, pp. 531-548.

Nunes, Luís C , Lopes, José Mário (2012) "A Markov Regime Switching Model of Crises and Contagion: The Case of the Iberian Countries in the EMS", Journal of Macroeconomics, vol. 34, Issue 4; pp. 1141-1153.

Rua, António, Nunes, Luís C., (2012), "A Wavelet-Based Assessment of Market Risk: The Emerging Markets Case", The Quarterly Review of Economics and Finance, Volume 52, Issue 1, pp.84-92