Overview
Luís C. Nunes is an economist at Universidade Nova de Lisboa. His research spans Bayesian VAR forecasting, cointegration, and macroeconomic modeling for the euro area.
Key Contributions
- Felix and Nunes (2003): Co-developed a real/price block extension of the Minnesota prior and provided empirical evidence that informative priors on error-correction factor loadings are essential when using Johansen-based BECM models with multiple cointegrating vectors.
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