Interesses de Ensino e Investigação

• Macroeconomia, Política Fiscal e Monetária, Computação Aplicada à Economia

Tipo	Programa	Instituição	Ano
Doutoramento	Economia	University of Sussex	1998
Mestrado	Economia	University of Sussex	1991
Licenciatura	Economia	Instituto Superior de Economia e Gestão - UTL	1987

Unidades curriculares

Orientações

Dissertação de Doutoramento

Sofia de Sousa Vale, "Crescimento e Convergência da Economia Portuguesa, 1950-2000", Vivaldo Manuel Pereira Mendes, Dissertação de Doutoramento, Concluída, 2006

Orlando Manuel da Costa Gomes, "Dinâmica Comparativa e Crescimento de Longo Prazo em Modelos com Economias Interdependentes", Vivaldo Manuel Pereira Mendes, Dissertação de Doutoramento, Concluída, 2002

Ricardo Marcelo Gouveia Mendes Martins, "Interests, growth and returns: something is missing", Vivaldo Manuel Pereira Mendes, Dissertação de Doutoramento,

Ihor Titov, "Capital taxation and wealth inequality", Vivaldo Manuel Pereira Mendes, Dissertação de Doutoramento,

João Gonçalo Lima Braz Vieira Pinto, "Hiding or missing: essays in search for inflation", Vivaldo Manuel Pereira Mendes, Dissertação de Doutoramento,

Telma Gonçalves, "Hidden Semi Markov Models and Monetary Policy", Vivaldo Manuel Pereira Mendes, Dissertação de Doutoramento,

Dissertação de Mestrado

Nuno Rodrigo Basílio Soares, "Mercado imobiliário e bolhas: O caso de Nova Iorque", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2023

Ana Rita Ferreira Alão, "Previsão da Taxa Efetiva de Fundos Federais: Aplicação de Aprendizado Profundo", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2023

Márcia Filipa Martins Tavares, "Existem sinais de bolha imobiliária? Uma análise empírica do caso português", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2019

João Filipe Batista Mendes, "Previsão do preço da bitcoin ARIMA vs LSTM", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2019

Ivo Inácio Gomes, "Helicopter Money in a Standard New Keynesian Model - Modelling and Simulation", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2017

Daria Gustova, "The impact of E-Government Strategy on Economic Growth and Social Development", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2017

Renato Rodrigues Marques de Freitas Ramos, "Central Banks and Asset Bubbles - The United Kingdom case", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2016

Dapeng Nie, "The Quantitative Easing in China", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2016

Eneida Marília do Canto Ramos Pereira Silva, "Inflation and the Federal Reserve System Large-Scale Asset Purchase: An empirical analysis of the U.S case", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2015

Rodrigo Reis Nobre Polito, "The Bankruptcy of Lehman Brothers", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2014

Telma Filipa Batista Gonçalves da Romana, "Nonlinear Fiscal Multiplier: Evidence From Portugal", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2014

Maria Elisabete Vieira Azevedo, "Internal Devaluation and the Portuguese Debt-to-GDP Ratio", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2014

Carina de Lurdes Rodrigues Pais, "Regulação Bancária & Basileia III: Um caso português", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado, Concluída, 2012

Zainab Yaqoob, "null", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado,

Dapeng Nie, "Quantitative Easing in China", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado,

Bruna Filipa Martins Pereira, "The Great Economic Divide", Vivaldo Manuel Pereira Mendes, Dissertação de Mestrado,

Projecto final

Ana Paula Pinto Delgado, "Gestão de Tesouraria em Clientes: Depósito Remoto", Vivaldo Manuel Pereira Mendes, Projecto final, Concluída, 2013

Artigos Científicos em Revistas Internacionais

Gomes, O. & Mendes, V. (2011). Sluggish information diffusion and monetary policy shocks. Economics Bulletin. 31 (2), 1275-1287, Ciência-IUL

Mendes, D. A. & Mendes, V. (2008). Stability analysis of an implicitly defined labor market model. Physica A. 387 (15), 3921-3930, Ciência-IUL

Gomes, O., Mendes, D. A. & Mendes, V. (2008). Bounded rational expectations and the stability of interest rate policy. Physica A. 387 (15), 3882-3890, Ciência-IUL

Gomes, O., Mendes, V., Mendes, D. A. & Sousa Ramos, J. (2007). Chaotic dynamics in optimal monetary policy. European Physical Journal B. 57 (2), 195-199, Ciência-IUL

Mendes, D. A. & Mendes, V. (2005). Control of chaotic dynamics in an OLG economic model. Journal of Physics: Conference Series (JPCS). 23 (1), 158-181, Ciência-IUL

Capítulos de Livros

Mendes, D. A. & Mendes, V. (2014). Parametric Models in Spatial Econometrics: A Survey. In Pasquale Commendatore, Saime Kayam, Ingrid Kubin (Ed.), Complexity & Geographical Economics: Topics and Tools. (pp. 3-18). Berlin, Germany: Springer., Ciência-IUL

Mendes, V. & Mendes, D. A. (2011). Adaptive Learning and Central Bank Inattentiveness in Optimal Monetary Policy. In Peixoto, Mauricio Matos; Pinto, Alberto Adrego; Rand, David A. (Ed.), Dynamics, Games and Science I, II. (pp. 0-0).: Springer ., Ciência-IUL

Mendes, D. A., Mendes, V., Sousa Ramos, J. & Gomes, O. (2009). Computing Topological Entropy in Asymmetric Cournot Duopoly Games with Homogeneous Expectations. In Saber Elaydi (Trinity University), Kazuo Nishimura (Kyoto University), Mitsuhiro Shishikura (Kyoto University), Nobuyuki Tose (Keio University) (Ed.), Advances In Discrete Dynamical Systems. (pp. 169-178). Kyoto, Japão: World Scientific., Ciência-IUL

Comunicações Publicadas em Acta de Conferências

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Data frequency and forecast performance for stock markets: A deep learning approach for DAX index. In Rocío Martínez-Torres, Sergio Toral (Ed.), Proceedings of the 5th International Conference on Advanced Research Methods and Analytics (CARMA2023). (pp. 39-39). Sevilha: Editorial Universitat Politècnica de València., Ciência-IUL

Mendes, D. A., Mendes, V., Ferreira, N. B. & Menezes, R. (2010). Symbolic shadowing and the computation of entropy for observed time series. In Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu (Ed.), Econophysics Approaches to Large-Scale Business Data and Financial Crisis. (pp. 227-246). Tokyo: Springer Japan., Ciência-IUL

Mendes, V., Gomes, O. & Mendes, D. A. (2009). Optimal Monetary Policy with Partially Rational Agents. In Martin Bohner and Memet Unal (Ed.), Proceedings of the 14th International Conference on Difference Equations and Applications - ICDEA 14. (pp. 187-194). Istambul: Bahcesehir University Publishing Company., Ciência-IUL

Comunicações internacionais

Painel / Poster

Mendes, D. A., Mendes, V., Lopes, T. & Ferreira, N. B. (2021). Multivariate forecast for the G7 stock markets: a hybrid VECM-LSTM deep learning model. CCS2021-SATELLITE ON ECONOPHYSICS 2021., Ciência-IUL

Mendes, D. A. & Mendes, V. (2019). A NONLINEAR FACTOR ANALYSIS FOR LARGE SETS OF MACROECONOMIC TIME SERIES. JuliaCon2019., Ciência-IUL

Mendes, V. & Mendes, D. A. (2019). Occasionally Binding Constraints in the New Keynesian Model: Solution by Time Iteration. JuliaCon2019., Ciência-IUL

Apresentação oral

Ferreira, N. B., Mendes, D. A. & Mendes, V. (2024). Does data frequency mean better stock market forecasting performance? The German and US case study. 1st Artificial Intelligence in Finance Conference (AIIFC) ., Ciência-IUL

Mendes, D. A., Mendes, V. & Ferreira, N. B. (2023). Multivariate forecast for financial stock prices: A hybrid VAR-LSTM deep learning model. COMPSTAT 2023., Ciência-IUL

Mendes, D. A. & Mendes, V. (2023). Nonlinear factor analysis for large sets of macroeconomic time series. COMPSTAT 2023., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Could data frequency imply better forecast performance for stock markets? A case study for G7 economies. 9th International conference on Time Series and Forecasting., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Could data frequency imply better forecast performance for stock markets? A case study for DAX index Stock Market. CARMA23., Ciência-IUL

Mendes, V. & Mendes, D. A. (2021). Learning to Play Nash Equilibrium in Chaotic Dynamics. CCS2021-SATELLITE ON ECONOPHYSICS 2021., Ciência-IUL

Mendes, V. & Mendes, D. A. (2021). Learning to Play Nash Equilibrium in Chaotic Dynamics. ICDEA 2021., Ciência-IUL

Mendes, D. A. & Mendes, V. (2021). Occasionally Binding Constraints in the New Keynesian Model. ICDEA 2021., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2020). A comparative time series analysis to improve US Stock Market forecast performance by using univariate and multivariate deep learning algorithms . CARMA20., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2019). Could the supply of a chain big data analytics market register a better forecast performance for the Stock Markets? – A comparative software analysis. ITISE 2019., Ciência-IUL

Mendes, V. (2016). O Orçamento de Estado 2016. Grande Conferência Orçamento de Estado 2016., Ciência-IUL

Mendes, D. A. & Mendes, V. (2014). Forecasting the Iberian Electricity Market Demand by using Nonlinear Time Series Tools. International Interdisciplinary Business-Economics Advancement Conference (IIBA 2014)., Ciência-IUL

Mendes, V. & Mendes, D. A. (2014). Revisiting Chaotic Interest Rate Rules. International Interdisciplinary Business-Economics Advancement Conference (IIBA 2014)., Ciência-IUL

Gonçalves, T., Mendes, V. & Mendes, D. A. (2014). Nonlinear Fiscal Multiplier: Evidence From Portugal. 3rd International Conference on Dynamics, Games and Science., Ciência-IUL

Mendes, D. A. & Mendes, V. (2014). Volatility and Risk Estimation with Nonlinear Methods. 3rd International Conference on Dynamics, Games and Science., Ciência-IUL

Mendes, D. A. & Mendes, V. (2013). Learning to play Nash in deterministic uncoupled dynamics. NED'2013 - Nonlinear Economic Dynamics., Ciência-IUL

Mendes, D. A. & Mendes, V. (2013). Nonlinear dynamics and social networks: some examples and applications in economics. COST Action IS1104 – The EU in the new economic complex geography, Madrid Meeting., Ciência-IUL

Mendes, D. A. & Mendes, V. (2013). Empirical methods applied to regional economics . COST Action IS1104 – The EU in the new economic complex geography, Lisbon Meeting., Ciência-IUL

Mendes, D. A. & Mendes, V. (2013). Stability in Nonlinear Macroeconomics and the Role of Policy. CFE'2013, Computational Financial Econometrics., Ciência-IUL

Mendes, D. A. & Mendes, V. (2013). Classifying nonlinearities in ?nancial time series. CFE'2013, Computational Financial Econometrics., Ciência-IUL

Mendes, D. A. & Mendes, V. (2012). Cournot duopoly games with heterogeneous players. ICDEA 2012., Ciência-IUL

Mendes, V., Mendes, D. A. (2012). Rational Bubbles and Economic Policy. ICDEA 2012 - International Conference on Difference Equations and Applications., Ciência-IUL

Mendes, V., Mendes, D. A. & A. Guedes (2011). Characterization and prediction of the electricity demand in the Iberian peninsula by using nonlinear time series analysis. 5th CSDA International Conference on Computational and Financial Econometrics (CFE11)., Ciência-IUL

Mendes, D. A. & Mendes, V. (2011). A nonlinear factor analysis for large sets of macroeconomic time series. CFE11., Ciência-IUL

Mendes, D. A. & Mendes, V. (2011). New results about triangular maps. NOMA11 - Nonlinear Maps and Applications ., Ciência-IUL

Mendes, D. A. & Mendes, V. (2011). Applications of dynamical systems in economy and biology. International Collquium Poincaré, Problems and Perspectives., Ciência-IUL

Mendes, V. & Mendes, D. A. (2011). Learning to Play Nash in Uncoupled Deterministic Dynamics. International Workshop on Nonlinear Maps and their Applications -- NOMA 11., Ciência-IUL

Mendes, V., Mendes, D.A. (2011). New results for skew-product maps: Applications in Economics. NOMA'11 - Nonlinear Maps and Applications., Ciência-IUL

Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2009). Are There Simple Adaptive Heuristics that Secure Nash Equilibria?. International Conference on Difference Equations and Applications., Ciência-IUL

Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2008). Learning to be Stable in Bayesian Cournot Games. International Conference on "Progress on Difference Equations" in Honor of Prof. Saber Elaydi., Ciência-IUL

Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2008). Learning to Play Nash Equilibrium in Deterministic Uncoupled Dynamics. International Conference on Difference Equations and Applications., Ciência-IUL

Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2008). Learning to Play Nash Equilibrium in Deterministic Uncoupled Dynamics. International Conference on "Dynamics & Applications", in Honor of Mauricio Peixoto and David Rand., Ciência-IUL

Comunicações nacionais

Painel / Poster

Ramos, F.R., Costa, A., Mendes, V. & Mendes, V. (2018). Forecasting financial time series: a comparative study. JOCLAD 2018, XXIV Jornadas de Classificação e Análise de Dados., Ciência-IUL

Apresentação oral

Costa, A., Ramos, F.R., Mendes, V. & Mendes, V. (2019). Forecasting financial time series using deep learning techniques. IO2019 - XX Congresso da APDIO 2019., Ciência-IUL

Costa, A., Mendes, V., Ramos, F.R. & Mendes, V. (2018). Forecasting financial time series: a comparative study. IO2018 - XIX Congresso da APDIO 2018., Ciência-IUL

Cargos de Gestão Académica

Coordenador do 2º Ano (2024, 2026)

Coordenador do 2º Ano (2022, 2024)

Membro (Docente) (2016, 2020)

Membro (Docente) (2016, 2020)

Director (2011, 2012)

Membro (Docente) (2010, 2014)

Director (2010, 2011)

Presidente (2010, 2014)

Membro (Docente) (2010, 2014)

Membro (Docente) (2010, 2014)

Director (2010, 2014)