Ensuring dynamic strategic fit of firms that compete globally in alliances and networks: proposing the Global SNA - Strategic Network Analysis - framework

In order to sustain their competitive advantage in the current increasingly globalized and turbulent context, more and more firms are competing globally in alliances and networks that oblige them to adopt new managerial paradigms and tools. However, their strategic analyses rarely take into account the strategic implications of these alliances and networks, considering their global relational characteristics, admittedly because of a lack of adequate tools to do so. This paper contributes to research that seeks to fill this gap by proposing the Global Strategic Network Analysis - SNA - framework. Its purpose is to help firms that compete globally in alliances and networks to carry out their strategic assessments and decision-making with a view to ensuring dynamic strategic fit from both a global and relational perspective.

Semantic social network analysis

Mestrado em Engenharia Informática

Social network analysis applied to knowledge creation and transfer in the portuguese agricultural R&D field: an exploratory study

Paper presented at the 9th European Conference on Knowledge Management, Southampton Solent University, Southampton, UK, 4-5 Sep. 2008. URL: http://academic-conferences.org/eckm/eckm2008/eckm08-home.htm

Enterprise information portals: potential for evaluating research for knowledge management and human capital assets using social network analysis

Paper presented at the ECKM 2010 – 11th European Conference on Knowledge Management, 2-3 September, 2010, Famalicão, Portugal. URL: http://www.academic-conferences.org/eckm/eckm2010/eckm10-home.htm

Chronic disease prevention and health promotion. Public policies and social network analysis of the hospitals services and oyhers health and social organizations to support joint action for children with diabetes

Comunicação apresentada na 18th Conference International of Health Promotion Hospitals & Health Services "Tackling causes and consequences of inequalities in health: contributions of health services and the HPH network", em Manchester de 14-16 de april de 2010

Co-Authorship of scientists in the energy field: an exploratory study of the ETDE World Energy Database (ETDEWEB) using Social Network Analysis

Paper presented at the 5th European Conference Economics and Management of Energy in Industry, Vilamoura, Algarve. Apr. 14-17, 2009, 11p. URL: http:// www.cenertec.pt/ecemei/

Co-Authorship of scientists in the energy field: a study of the ETDE World Energy Database (ETDEWEB) using social network analysis

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Gestão de Informação

Scientific authorships and collaboration network analysis on Chagas disease: papers indexed in PubMed (1940-2009)

Chagas disease is a chronic, tropical, parasitic disease, endemic throughout Latin America. The large-scale migration of populations has increased the geographic distribution of the disease and cases have been observed in many other countries around the world. To strengthen the critical mass of knowledge generated in different countries, it is essential to promote cooperative and translational research initiatives. We analyzed authorship of scientific documents on Chagas disease indexed in the Medline database from 1940 to 2009. Bibliometrics was used to analyze the evolution of collaboration patterns. A Social Network Analysis was carried out to identify the main research groups in the area by applying clustering methods. We then analyzed 13,989 papers produced by 21,350 authors. Collaboration among authors dramatically increased over the study period, reaching an average of 6.2 authors per paper in the last five-year period. Applying a threshold of collaboration of five or more papers signed in co-authorship, we identified 148 consolidated research groups made up of 1,750 authors. The Chagas disease network identified constitutes a "small world," characterized by a high degree of clustering and a notably high number of Brazilian researchers.

Learning networks and moodle use in online courses: a social network analysis study

Dissertação para obtenção do Grau de Doutor em Ciências da Educação Especialidade em Tecnologias, Redes e Multimédia na Educação e Formação

Open innovation and social network analysis

The present article is based on the report for the Doctoral Conference of the PhD programme in Technology Assessment, held at FCT-UNL Campus, Monte de Caparica, July 9th, 2012. The PhD thesis has the supervision of Prof. Cristina Sousa (ISCTE-IUL), and co-supervision of Prof. José Cardoso e Cunha (FCT-UNL).

Bayesian Inference in the Time Varying Cointegration Model

There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.

Large Time-Varying Parameter VARs

In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.

Model Switching and Model Averaging in Time- Varying Parameter Regression Models

This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

Time Varying Dimension Models

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-fitting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose a more parsimonious TVP representation, or to switch between different parsimonious representations. Our TVD models all fall in the category of dynamic mixture models. We discuss the properties of these models and present methods for Bayesian inference. An application involving US inflation forecasting illustrates and compares the different TVD models. We find our TVD approaches exhibit better forecasting performance than several standard benchmarks and shrink towards parsimonious specifications.