João Sousa
(Joao Sousa)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Sousa, João & Sousa, Ricardo M., 2013.
"Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K,"
Working Paper Series
1575, European Central Bank.
- João M. Sousa & Ricardo M. Sousa, 2019. "Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 139-176, June.
- Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
Cited by:
- Adam Gersl & Jitka Lesanovska, 2013.
"Explaining the Czech Interbank Market Risk Premium,"
Working Papers
2013/01, Czech National Bank.
- Geršl, Adam & Lešanovská, Jitka, 2014. "Explaining the Czech interbank market risk premium," Economic Systems, Elsevier, vol. 38(4), pages 536-551.
- Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E., 2016. "Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 122-143.
- Costantini, Mauro & Sousa, Ricardo M., 2022. "What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
- Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023.
"Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers 21-038/III, Tinbergen Institute.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.
- João Sousa & Ricardo M. Sousa, 2011.
"Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S,"
NIPE Working Papers
21/2011, NIPE - Universidade do Minho.
- Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
Cited by:
- Adam Gersl & Jitka Lesanovska, 2013.
"Explaining the Czech Interbank Market Risk Premium,"
Working Papers
2013/01, Czech National Bank.
- Geršl, Adam & Lešanovská, Jitka, 2014. "Explaining the Czech interbank market risk premium," Economic Systems, Elsevier, vol. 38(4), pages 536-551.
- Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E., 2016. "Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 122-143.
- Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.
- Isabel Gameiro, 2010.
"Monetary Policy Effects: Evidence from the Portuguese Flow of Funds,"
Working Papers
w201014, Banco de Portugal, Economics and Research Department.
Cited by:
- Riccardo Bonci, 2012.
"Monetary policy and the flow of funds in the euro area,"
Temi di discussione (Economic working papers)
861, Bank of Italy, Economic Research and International Relations Area.
- Bonci, Riccardo, 2011. "Monetary policy and the flow of funds in the euro area," Working Paper Series 1402, European Central Bank.
- Bhattacharya, Rudrani & Tripathi, Shruti & Chowdhury, Sahana Roy, 2019. "Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis," Working Papers 19/274, National Institute of Public Finance and Policy.
- Riccardo Bonci, 2012.
"Monetary policy and the flow of funds in the euro area,"
Temi di discussione (Economic working papers)
861, Bank of Italy, Economic Research and International Relations Area.
- Mestre, Ricardo & Sousa, João & Jacquinot, Pascal & Gomes, Sandra, 2010.
"Global policy at the zero lower bound in a large-scale DSGE model,"
Working Paper Series
1254, European Central Bank.
- Gomes, S. & Jacquinot, P. & Mestre, R. & Sousa, J., 2015. "Global policy at the zero lower bound in a large-scale DSGE model," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 134-153.
- Sandra Gomes & P. Jacquinot, 2010. "Global policy at the Zero Lower Bound in a large-scale DSGE model," Working Papers w201018, Banco de Portugal, Economics and Research Department.
Cited by:
- Matthieu Darracq Paries & Pascal Jacquinot & Niki Papadopoulou, 2016. "Synopsis of the Euro Area Financial Crisis," Working Papers 2016-8, Central Bank of Cyprus.
- Hernández de Cos, Pablo & Warmedinger, Thomas & Checherita-Westphal, Cristina, 2015.
"Fiscal multipliers and beyond,"
Occasional Paper Series
162, European Central Bank.
- Thomas Warmedinger & Cristina Checherita-Westphal & Pablo Hernández de Cos, 2015. "Fiscal Multipliers and Beyond," Hacienda Pública Española / Review of Public Economics, IEF, vol. 215(4), pages 139-168, December.
- Maria Manuel Campos & Cristina Checherita-Westphal, 2019. "Economic consequences of high public debt and challenges ahead for the euro area," Working Papers o201904, Banco de Portugal, Economics and Research Department.
- Flotho, Stefanie, 2015. "Fiscal Multipliers In A Monetary Union Under The Zero–Lower–Bound Constraint," Macroeconomic Dynamics, Cambridge University Press, vol. 19(6), pages 1171-1194, September.
- Kollmann, Robert, 2021.
"Liquidity traps in a world economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Kollmann, Robert, 2021. "Liquidity Traps in a World Economy," MPRA Paper 105113, University Library of Munich, Germany.
- Robert Kollmann, 2021. "Liquidity Traps in a World Economy," Working Papers ECARES 2021-02, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2021. "Liquidity Traps in a World Economy," CEPR Discussion Papers 15631, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2021. "Liquidity traps in a world economy," CAMA Working Papers 2021-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Flotho, Stefanie, 2012. "Monetary and Fiscal Policy in a Monetary Union under the Zero Lower Bound constraint," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62028, Verein für Socialpolitik / German Economic Association.
- Gomes, Sandra, 2018.
"Euro area structural reforms in times of a global crisis,"
Journal of Macroeconomics, Elsevier, vol. 55(C), pages 28-45.
- Sandra Gomes, 2014. "Euro area structural reforms in times of a global crisis," Working Papers w201408, Banco de Portugal, Economics and Research Department.
- Darracq Pariès, Matthieu & Jacquinot, Pascal & Papadopoulou, Niki, 2016. "Parsing financial fragmentation in the euro area: a multi-country DSGE perspective," Working Paper Series 1891, European Central Bank.
- Celso José Costa Jr & Alejandro Garcia-Cintado & Karlo Marques, 2020. "Conventional macroeconomic policies and the pandemic-driven recession," Working Papers 20.03, Universidad Pablo de Olavide, Department of Economics.
- Pablo Burriel & Cristina Checherita-Westphal & Pascal Jacquinot & Matthias Schön & Nikolai Stähler, 2020.
"Economic consequences of high public debt: evidence from three large scale DSGE models,"
Working Papers
2029, Banco de España.
- Burriel, Pablo & Checherita-Westphal, Cristina & Jacquinot, Pascal & Stähler, Nikolai & Schön, Matthias, 2020. "Economic consequences of high public debt: evidence from three large scale DSGE models," Working Paper Series 2450, European Central Bank.
- Yugang He & Zhuoqi Teng, 2024. "Navigating Uncharted Waters: The Transformation of the Bank of Korea’s Monetary Policy in Response to Global Economic Uncertainty," Mathematics, MDPI, vol. 12(11), pages 1-24, May.
- Stefanie Flotho, 2018. "Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint," Annals of Operations Research, Springer, vol. 260(1), pages 159-196, January.
- Clancy, Daragh & Jacquinot, Pascal & Lozej, Matija, 2016. "Government expenditure composition and fiscal policy spillovers in small open economies within a monetary union," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 305-326.
- Brian Micallef, 2013. "Measuring the effects of structural reforms in Malta: an analysis using the EAGLE model," CBM Working Papers WP/01/2013, Central Bank of Malta.
- Riyad Abubaker, 2016. "Consumption and Money Uncertainty at the Zero Lower Bound," Economics Bulletin, AccessEcon, vol. 36(1), pages 449-463.
- Stefanie Flotho, 2012. "Monetary and Fiscal Policy in a Monetary Union under the Zero Lower Bound constraint," Discussion Paper Series 20, Department of International Economic Policy, University of Freiburg, revised Jun 2012.
- Groenewold, Nicolaas, 2018. "Australia saved from the financial crisis by policy or by exports?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 118-135.
- Costa Junior, Celso J. & Garcia-Cintado, Alejandro C. & Junior, Karlo Marques, 2021. "Macroeconomic policies and the pandemic-driven recession," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 438-465.
- Joao Miguel Sousa & Andrea Zaghini, 2007.
"Global Monetary Policy Shocks in the G5: a SVAR Approach,"
CEIS Research Paper
89, Tor Vergata University, CEIS.
- Sousa, Joao Miguel & Zaghini, Andrea, 2007. "Global monetary policy shocks in the G5: A SVAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(5), pages 403-419, December.
- Sousa, Joao Miguel & Zaghini, Andrea, 2006. "Global monetary policy shocks in the G5: A SVAR approach," CFS Working Paper Series 2006/30, Center for Financial Studies (CFS).
Cited by:
- Mahjus Ekananda & Tulus Suryanto, 2021. "The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR," Economies, MDPI, vol. 9(4), pages 1-20, October.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012.
"Crude Oil Prices and Liquidity, the BRIC and G3 countries,"
MPRA Paper
44049, University Library of Munich, Germany.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," Working Papers 15727, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Crude oil prices and liquidity, the BRIC and G3 countries," Energy Economics, Elsevier, vol. 39(C), pages 28-38.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2015.
"Commodity prices and BRIC and G3 liquidity: A SFAVEC approach,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, Tasmanian School of Business and Economics, revised 09 Jan 2013.
- Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012.
"Effects of Global Liquidity on Commodity and Food Prices,"
Ruhr Economic Papers
323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2013. "Effects of Global Liquidity on Commodity and Food Prices," World Development, Elsevier, vol. 44(C), pages 31-43.
- Ansgar Belke & Ingo G. Bordon & Ulrich Volz, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Discussion Papers of DIW Berlin 1199, DIW Berlin, German Institute for Economic Research.
- Ansgar Belke & Ingo Bordon & Ulrich Volz, 2012. "Effects of Global Liquidity on Commodity and Food Prices," ROME Working Papers 201201, ROME Network.
- Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks and Industrial Sector Performance in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 8(3), pages 26-40.
- Antonello D'Agostino & Paolo Surico, 2009.
"Does Global Liquidity Help to Forecast U.S. Inflation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
- D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
- D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
- Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
- Berlemann, Michael & Freese, Julia, 2010.
"Monetary policy and real estate prices: A disaggregated analysis for Switzerland,"
HWWI Research Papers
2-19, Hamburg Institute of International Economics (HWWI).
- Berlemann, Michael & Freese, Julia, 2010. "Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland," Working Paper 105/2010, Helmut Schmidt University, Hamburg.
- Michael Berlemann & Julia Freese, 2013. "Monetary policy and real estate prices: a disaggregated analysis for Switzerland," International Economics and Economic Policy, Springer, vol. 10(4), pages 469-490, December.
- Joao Sousa & Andrea Zaghini, 2007.
"Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers,"
Temi di discussione (Economic working papers)
629, Bank of Italy, Economic Research and International Relations Area.
- Sousa, João & Zaghini, Andrea, 2004. "Monetary policy shocks in the euro area and global liquidity spillovers," Working Paper Series 309, European Central Bank.
- Joao Sousa & Andrea Zaghini, 2008. "Monetary policy shocks in the euro area and global liquidity spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
- Belke, Ansgar & Rees, Andreas, 2014. "Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 306-321.
- Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023.
"Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach,"
Working Papers
2023-01, University of Tasmania, Tasmanian School of Business and Economics.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," BEMPS - Bozen Economics & Management Paper Series BEMPS100, Faculty of Economics and Management at the Free University of Bozen.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach," CAMA Working Papers 2023-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
- Luca Gattini & Huw Pill & Ludger Schuknecht, 2015.
"A global perspective on inflation and propagation channels,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(3), pages 50-76, May.
- Gattini, Luca & Pill, Huw & Schuknecht, Ludger, 2012. "A global perspective on inflation and propagation channels," Working Paper Series 1462, European Central Bank.
- Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2008. "Liquidity and the dynamic pattern of price adjustment: a global view," Discussion Paper Series 1: Economic Studies 2008,25, Deutsche Bundesbank.
- Rüffer, Rasmus & Stracca, Livio, 2006.
"What is global excess liquidity, and does it matter?,"
Working Paper Series
696, European Central Bank.
- Rasmus Ruffer & Livio Stracca, 2007. "What is global excess liquidity, and does it matter?," Money Macro and Finance (MMF) Research Group Conference 2006 120, Money Macro and Finance Research Group.
- Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2010.
"Monetary Policy, Global Liquidity and Commodity Price Dynamics,"
Ruhr Economic Papers
167, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Discussion Papers of DIW Berlin 971, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W., 2014. "Monetary policy, global liquidity and commodity price dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 1-16.
- Woodford, Michael, 2007.
"Globalization and Monetary Control,"
CEPR Discussion Papers
6448, C.E.P.R. Discussion Papers.
- Michael Woodford, 2007. "Globalization and Monetary Control," NBER Working Papers 13329, National Bureau of Economic Research, Inc.
- Michael Woodford, 2007. "Globalization and Monetary Control," NBER Chapters, in: International Dimensions of Monetary Policy, pages 13-77, National Bureau of Economic Research, Inc.
- Ansgar Belke & Walter Orth & Ralph Setzer, 2008. "Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?," International Economics and Economic Policy, Springer, vol. 5(4), pages 403-424, December.
- Kishan Abeygunawardana & Chandranath Amarasekara & C. D. Tilakaratne, 2017. "Macroeconomic Effects of Monetary Policy Shocks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 21-38, March.
- Shesadri Banerjee & Harendra Behera, 2023. "Financial frictions, bank intermediation and monetary policy transmission in India," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 749-785, July.
- Haroon Mumtaz & Paolo Surico, 2009.
"The Transmission of International Shocks: A Factor‐Augmented VAR Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, February.
- Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, February.
- Hu, May & Li, Yunfeng & Yang, Jingjing & Chao, Chi-Chur, 2016. "Actual intervention and verbal intervention in the Chinese RMB exchange rate," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 499-508.
- Mustafa Kilinc & Cengiz Tunc, 2014. "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers 1423, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2021. "The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis," Resources Policy, Elsevier, vol. 72(C).
- Ester Faia & Eleni Iliopulos, 2011.
"Financial openness, financial frictions and optimal monetary policy,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00628737, HAL.
- Faia, Ester & Iliopulos, Eleni, 2011. "Financial openness, financial frictions and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1976-1996.
- Ester Faia & Eleni Iliopulos, 2011. "Financial openness, financial frictions and optimal monetary policy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00628737, HAL.
- Ester Faia & Eleni Iliopulos, 2011. "Financial openness, financial frictions and optimal monetary policy," Post-Print hal-00628737, HAL.
- Vespignani, Joaquin L., 2015. "International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China," Economic Modelling, Elsevier, vol. 44(C), pages 131-141.
- Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2009.
"Global Liquidity and Commodity Prices: A Cointegrated VAR Approach for OECD Countries,"
Discussion Papers of DIW Berlin
898, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2009. "Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries," Ruhr Economic Papers 102, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Marie-Louise Djigbenou, 2014. "Determinants of Global Liquidity Dynamics:a FAVAR approach," Working Papers hal-00956314, HAL.
- Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI, 2015. "Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 231-258.
- Asit B Chakraborty & Sanjib Bordoloi, 2013. "International commodity prices – volatility and global liquidity," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 239-258, Bank for International Settlements.
- Ansgar BELKE & Walter ORTH & Ralph SETZER, 2008. "Global Liquidity and House Prices: A VAR Analysis for OECD Countries," EcoMod2008 23800010, EcoMod.
- Chi Wei Su & Zhi-Feng Wang & Rui Nian & Yanping Zhao, 2017. "Does international capital flow lead to a housing boom? A time-varying evidence from China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(7), pages 851-864, October.
- Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2010.
"Liquidity and the dynamic pattern of asset price adjustment: A global view,"
Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1933-1945, August.
- Ansgar Belke & Walter Orth & Ralph Setzer, 2009. "Liquidity and the Dynamic Pattern of Asset Price Adjustment: A Global View," Discussion Papers of DIW Berlin 933, DIW Berlin, German Institute for Economic Research.
- Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
- Mesut Turkay, 2018. "Does International Liquidity Matter For G-7 Countries? A PVAR Approach," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 1-13, April.
- Mirdala, Rajmund, 2009. "Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)," MPRA Paper 14072, University Library of Munich, Germany.
- Bahram Adrangi & Hannah Baade & Kambiz Raffiee, 2019. "Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 31-45, February.
- Emmanuel Erem, 2024. "The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 16(3), pages 1-50, March.
- Arash Ketabforoush Badri, 2022. "The Monetary Policy Shocks and the Price of Selected Oil Commodity Groups in Iran," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 7(3), pages 51-59, September.
- Yiping Huang & Peichu Xie & Jiao Wang, 2014. "International Transmission of the People's Bank of China's Balance Sheet Expansion," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 276-296, July.
- Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.
- Nuno Alves, 2007.
"Is the euro area M3 abandoning us?,"
Working Papers
w200720, Banco de Portugal, Economics and Research Department.
Cited by:
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Setzer, Ralph & Wolff, Guntram B., 2009.
"Money demand in the euro area: new insights from disaggregated data,"
MPRA Paper
17483, University Library of Munich, Germany.
- Ralph Setzer & Guntram B. Wolff, 2009. "Money demand in the euro area: new insights from disaggregated data," European Economy - Economic Papers 2008 - 2015 373, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Ralph Setzer & Guntram Wolff, 2013. "Money demand in the euro area: new insights from disaggregated data," International Economics and Economic Policy, Springer, vol. 10(2), pages 297-315, June.
- António Rua, 2012.
"Money Growth and Inflation in the Euro Area: A Time-Frequency View,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(6), pages 875-885, December.
- António Rua, 2011. "Money growth and inflation in the euro area: a time-frequency view," Working Papers w201122, Banco de Portugal, Economics and Research Department.
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Matteo Farn'e & Angela Montanari, 2018. "A bootstrap test to detect prominent Granger-causalities across frequencies," Papers 1803.00374, arXiv.org, revised Oct 2018.
- Ana Inés Arbiza, 2018. "¿Es estable la demanda de dinero? Análisis del caso Uruguayo," Documentos de trabajo 2018009, Banco Central del Uruguay.
- Matteo Barigozzi & Antonio Conti, 2010. "On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis," Working Papers ECARES ECARES 2010-022, ULB -- Universite Libre de Bruxelles.
- Ludomir Slahor & Daniela Majercakova & Alexandra Mittelman, 2015. "An Empirical Study of the Correlation between the Monetary Aggregates and the Price Level in Euro Area in the Years 2004 - 2013," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 3(1), pages 38-50.
- Andrea Nobili, 2009. "Composite indicators for monetary analysis," Temi di discussione (Economic working papers) 713, Bank of Italy, Economic Research and International Relations Area.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Nuno Alves & Sandra Gomes, 2007.
"An Open Economy Model of the Euro Area and the US,"
Working Papers
w200718, Banco de Portugal, Economics and Research Department.
Cited by:
- Sandra Gomes & P. Jacquinot, 2010.
"The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area,"
Working Papers
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Temi di discussione (Economic working papers)
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"Global excess liquidity and asset prices in emerging countries: A PVAR approach,"
Emerging Markets Review, Elsevier, vol. 13(3), pages 256-267.
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- Sophie Brana & Marie-Louise Djigbenou & Stéphanie Prat, 2012. "Global excess liquidity and asset prices in emerging countries: a pvar approach," Larefi Working Papers 1203, Larefi, Université Bordeaux 4.
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"Does Global Liquidity Help to Forecast U.S. Inflation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
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- Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
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Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, February.
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Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 830-850.
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"Global monetary policy shocks in the G5: A SVAR approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(5), pages 403-419, December.
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- Ms. Sally Chen & Mr. Philip Liu & Andrea M. Maechler & Chris Marsh & Mr. Sergejs Saksonovs & Mr. Hyun S Shin, 2012. "Exploring the Dynamics of Global Liquidity," IMF Working Papers 2012/246, International Monetary Fund.
- Peter Tillmann, 2017. "Global Liquidity and the Impact on SEACEN Economies," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp100.
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"Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?,"
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VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
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Articles
- Gomes, S. & Jacquinot, P. & Mestre, R. & Sousa, J., 2015.
"Global policy at the zero lower bound in a large-scale DSGE model,"
Journal of International Money and Finance, Elsevier, vol. 50(C), pages 134-153.
See citations under working paper version above.
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- Nuno Alves & Jose Brandao de Brito & Sandra Gomes & Joao Sousa, 2009.
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International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
See citations under working paper version above.
- Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
- Sousa, João & Zaghini, Andrea, 2004. "Monetary policy shocks in the euro area and global liquidity spillovers," Working Paper Series 309, European Central Bank.
- Sousa, Joao Miguel & Zaghini, Andrea, 2007.
"Global monetary policy shocks in the G5: A SVAR approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(5), pages 403-419, December.
See citations under working paper version above.
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- Joao Miguel Sousa & Andrea Zaghini, 2007. "Global Monetary Policy Shocks in the G5: a SVAR Approach," CEIS Research Paper 89, Tor Vergata University, CEIS.
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"Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-21, May.
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"Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico,"
Borradores de Economia
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"Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
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"The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR,"
Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 66-83.
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Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
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