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Content
2023
- w202322 What lies behind returns to schooling: the role of labor market sorting and worker heterogeneity
by Pedro Portugal & Hugo Reis & Paulo Guimarães & Ana Rute Cardoso - w202321 Taxes and Migration Flows: Preferential Tax Schemes for High-Skill Immigrants
by Pedro Teles & João Brogueira de Sousa - w202320 The Impact of a Higher Cost of Credit on Exporters: Evidence from a Change in Banking Regulation
by Pedro Dias Moreira & João Monteiro - w202319 Regulating Artificial Intelligence
by Pedro Teles & João Guerreiro & Sérgio Rebelo - w202318 The determinants of the loss given default of residential mortgage loans in Portugal
by Márcio Mateus - w202317 Navigating with a compass: Charting the course of underlying inflation
by António Rua & Nuno Lourenço & João Quelhas - w202316 Currency choices and the role of the U.S. dollar in international services trade
by Joana Garcia & João Amador - w202315 Structural and cyclical capital instruments in the 3D model: a simulation for Portugal
by Ana Pereira - w202314 Prudential policy treatments to the COVID-19 economic crisis: an assessment of the effects
by Duarte Maia - w202313 The Covid-19 Pandemic, Sovereign Loan Guarantees, and Financial Stability
by Tiago Pinheiro - w202312 Gone with the wind: A structural decomposition of carbon emissions
by António Rua & Fátima Cardoso - w202311 Trends and cycles during the COVID-19 pandemic period
by José R. Maria & Paulo Júlio - w202310 Remote Work, Foreign Residents, and the Future of Global Cities
by Pedro Teles & João Guerreiro - w202309 First passage times in portfolio optimization: a novel nonparametric approach
by Paulo M.M. Rodrigues & Gabriel Zsurkis - w202308 To use or not to use? Capital buffers and lending during a crisis
by Lucas Avezum - w202307 The impact of ICT adoption on productivity: Evidence from Portuguese firm-level data
by João Amador & Cátia Silva - w202306 Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics
by Paulo M.M. Rodrigues & João Nicolau - w202305 Does green transition promote green innovation and technological acquisitions?
by Udichibarna Bose - w202304 Mortgage Borrowing Caps: Leverage, Default, and Welfare
by Leonor Queiró & João G. Oliveira - w202303 A macroprudential look into the risk-return framework of banks’ profitability
by Joana Passinhas - o202302 Introducing quarterly databases to assess industry-level developments in Portugal and the euro area
by Sónia Cabral & Cláudia Duarte & José R. Maria - w202302 Price elasticity of demand and risk-bearing capacity in sovereign bond auctions
by José Miguel Cardoso da Costa & Rui Albuquerque - o202301 Occasional paper on Stablecoins
by Banco de Portugal working group on crypto-assets - w202301 A single monetary policy for heterogeneous labour markets: the case of the euro area
by Sandra Gomes & Pascal Jacquinot
2022
- w202221 Retrieving the Returns to Experience, Tenure, and Job Mobility from Work Histories
by Pedro Portugal & John T. Addison - w202220 Learning Through Repetition? A Dynamic Evaluation of Grade Retention in Portugal
by Hugo Reis & Emilio Borghesan - w202219 Human Capital Spillovers and Returns to Education
by Hugo Reis & Paulo Guimarães & Pedro Portugal & Ana Rute Cardoso - w202218 The labor share and the monetary transmission
by Bernardino Adão & André Silva - w202217 What’s Driving the Decline in Entrepreneurship?
by Nicholas Kozeniauskas - w202216 Coworker Networks and the Role of Occupations in Job Finding
by Attila Gyetvai & Maria Zhu - w202215 Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks
by Attila Gyetvai & Peter Arcidiacono - w202214 Multinationals and services imports from havens: when policies stand in the way of tax planning
by Joana Garcia - w202213 Cross-Sectional Error Dependence in Panel Quantile Regressions
by Paulo M.M. Rodrigues & Matei Demetrescu - w202212 Stayin’ alive? Government support measures in Portugal during the Covid-19 pandemic
by Márcio Mateus - w202211 The solvency and funding cost nexus - the role of market stigma for buffer usability
by Helena Carvalho - w202210 Real effects of imperfect bank-firm matching
by Luísa Farinha & Sotirios Kokas - w202209 Determinants of cost of equity for listed euro area banks
by Gabriel Zsurkis - w202208 Forgetting Approaches to Improve Forecasting
by Paulo M.M. Rodrigues & Robert Hill - w202207 Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal
by Ivan De Lorenzo Buratta - w202206 Survival of the fittest: Tourism Exposure and Firm Survival
by Hugo Reis & Paulo M.M. Rodrigues & Filipe B. Caires - o202205 The Banco de Portugal balance sheet expansion during the last two decades: a monetary policy perspective
by Joana Sousa Leite & Diana Correia & Cristina Coutinho & Carmen Camacho - w202205 Comparing estimated structural models of different complexities: What do we learn?
by José R. Maria & Paulo Júlio - w202204 How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal
by Ivan De Lorenzo Buratta - o202204 An economic estimate of capital stock at the firm level for Portugal
by Manuel Coutinho Pereira & Ana Fontoura Gouveia - o202203 Modelling the financial situation of Portuguese firms using micro-data: a simulation for the COVID-19 pandemic
by Carla Marques - w202203 Optimal cooperative taxation in the global economy
by Pedro Teles & V. V. Chari - w202202 The Augmented Bank Balance-Sheet Channel of Monetary Policy
by Carla Soares & Diana Bonfim & Christian Bittner - o202202 Um Indicador Compósito de Competitividade das Empresas
by Fernando Martins & Hugo Reis & Manuel Coutinho Pereira & Mário Lourenço - w202201 Business cycle clocks: Time to get circular
by António Rua & Nuno Lourenço - o202201 Alterações climáticas e economia: uma introdução
by António R. Antunes & Bernardino Adão & João Valle e Azevedo & Nuno Lourenço & Miguel Gouveia
2021
- w202122 Markups and Financial Shocks
by Ana Cristina Soares & Philipp Meinen - w202121 Coworker Networks and the Labor Market Outcomes of Displaced Workers: Evidence from Portugal
by Marta Silva & José Garcia-Louzão - w202120 Not All Shocks Are Created Equal: Assessing Heterogeneity in the Bank Lending Channel
by Gil Nogueira & Luísa Farinha & Laura Blattner - w202119 Trade, Misallocation, and Capital Market Integration
by Laszlo Tetenyi - w202118 On the Cleansing Effect of Recessions and Government Policy: Evidence from Covid-19
by Pedro Dias Moreira & Nicholas Kozeniauskas - w202117 Permanent and temporary monetary policy shocks and the dynamics of exchange rates
by Alexandre Carvalho & João Valle e Azevedo & Pedro Pires Ribeiro - w202116 The impact of a macroprudential borrower based measure on households’ leverage and housing choices
by Sónia Félix & Daniel Abreu - w202115 The sensitivity of SME’s investment and employment to the cost of debt financing
by Diana Bonfim & Cláudia Custódio - w202114 COVID-19, Lockdowns and International Trade: Evidence from Firm-Level Data
by Ana Catarina Pimenta & Carlos Melo Gouveia & João Amador - w202113 Serial Entrepreneurs, the Macroeconomy and Top Income Inequality
by Sónia Félix & Sudipto Karmakar - w202112 The persistence of wages
by Paulo M.M. Rodrigues & Pedro Portugal & Anabela Carneiro - w202111 Scrapping, Renewable Technology Adoption, and Growth
by Bernardino Adão & Borghan Narajabad - w202110 Assessing the effectiveness of the Portuguese borrower-based measure in the Covid-19 context
by Katja Neugebauer - w202109 Sovereign-Bank Diabolic Loop: The Government Procurement Channel
by Diana Bonfim & Sujiao Zhao & Miguel A. Ferreira - w202108 Risk shocks, due loans, and policy options: When less is more!
by José R. Maria & Paulo Júlio & Sílvia Santos - w202107 Assessment of the effectiveness of the macroprudential measures implemented in the context of the Covid-19 pandemic
by Lucas Avezum - w202106 Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach
by Vasco Gabriel - w202105 Spectral decomposition of the information about latent variables in dynamic macroeconomic models
by Nikolay Iskrev - w202104 Extensions to IVX methods of inference for return predictability
by Paulo M.M. Rodrigues & Matei Demetrescu - w202103 The Role of Macroprudential Policy in Times of Trouble
by Jagjit S. Chadha - w202102 Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
by Paulo M.M. Rodrigues & Marina Balboa - o202101 Avaliação da exposição do sistema bancário português a sociedades não financeiras sensíveis aos riscos climáticos de transição
by Ricardo Marques - w202101 Optimal Social Insurance: Insights from a Continuous-Time Stochastic Setup
by João Amador & Pedro G. Rodrigues
2020
- w202019 To change or not to change: the impact of the law on mortgage origination
by Ana Isabel Sá - w202018 Heterogeneous response of consumers to income shocks throughout a financial assistance program
by Fátima Cardoso & Manuel Coutinho Pereira & Nuno Alves - w202017 Climate Change Mitigation Policies: Aggregate and Distributional Effects
by Cezar Santos - w202016 Assessing the Scoreboard of the EU Macroeconomic Imbalances Procedure: (Machine) Learning from Decisions
by João Amador & Tiago Alves - w202015 Slums and Pandemics
by Luiz Brotherhood - w202014 An economic model of the Covid-19 pandemic with young and old agents: Behavior, testing and policies
by Luiz Brotherhood - w202013 The DEI: tracking economic activity daily during the lockdown
by António Rua & Nuno Lourenço - w202012 Dream jobs
by Luca David Opromolla & Giordano Mion - w202011 The importance of deposit insurance credibility
by Diana Bonfim & João A. C. Santos - w202010 Banks’ complexity and risk: agency problems and diversification benefits
by Diana Bonfim & Sónia Félix - w202009 Intergenerational wealth inequality: the role of demographics
by António R. Antunes & Valerio Ercolani - w202008 Measuring wage inequality under right censoring
by Paulo M.M. Rodrigues & João Nicolau - w202007 A non-hierarchical dynamic factor model for three-way data
by António Rua & Francisco Dias - w202006 The expected time to cross a threshold and its determinants: A simple and flexible framework
by Paulo M.M. Rodrigues & Gabriel Zsurkis - w202005 Forecasting tourism with targeted predictors in a data-rich environment
by António Rua & Carlos Melo Gouveia & Nuno Lourenço - o202004 Occasional paper on crypto-assets
by Banco de Portugal working group on crypto-assets - w202004 Types of International Traders and the Network of Capital Participations
by João Amador & Sónia Cabral & Birgitte Ringstad - o202003 O impacto de curto prazo da pandemia COVID-19 nas empresas portuguesas
by Ana Sequeira & Cristina Manteu & Nuno Monteiro - w202003 Endogenous Growth and Monetary Policy: How Do Interest-Rate Feedback Rules Shape Nominal and Real Transitional Dynamics?
by Gustavo Iglésias - o202002 Imputation of the Portuguese Household Finance and Consumption Survey
by Luís Martins - w202002 Labor Earnings Dynamics in a Developing Economy with a Large Informal Sector
by Cezar Santos - o202001 Banco de Portugal TARGET balance: evolution and main drivers
by Joana Sousa Leite & Rita Soares & João Filipe & Nuno Nóbrega - w202001 On-site inspecting zombie lending
by Diana Bonfim & Geraldo Cerqueiro
2019
- w201921 Tighter Credit and Consumer Bankruptcy Insurance
by António R. Antunes & Tiago Cavalcanti - w201920 From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data
by Daniel A. Dias - w201919 Bank Funding and the Survival of Start-ups
by Luísa Farinha & Sónia Félix & João A. C. Santos - w201918 Trends and cycles under changing economic conditions
by Cláudia Duarte & José R. Maria & Sharmin Sazedj - w201917 Time vs. Risk Preferences, Bank Liquidity Provision and Financial Fragility
by Ettore Panetti - w201916 Sovereign exposures in the Portuguese banking system: determinants and dynamics
by Maria Manuel Campos & Ana Rita Mateus - w201915 The Financial Channels of Labor Rigidities: Evidence from Portugal
by Ettore Panetti & Edoardo M. Acabbi - w201914 ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets
by Eurico Ferreira - w201913 Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis
by António Rua & Hossein Hassani - w201912 Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium
by Paulo M.M. Rodrigues & Philipp Sibbertsen - w201911 The Neutrality of Nominal Rates: How Long is the Long Run?
by João Valle e Azevedo & Pedro Teles - w201910 Euro area fiscal policy changes: stylised features of the past two decades
by Cláudia Braz & Nicolas Carnot - w201909 A reexamination of inflation persistence dynamics in OECD countries: A new approach
by Paulo M.M. Rodrigues & Gabriel Zsurkis - w201908 Into the heterogeneities in the Portuguese labour market: an empirical assessment
by Fernando Martins & Domingos Seward - w201907 The new ESCB methodology for the calculation of cyclically adjusted budget balances: an application to the Portuguese case
by Cláudia Braz & Maria Manuel Campos & Sharmin Sazedj - w201906 Testing for Episodic Predictability in Stock Returns
by Paulo M.M. Rodrigues & Matei Demetrescu - w201905 Modelling the Demand for Euro Banknotes
by António Rua - w201904 What is the Impact of Increased Business Competition?
by Sónia Félix & Chiara Maggi - o201904 Economic consequences of high public debt and challenges ahead for the euro area
by Maria Manuel Campos & Cristina Checherita-Westphal - w201903 Vocational high school graduate wage gap: the role of cognitive skills and firms
by Hugo Reis & Joop Hartog - o201903 Sovereign exposures in the Portuguese banking system: evidence from an original dataset
by Maria Manuel Campos & Ana Rita Mateus - o201902 A tentative exploration of the effects of Brexit on foreign direct investment vis-à-vis the United Kingdom
by Ana de Almeida - w201902 How Responsive are Wages to Demand within the Firm? Evidence from Idiosyncratic Export Demand Shocks
by Andrew Garin - o201901 The Deepening of the Economic and Monetary Union
by Cláudia Braz & João Amador & João Valle e Azevedo - w201901 The transmission of unconventional monetary policy to bank credit supply: evidence from the TLTRO
by Joana Sousa Leite & António Afonso
2018
- w201827 Credit Subsidies
by Pedro Teles & Fiorella de Fiore - w201826 Does domestic demand matter for firms’ exports?
by António Rua & Paulo Esteves & Miguel Portela - w201825 Bank credit allocation and productivity: stylised facts for Portugal
by Nuno Azevedo - w201824 Bank shocks and firm performance: New evidence from the sovereign debt crisis
by Luísa Farinha & Marina-Eliza Spaliara - w201823 Exploring the implications of different loan-to-value macroprudential policy designs
by Sandra Gomes & Rita Basto - w201822 A General Equilibrium Theory of Occupational Choice under Optimistic Beliefs about Entrepreneurial Ability
by Luca David Opromolla & Michele Dell'Era - w201821 CEO Performance in Severe Crises: The Role of Newcomers
by João Amador & Sharmin Sazedj & José Tavares - w201820 Thirty Years of Economic Growth in Africa
by António Santos & João Amador - w201819 To Ask or Not To Ask? Collateral versus Screening in Lending Relationships
by Artashes Karapetyan - w201818 Every cloud has a silver lining: micro-level evidence on the cleansing effects of the portuguese financial crisis
by Daniel A. Dias - w201817 Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility
by Paulo M.M. Rodrigues & Matei Demetrescu - w201816 When losses turn into loans: the cost of undercapitalized banks
by Luísa Farinha & Francisca Rebelo - w201815 Cross-border spillovers of monetary policy: what changes during a financial crisis?
by Diana Bonfim & Luciana Barbosa & Sónia Costa & Mary Everett - w201814 Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
by Paulo M.M. Rodrigues & João Cruz - w201813 An integrated financial amplifier: the role of defaulted loans and occasionally binding constraints in output fluctuations
by José R. Maria & Paulo Júlio - w201812 Collateral Damage? Labour Market Effects of Competing with China - at Home and Abroad
by Sónia Cabral & Pedro S. Martins - w201811 Fear the walking dead: zombie firms, spillovers and exit barriers
by Christian Osterhold - w201810 International trade in services: Evidence for Portuguese firms
by João Amador & Sónia Cabral & Birgitte Ringstad - w201809 The effects of official and unofficial information on tax compliance
by Luca David Opromolla & Filomena Garcia - w201808 Flexible wage components as a source of wage adaptability to shocks:evidence from European firms, 2010–2013
by Fernando Martins & Jan Babecký - w201807 Did recent reforms facilitate EU labour market adjustment? Firm level evidence
by Fernando Martins & Mario Izquierdo - w201806 Real Effects of Financial Distress: The Role of Heterogeneity
by Francisco Buera - w201805 The returns to schooling unveiled
by Hugo Reis & Paulo Guimarães & Pedro Portugal & Ana Rute Cardoso - w201804 The Effect of Firm Cash Holdings on Monetary Policy
by Bernardino Adão & André C. Silva - w201803 Sub-Optimality of the Friedman Rule with Distorting Taxes
by Bernardino Adão & André C. Silva - w201802 Are asset price data informative about news shocks? A DSGE perspective
by Nikolay Iskrev - o201801 O Aprofundamento da União Económica e Monetária
by Cláudia Braz & João Amador & João Valle e Azevedo - w201801 Calibration and the estimation of macroeconomic models
by Nikolay Iskrev
2017
- w201717 Goods and Factor Market Integration: A Quantitative Assessment of the EU Enlargement
by Luca David Opromolla & Lorenzo Caliendo - w201716 A Theory of Government Bailouts in a Heterogeneous Banking System
by Ettore Panetti & Filomena Garcia - w201715 The Portuguese post-2008 period: A narrative from an estimated DSGE model
by José R. Maria & Paulo Júlio - w201714 Entrepreneurial Risk and Diversification through Trade
by Federico Esposito - w201713 Banks’ Liquidity Management and Systemic Risk
by Ettore Panetti & Luca G. Deidda - w201712 Inefficiency Distribution of the European Banking System
by João Oliveira - w201711 Boom, Slump, Sudden stops, Recovery, and Policy Options. Portugal and the Euro
by Pedro Portugal & Olivier Blanchard - w201710 Modelling currency demand in a small open economy within a monetary union
by António Rua - w201709 Impact of uncertainty measures on the Portuguese economy
by Cristina Manteu & Sara Serra - w201708 Lending relationships and the real economy: evidence in the context of the euro area sovereign debt crisis
by Luciana Barbosa - w201707 Who's who in global value chains? A weighted network approach
by João Amador & Sónia Cabral & Rossana Mastrandrea - w201706 Disentangling the channels from birthdate to educational attainment
by Luís Martins & Manuel Coutinho Pereira - w201705 International Banking and Cross-border Effects of Regulation: Lessons from Portugal
by Diana Bonfim & Sónia Costa - w201704 Labor market imperfections and the firm’s wage setting policy
by Pedro Portugal & Sónia Félix - w201703 Zooming the Ins and Outs of the U.S. Unemployment
by António Rua & Pedro Portugal - w201702 Upward Nominal Wage Rigidity
by Fernando Martins & Paulo Guimarães & Pedro Portugal - w201701 The Diffusion of Knowledge via Managers' Mobility
by Luca David Opromolla & Giordano Mion
2016
- w201618 Public debt expansions and the dynamics of the household borrowing constraint
by António R. Antunes - w201617 Surviving the perfect storm: the role of the lender of last resort
by Carla Soares & Diana Bonfim & Nuno Alves - w201616 Leverage and Risk Weighted Capital Requirements
by Leonardo Gambacorta - w201615 The unsecured interbank money market: A description of the Portuguese case
by Sofia Saldanha - w201614 A tale of two sectors: why is misallocation higher in services than in manufacturing?
by Daniel Dias - w201613 Forecasting banking crises with dynamic panel probit models
by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues - w201612 A wavelet-based multivariate multiscale approach for forecasting
by António Rua - w201611 Temporary contracts' transitions: the role of training and institutions
by Sara Serra - w201610 EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area
by Sandra Gomes & N. Bokan - w201609 Market integration and the persistence of electricity prices
by António Rua & Paulo M.M. Rodrigues & João Pedro Pereira - w201608 The Effect of Quantitative Easing on Lending Conditions
by Gil Nogueira & Luísa Farinha & Laura Blattner - w201607 Sorry, We're Closed: Loan Conditions When Bank Branches Close and Firms Transfer to Another Bank
by Diana Bonfim & Gil Nogueira & Steven Ongena - w201606 Understanding the public sector pay gap
by Maria Manuel Campos & Domenico Depalo - w201605 Residual-augmented IVX predictive regression
by Paulo M.M. Rodrigues & Matei Demetrescu - w201604 Productivity and Organization in Portuguese Firms
by Luca David Opromolla & Lorenzo Caliendo - w201603 Output and unemployment, Portugal, 2008–2012
by José R. Maria - w201602 Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU
by Luís Martins & António Afonso - w201601 A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
by Cláudia Duarte - o201601 Sustentabilidade da dívida pública: Metodologias e discussões nas instituições europeias
by Cláudia Braz & João Amador & Lara Wemans & Maria Manuel Campos & Sharmin Sazedj
2015
- w201517 House prices: bubbles, exuberance or something else? Evidence from euro area countries
by Paulo M.M. Rodrigues & Rita Fradique Lourenço - w201516 Networks of value added trade
by João Amador & Sónia Cabral - w201515 The Effect of Bank Shocks on Firm-Level and Aggregate Investment
by João Amador & Arne J. Nagengast - w201514 A New Regression-Based Tail Index Estimator: An Application to Exchange Rates
by Paulo M.M. Rodrigues & João Nicolau - w201513 Assessing European Firms’ Exports and Productivity Distributions: The CompNet Trade Module
by Ana Cristina Soares & Antoine Berthou - w201512 Sources of the Union Wage Gap: Results from High-Dimensional Fixed Effects Regression Models
by Pedro Portugal & John T. Addison - w201511 Decomposing the wage losses of displaced workers: the role of the reallocation of workers into firms and job titles
by Pedro Portugal & Pedro S. Raposo - w201510 Income smoothing mechanisms after labor market transitions
by Carlos Martins & Nuno Alves - w201509 Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs
by Luís Fonseca - w201508 Financial Fragmentation Shocks
by Gabriela Castro & José R. Maria & Paulo Júlio - w201507 Covariate-augmented unit root tests with mixed-frequency data
by Cláudia Duarte - w201506 Unions and Collective Bargaining in the Wake of the Great Recession
by Pedro Portugal & John T. Addison - w201505 Seriously Strengthening the Tax-Benefit Link
by Pedro Portugal & Pedro S. Raposo - w201504 Expectation-Driven Cycles: Time-varying Effects
by Antonello D’Agostino