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Content
2015
- w201503 Capital Regulation in a Macroeconomic Model with Three Layers of Default
by Laurent Clerc - w201502 Macroeconomic Forecasting Starting from Survey Nowcasts
by João Valle e Azevedo & Inês Maria Gonçalves - w201501 Unpleasant debt dynamics: Can fiscal consolidations raise debt ratios?
by Gabriela Castro & José R. Maria & Paulo Júlio & Ricardo Mourinho Félix - o201501 Séries Longas Trimestrais para a Economia Portuguesa: 1977-2014
by Ana Sequeira & Fátima Cardoso
2014
- w201416 Real-time nowcasting the US output gap: Singular spectrum analysis at work
by António Rua & Miguel de Carvalho - w201415 Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries
by António Rua & Paulo Esteves & Elena Bobeica - w201414 Fiscal devaluation in the euro area: a model-based analysis
by Sandra Gomes & P. Jacquinot - w201413 A Dynamic Quantitative Macroeconomic Model of Bank Runs
by Ettore Panetti & Elena Mattana - w201412 Global Value Chains: A View From the Euro Area
by João Amador & Rita Cappariello - w201411 Misallocation and productivity in the lead up to the Eurozone crisis
by Daniel Dias - w201410 Capital Inflows and euro area long-term interest rates
by Daniel Carvalho - w201409 Labour Demand Research: Towards a Better Match between Better Theory and Better Data
by Pedro Portugal & John T. Addison - w201408 Euro area structural reforms in times of a global crisis
by Sandra Gomes - w201407 Financial Integration and the Great Leveraging
by Daniel Carvalho - w201406 Persistence in the Banking Industry: Fractional integration and breaks in memory
by Paulo M.M. Rodrigues & Uwe Hassler - w201405 The Weather Effect: estimating the effect of voter turnout on electoral outcomes in Italy
by Alessandro Sforza - w201404 Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt
by Ursel Baumann - w201403 Global Value Chains: Surveying Drivers, Measures and Impacts
by João Amador & Sónia Cabral - w201402 The risk-taking channel of monetary policy – exploring all avenues
by Carla Soares & Diana Bonfim - w201401 Autoregressive augmentation of MIDAS regressions
by Cláudia Duarte
2013
- w201318 Bank Capital and Lending: An Analysis of Commercial Banks in the United States
by Junghwan Mok - w201316 Inside PESSOA -A Detailed Description of the Model
by Gabriela Castro & José R. Maria & Paulo Júlio - w201315 Output effects of a measure of tax shocks based on changes in legislation for Portugal
by Lara Wemans & Manuel Coutinho Pereira - w201314 Catastrophic Job Destruction
by Pedro Portugal & Anabela Carneiro - w201313 Characterizing economic growth paths based on new structural change tests
by Paulo M.M. Rodrigues & Nuno Sobreira - w201312 Survey evidence on price and wage rigidities in Portugal
by Fernando Martins - w201311 Fiscal multipliers in a small euro area economy: How big can they get in crisis times?
by Gabriela Castro & José R. Maria & Paulo Júlio - w201310 The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound
by João Valle e Azevedo - w201309 The sources of wage variation: a three-way high-dimensional fixed effects regression model
by Paulo Guimarães & Pedro Portugal & Sónia Torres - w201308 Competition in the portuguese economy: Estimated price-cost margins under imperfect labour markets
by Ana Cristina Soares & João Amador - w201307 Monetary policy shocks: We got news!
by Nikolay Iskrev & Sandra Gomes & Caterina Mendicino - w201306 Foreign direct investment and institutional reform: evidence and an application to Portugal
by Paulo Júlio & Ricardo Pinheiro-Alves - w201305 Mind the gap! The relative wages of immigrants in the Portuguese labour market
by Cláudia Duarte & Sónia Cabral - w201304 Ageing and fiscal sustainability in a small euro area economy
by Cláudia Braz & Gabriela Castro & José R. Maria & Paulo Júlio & Ricardo Mourinho Félix - w201303 Is there a role for domestic demand pressure on export performance?
by António Rua & Paulo Esteves - w201302 Everything you always wanted to know about sex discrimination
by Paulo Guimarães & Pedro Portugal & Ana Rute Cardoso - w201301 Macroeconomic Forecasting Using Low-Frequency Filters
by João Valle e Azevedo
2012
- w201219 Bank size and lending specialization
by Diana Bonfim & Qinglei Dai - w201218 Liquidity risk in banking: is there herding?
by Diana Bonfim & Moshe Kim - w201217 Competition in the Portuguese Economy: Insights from a profit elasticity approach
by Ana Cristina Soares & João Amador - w201215 Identifying the determinants of downward wage rigidity: some methodological considerations and new empirical evidence
by Fernando Martins & Daniel Dias - w201214 On International Policy Coordination and the Correction of Global Imbalances
by Cristina Manteu - w201213 How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example
by Paulo M.M. Rodrigues & Fernando A. F. Ferreira - w201212 Wage rigidity and employment adjustment at the firm level: evidence from survey data
by Fernando Martins & Daniel Dias - w201210 The Effects of Public Spending Externalities
by João Valle e Azevedo & Valerio Ercolani - w201209 Market perception of fiscal sustainability: An application to the largest euro area economies
by Maximiano Pinheiro - w201208 Competition in the Portuguese Economy:An overview of classical indicators
by Ana Cristina Soares & João Amador - w201207 Quantile regression for long memory testing: A case of realized volatility
by Paulo M.M. Rodrigues & Uwe Hassler - w201206 The dynamics of capital structure decisions
by Diana Bonfim & Paula Antão - w201204 Cohesion within the euro area and the U. S.: a wavelet-based view
by António Rua & Artur Silva Lopes - w201203 A wavelet-based assessment of market risk: The emerging markets case
by António Rua & Luís Catela Nunes - w201202 Asset pricing with a bank risk factor
by António Rua & João Pedro Pereira - o201201 Inquérito à Situação Financeira das Famílias: metodologia e principais resultados
by Luísa Farinha & Sónia Costa - w201201 Public-private wage gaps in the period prior to the adoption of the euro: an application based on longitudinal data
by Maria Manuel Campos
2011
- w201131 Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level
by Paulo M.M. Rodrigues & Fernando A. F. Ferreira - w201129 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
by Paulo Esteves - w201128 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
by Paulo M.M. Rodrigues & Nazarii Salish - w201127 The price elasticity of external demand: how does Portugal compare with other euro area countries?
by Cristina Manteu & Sónia Cabral - w201126 A Class of Robust Tests in Augmented Predictive Regressions
by Paulo M.M. Rodrigues & Antonio Rubia - w201125 The Tip of the Iceberg: A Quantitative Framework for Estimating Trade Costs
by Luca David Opromolla & Alfonso A. Irarrazabal - w201124 The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
by Paulo M.M. Rodrigues & Tomás del Barrio Castro - w201123 Why Ex(Im)porters Pay More: Evidence from Matched Firm-Worker Panels
by Luca David Opromolla & Pedro Martins - w201122 Money growth and inflation in the euro area: a time-frequency view
by António Rua - w201121 Housing Market Dynamics: Any News?
by Sandra Gomes - w201120 International organisations’ vs. private analysts’ forecasts: an evaluation
by Ildeberta Abreu - w201119 Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S
by Ricardo M. Sousa - w201118 Money is an experience good: competition and trust in the private provision of money
by Pedro Teles & Ramon Marimon - w201117 Banks’ corporate control and relationship lending: evidence from retail loans
by Paula Antão & Miguel A. Ferreira - w201116 Moment conditions model averaging with an application to a forward-looking monetary policy reaction function
by Luis F. Martins - w201114 Rational vs. Professional Forecasts
by João Valle e Azevedo & João Tovar Jalles - w201113 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
by Sandra Gomes & P. Jacquinot - w201112 Determinants of the EONIA spread and the financial crisis
by Carla Soares & Paulo M.M. Rodrigues - w201111 Assessing monetary policy in the euro area: a factor-augmented VAR approach
by Rita Soares - w201110 Energy content in manufacturing exports: a cross-country analysis
by João Amador - w201109 Price and wage setting in Portugal learning by asking
by Fernando Martins - w201108 Leaning Against Boom-Bust Cycles in Credit and Housing Prices
by Luisa Lambertini - w201107 Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags
by Fernando Martins & Daniel Dias - w201106 Choosing Between Time and State Dependence: Micro Evidence on Firms' Price-Reviewing Strategies
by Fernando Martins & Daniel Dias - w201105 Fiscal Consolidation in a Small Euro Area Economy
by Gabriela Castro & José R. Maria & Vanda Almeida - w201104 Managers’ Mobility, Trade Status, and Wages
by Luca David Opromolla & Giordano Mion - w201103 Unconventional Fiscal Policy at the Zero Bound
by Pedro Teles & Emmanuel Farhi - w201102 Is the World Spinning Faster? Assessing the Dynamics of Export Specialization
by João Amador - w201101 What Happens After Default? Stylized Facts on Access to Credit
by Diana Bonfim & Daniel Dias
2010
- w201033 Joblessness
by Pedro Portugal & José A. F. Machado - w201032 Evaluating the strength of identification in DSGE models. An a priori approach
by Nikolay Iskrev - w201031 Employment and wages of immigrants in Portugal
by Cláudia Duarte & Sónia Cabral - w201030 Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
by Paulo M.M. Rodrigues & Luis F. Martins - w201029 The Hidden Side of Temporary Employment: Fixed-term Contracts as a Screening Device
by Pedro Portugal & José Varejão - w201028 The Instability of Joint Ventures: Learning from Others or Learning to Work with Others
by Pedro Portugal & José Mata - w201027 Borrowing Patterns, Bankruptcy and Voluntary Liquidation
by António R. Antunes & Pedro Portugal & José Mata - w201026 The Reservation Wage Unemployment Duration Nexus
by Pedro Portugal & John T. Addison - w201025 The Sources of Wage Variation: An Analysis Using Matched Employer-Employee Data
by Paulo Guimarães & Pedro Portugal & Sónia Torres - w201024 Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates
by João Valle e Azevedo - w201023 Fiscal stimulus and exit strategies in a small euro area economy
by Gabriela Castro & José R. Maria - w201022 Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis
by Luciana Barbosa & Sónia Costa - w201021 Time-varying fiscal policy in the U.S
by Manuel Coutinho Pereira & Artur Silva Lopes - w201019 Labor Immobility and the Transmission Mechanism of Monetary Policy in a Monetary Union
by Bernardino Adão - w201018 Global policy at the Zero Lower Bound in a large-scale DSGE model
by Sandra Gomes & P. Jacquinot - w201016 Fiscal Stimulus in a Small Euro Area Economy
by Gabriela Castro & José R. Maria - w201015 Short and Long Interest Rate Targets
by Bernardino Adão & Pedro Teles - w201014 Monetary Policy Effects: Evidence from the Portuguese Flow of Funds
by Isabel Gameiro - w201013 Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
by Maximiano Pinheiro - w201012 Calendar Effects in Daily ATM Withdrawals
by Paulo Esteves & Paulo M.M. Rodrigues - w201011 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
by Paulo M.M. Rodrigues & Antonio Rubia - w201010 A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness
by Paulo M.M. Rodrigues & Fernando A. F. Ferreira - w201009 Tracking the US Business Cycle With a Singular Spectrum Analysis
by António Rua & Miguel de Carvalho - w201008 Extremal Dependence in International Output Growth: Tales from the Tails
by António Rua & Miguel de Carvalho - w201007 A Wavelet Approach for Factor-Augmented Forecasting
by António Rua - w201006 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Sandra Gomes & P. Jacquinot - w201005 Counterfactual Analysis of Bank Mergers
by Diana Bonfim & Pedro Pita Barros - w201004 Expectations-Driven Cycles in the Housing Market
by Luisa Lambertini - w201003 Nonstationary Extremes and the US Business Cycle
by António Rua & Miguel de Carvalho - w201002 Exports, Imports and Wages:Evidence from Matched Firm-Worker-Product Panels
by Luca David Opromolla & Pedro Martins - w201001 Measuring comovement in the time-frequency space
by António Rua - o201001 Financial Stability and Policy Cooperation
by Vítor Gaspar
2009
- w200927 Evidence from surveys of price-setting managers: Policy lessons and directions for ongoing research
by Fernando Martins & Vítor Gaspar - w200926 Back to basics: Data revisions
by Cláudia Duarte & Fátima Cardoso - w200925 Are ATM/POS Data Relevant When Nowcasting Private Consumption?
by Paulo Esteves - w200924 The Cross Sectional Dynamics of Heterogenous Trade Models
by Luca David Opromolla & Alfonso A. Irarrazabal - w200923 Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study
by Paulo M.M. Rodrigues & Fernando A. F. Ferreira - w200922 An Assessment of Portuguese Bank's Costs and Efficiency
by Thomas Weyman-Jones - w200921 A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications
by Manuel Coutinho Pereira - w200920 On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend
by Paulo M.M. Rodrigues & Luís Catela Nunes - w200919 The Flexible Fourier Form and Local GLS De-trended Unit Root Tests
by Paulo M.M. Rodrigues & A. M. Robert Taylor - w200918 How are Firms’ Wages and Prices Linked: Survey Evidence in Europe
by Fernando Martins & M. Druant - w200917 Monetary Policy and the Financing of Firms
by Pedro Teles & Fiorella de Fiore - w200916 Money is an Experience Good: Competition and Trust in the Private Provision of Money
by Pedro Teles & Ramon Marimon - w200915 The dynamic effects of shocks to wages and prices in the United States and the Euro Area
by Rita Duarte - w200913 Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
by António Rua & Maximiano Pinheiro - w200912 The Number of Bank Relationships, Borrowing Costs and Bank Competition
by Diana Bonfim & Qinglei Dai - w200911 Double Coverage and Health Care Utilisation:Evidence from Quantile Regression
by Sara Moreira - w200910 Real Wages and the Business Cycle: Accounting for Worker and Firm Heterogeneity
by Paulo Guimarães & Pedro Portugal & Anabela Carneiro - w200909 A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects
by Paulo Guimarães & Pedro Portugal - w200908 Credit Risk and Capital Requirements for the Portuguese Banking System
by Paula Antão - w200907 Local Identification in DSGE Models
by Nikolay Iskrev - w200906 Elusive Counter-Cyclicality and Deliberate Opportunism? Fiscal Policy from Plans to Final Outcomes
by Álvaro M. Pina - w200905 The interest rate pass-through of the Portuguese banking system: characterization and determinants
by Paula Antão - w200904 International comovement of stock market returns: a wavelet analysis
by António Rua & Luís Catela Nunes - w200903 The Monetary Transmission Mechanism for a Small Open Economy in a Monetary Union
by Bernardino Adão - w200902 Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration
by João Valle e Azevedo & Paulo M.M. Rodrigues & Antonio Rubia - o200901 The Main Trends in Public Finance Developments in Portugal:1986-2008
by Cláudia Braz
2008
- w200823 Inflation expectations in the euro area: Are consumers rational?
by António Rua & Cláudia Duarte & Francisco Craveiro Dias - w200822 Analysis of the Predictors of Default for Portuguese Firms
by Russ A. Moro - w200821 On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information
by Paulo Esteves & Maximiano Pinheiro - w200820 A Theory of Entry and Exit into Exports Markets
by Luca David Opromolla & Alfonso A. Irarrazabal - w200819 Approximating and Forecasting Macroeconomic Signals in Real-Time
by João Valle e Azevedo & Ana Pereira - w200818 Forecasting investment: A fishing contest using survey data
by José R. Maria & Sara Serra - w200817 Product and Destination Mix in Export Markets
by João Amador & Luca David Opromolla - w200816 Improving Competition in the Non-Tradable Goods and Labour Markets: The Portuguese Case
by Gabriela Castro - w200814 Impact on Welfare of Country Heterogeneity in a Currency Union
by Carla Soares - w200813 Empirical Evidence on the Behavior and Stabilizing Role of Fiscal and Monetary Policies in the US
by Manuel Coutinho Pereira - w200812 Impact of the Recent Reform of the Portuguese Public Employees’ Pension System
by Manuel Coutinho Pereira & Maria Manuel Campos - w200811 International Fragmentation of Production in the Portuguese Economy: What do Different Measures Tell Us?
by João Amador & Sónia Cabral - w200810 Vertical Specialization Across the World: A Relative Measure
by João Amador & Sónia Cabral - w200809 Determining the number of factors in approximate factor models with global and group-specific factors
by António Rua & Francisco Craveiro Dias - w200808 Statistical Arbitrage with Default and Collateral
by José Fajardo - w200807 Forecasting Using Targeted Diffusion Indexes
by António Rua & Francisco Craveiro Dias - w200806 Evaluating Job Search Programs for Old and Young Individuals: Heterogeneous Impact on Unemployment Duration
by Luis Centeno - w200805 What is behind the recent evolution of Portuguese terms of trade?
by Fátima Cardoso & Paulo Esteves - w200804 The effects of low-cost countries on Portuguese manufacturing import prices
by Fátima Cardoso & Paulo Esteves - w200803 Unemployment Benefits and Reservation Wages: Key Elasticities from a Stripped-Down Job Search Approach
by Pedro Portugal & John T. Addison - w200802 Do Reservation Wages Really Decline? Some International Evidence on the Determinants of Reservation Wages
by Pedro Portugal & John T. Addison - o200801 Household Wealth in Portugal: Revised Series
by Fátima Cardoso & Luísa Farinha & Rita Lameira
2007
- w200721 Do labor market policies affect employment composition? Lessons from European countries
by António R. Antunes - w200720 Is the euro area M3 abandoning us?
by Nuno Alves - w200719 Is Time Ripe for Price Level Path Stability?
by Vítor Gaspar - w200718 An Open Economy Model of the Euro Area and the US
by Nuno Alves & Sandra Gomes - w200717 A Multivariate Band-Pass Filter
by João Valle e Azevedo - w200716 Labor Adjustment Costs in a Panel of Establishments: A Structural Approach
by Pedro Portugal & João Ejarque - w200715 Inflation (mis)perceptions in the euro area
by António Rua & Cláudia Duarte & Francisco Craveiro Dias - w200714 International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries?
by João Amador & José R. Maria & Sónia Cabral - w200713 Exact Limit of the Expected Periodogram in the Unit-Root case
by João Valle e Azevedo - w200712 Interpretation of the Effects of Filtering Integrated Time Series
by João Valle e Azevedo - w200711 How Do Different Entitlements to Unemployment Benefits Affect the Transitions from Unemployment into Employment?
by Pedro Portugal & John T. Addison - w200709 Total Factor Productivity Growth in the G7 Countries: Different or Alike?
by João Amador & Carlos Coimbra - w200708 Characteristics of the Portuguese Economic Growth: What has been Missing?
by João Amador & Carlos Coimbra - w200707 Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
by Diana Bonfim - w200706 A Stochastic Frontier Analysis of Secondary Education Output in Portugal
by Manuel Coutinho Pereira & Sara Moreira - w200705 Price setting in the euro area: Some stylised facts from Individual Producer Price Data
by Philip Vermeulen - w200704 Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions
by Pedro Portugal & José Varejão - w200703 Adjusting to the Euro
by Gabriel Fagan - o200703 MISS: A model for assessing the sustainability of public social security in Portugal
by Maximiano Pinheiro - w200702 The Forward Premium of Euro Interest Rates
by Sónia Costa & Ana Beatriz Galvão - o200702 MISS: Um modelo para avaliação da sustentabilidade da segurança social pública portuguesa
by Maximiano Pinheiro - o200701 Financial Sector Assessment Programme Portugal: Banking System Stress-Testing
by Economics and Research Department - w200701 Relative Export Structures and Vertical Specialization: A Simple Cross-Country Index
by João Amador & José R. Maria & Sónia Cabral
2006
- w200617 An input-output analysis: linkages vs leakages
by António Rua & Hugo Reis - w200616 On the Relevance of Exchange Rate Regimes for Stabilization Policy
by Bernardino Adão & Pedro Teles & Isabel Horta Correia - w200615 Computing General Equilibrium Models with Occupational Choice and Financial Frictions
by António R. Antunes & Tiago V. de V. Cavalcanti - w200614 Earnings Losses of Displaced Workers: Evidence from a Matched Employer-Employee Data Set
by Pedro Portugal & Anabela Carneiro - w200613 U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?
by Pedro Portugal & José Ferreira Machado - w200612 The Impact of Unemployment Insurance Generosity on Match Quality Distribution
by Mário Centeno - w200611 Measuring export competitiveness: revisiting the effective exchange rate weights for the euro area countries
by Paulo Esteves & Carolina Reis - w200610 Market Power, Dismissal Threat and Rent Sharing: The Role of Insider and Outsider Forces in Wage Bargaining
by Pedro Portugal & Anabela Carneiro - w200609 Excess burden and the cost of inefficiency in public services provision
by António Afonso - w200608 Identifying asset price booms and busts with quantile regressions
by José Ferreira Machado - w200607 A disaggregated framework for the analysis of structural developments in public finances
by Cláudia Braz & Jana Kremer - w200606 Nominal Debt as a Burden on Monetary Policy
by Pedro Teles & Javier Días-Giménez