Details about Alban Moura

Access statistics for papers by Alban Moura.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: pmo975

Working Papers

2024

1. Deep learning solutions of DSGE models: A technical report
   BCL working papers, Central Bank of Luxembourg
2. Frictionless house-price momentum
   Post-Print, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2023)
   BCL working papers, Central Bank of Luxembourg (2023)
   See also Journal Article Frictionless house-price momentum, Journal of Economic Dynamics and Control, Elsevier (2024) (2024)

2023

3. How well do DSGE models with real estate and collateral constraints fit the data?
   LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
   Also in BCL working papers, Central Bank of Luxembourg (2022) View citations (1)
   See also Journal Article Bayesian Evaluation of DSGE Models with Housing and Collateral Effects, Annals of Economics and Statistics, GENES (2024) (2024)

2022

4. Why you should never use the Hodrick-Prescott Filter: Comment
   BCL working papers, Central Bank of Luxembourg
   Also in MPRA Paper, University Library of Munich, Germany (2022)
   See also Journal Article Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics, 2018), Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics (2024) (2024)

2021

5. Are neutral and investment-specific technology shocks correlated?
   BCL working papers, Central Bank of Luxembourg View citations (1)
   See also Journal Article Are neutral and investment-specific technology shocks correlated?, European Economic Review, Elsevier (2021) View citations (1) (2021)
6. Costly default and skewed business cycle
   Post-Print, HAL View citations (4)
   Also in BCL working papers, Central Bank of Luxembourg (2019)
   TSE Working Papers, Toulouse School of Economics (TSE) (2019)
   See also Journal Article Costly default and skewed business cycles, European Economic Review, Elsevier (2021) View citations (4) (2021)
7. Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities
   Occasional Paper Series, European Central Bank View citations (6)
8. Trend breaks and the long-run implications of investment-specific technological progress
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Trend breaks and the long-run implications of investment-specific technological progress, Applied Economics Letters, Taylor & Francis Journals (2023) View citations (1) (2023)

2020

9. LED: An estimated DSGE model of the Luxembourg economy for policy analysis
   BCL working papers, Central Bank of Luxembourg
10. Total factor productivity and the measurement of neutral technology
    BCL working papers, Central Bank of Luxembourg View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (1)

2019

11. Costly Default And Asymmetric Real Business Cycles
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    See also Journal Article Costly default and skewed business cycles, European Economic Review, Elsevier (2021) View citations (4) (2021)
12. Measuring real and financial cycles in Luxembourg: An unobserved components approach
    BCL working papers, Central Bank of Luxembourg View citations (1)
13. Shadow Banking and the Great Recession
    2019 Meeting Papers, Society for Economic Dynamics
    Also in BCL working papers, Central Bank of Luxembourg (2019) View citations (3)
    TSE Working Papers, Toulouse School of Economics (TSE) (2019) View citations (2)
    See also Journal Article The fall in shadow banking and the slow U.S. recovery, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (3) (2022)
14. Shadow Banking and the great recession: evidence from an estimated DSGE model
    Working Papers, HAL
15. The LU-EAGLE model with disaggregated public expenditure
    BCL working papers, Central Bank of Luxembourg View citations (4)

2018

16. Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (3)
    See also Journal Article Shadow banking and financial regulation: A small-scale DSGE perspective, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (39) (2019)
17. LU-EAGLE: A DSGE model for Luxembourg within the euro area and global economy
    BCL working papers, Central Bank of Luxembourg View citations (4)
18. Predetermined Interest Rates in a Analytical RBC model
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
    Also in BCL working papers, Central Bank of Luxembourg (2018)
    See also Journal Article Predetermined interest rates in an analytical RBC model, Economics Letters, Elsevier (2018) View citations (1) (2018)

2017

19. Investment price rigidity and business cycles
    BCL working papers, Central Bank of Luxembourg
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2015)
    See also Journal Article Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) View citations (32) (2018)
20. Online Appendix to "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"
    Online Appendices, Review of Economic Dynamics
    See also Journal Article Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) View citations (32) (2018)

2015

21. The effects of government spending endogeneity on estimated multipliers in the US
    TSE Working Papers, Toulouse School of Economics (TSE)
    See also Journal Article The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S, Annals of Economics and Statistics, GENES (2016) (2016)

2014

22. Reexamining the Cyclical Behavior of the Relative Price of Investment
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (3)
    See also Journal Article Reexamining the cyclical behavior of the relative price of investment, Economics Letters, Elsevier (2015) View citations (14) (2015)

Journal Articles

2024

1. Bayesian Evaluation of DSGE Models with Housing and Collateral Effects
   Annals of Economics and Statistics, 2024, (155), 91-124
   See also Working Paper How well do DSGE models with real estate and collateral constraints fit the data?, LIDAM Discussion Papers IRES (2023) (2023)
2. Frictionless house-price momentum
   Journal of Economic Dynamics and Control, 2024, 168, (C)
   See also Working Paper Frictionless house-price momentum, Post-Print (2024) (2024)
3. Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics, 2018)
   Journal of Comments and Replications in Economics (JCRE), 2024, 3, (2024-1), 1-17
   See also Working Paper Why you should never use the Hodrick-Prescott Filter: Comment, BCL working papers (2022) (2022)

2023

4. Trend breaks and the long-run implications of investment-specific technological progress
   Applied Economics Letters, 2023, 30, (16), 2270-2275 View citations (1)
   See also Working Paper Trend breaks and the long-run implications of investment-specific technological progress, MPRA Paper (2021) (2021)

2022

5. La politique budgétaire et les stabilisateurs automatiques
   BCL Bulletin Analyses, 2022, 2022-2, 27-38
6. The fall in shadow banking and the slow U.S. recovery
   Journal of Economic Dynamics and Control, 2022, 139, (C) View citations (3)
   See also Working Paper Shadow Banking and the Great Recession, 2019 Meeting Papers (2019) (2019)

2021

7. Are neutral and investment-specific technology shocks correlated?
   European Economic Review, 2021, 139, (C) View citations (1)
   See also Working Paper Are neutral and investment-specific technology shocks correlated?, BCL working papers (2021) View citations (1) (2021)
8. Costly default and skewed business cycles
   European Economic Review, 2021, 132, (C) View citations (4)
   See also Working Paper Costly Default And Asymmetric Real Business Cycles, LIDAM Discussion Papers IRES (2019) (2019)
   Working Paper Costly default and skewed business cycle, Post-Print (2021) View citations (4) (2021)
9. Impact de la crise COVID-19 sur l’économie luxembourgeoise – Analyses avec les modèles d’équilibre général LU-EAGLE et LOLA
   BCL Bulletin Analyses, 2021, 2021-2, 36-51

2019

10. Shadow banking and financial regulation: A small-scale DSGE perspective
    Journal of Economic Dynamics and Control, 2019, 101, (C), 130-144 View citations (39)
    See also Working Paper Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective, TSE Working Papers (2018) View citations (3) (2018)

2018

11. Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment
    Review of Economic Dynamics, 2018, 27, 48-63 View citations (32)
    See also Software Item Code and data files for "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment", Computer Codes (2017) (2017)
    Working Paper Online Appendix to "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment", Online Appendices (2017) (2017)
    Working Paper Investment price rigidity and business cycles, BCL working papers (2017) (2017)
12. Predetermined interest rates in an analytical RBC model
    Economics Letters, 2018, 172, (C), 12-15 View citations (1)
    See also Working Paper Predetermined Interest Rates in a Analytical RBC model, TSE Working Papers (2018) View citations (1) (2018)

2016

13. The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S
    Annals of Economics and Statistics, 2016, (121-122), 359-384
    See also Working Paper The effects of government spending endogeneity on estimated multipliers in the US, TSE Working Papers (2015) (2015)

2015

14. Reexamining the cyclical behavior of the relative price of investment
    Economics Letters, 2015, 135, (C), 108-111 View citations (14)
    See also Working Paper Reexamining the Cyclical Behavior of the Relative Price of Investment, NBER Working Papers (2014) (2014)

Software Items

2017

1. Code and data files for "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) View citations (32) (2018)