Details about Ricardo Jorge Magalhães de Abreu Santos Sousa

Access statistics for papers by Ricardo Jorge Magalhães de Abreu Santos Sousa.

Last updated 2013-05-14. Update your information in the RePEc Author Service.

Short-id: pso60

Working Papers

2013

1. Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?
   GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra
   Also in NIPE Working Papers, NIPE - Universidade do Minho (2012)
2. What Determines the Duration of a Fiscal Consolidation Program?
   GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra
   Also in NIPE Working Papers, NIPE - Universidade do Minho (2012)

2012

3. Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework
   NIPE Working Papers, NIPE - Universidade do Minho
4. Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation
   NIPE Working Papers, NIPE - Universidade do Minho
5. Financial Reforms and Income Inequality
   NIPE Working Papers, NIPE - Universidade do Minho
   See also Journal Article in Economics Letters (2012)
6. Fiscall Adjustments and Income Inequality:A First Assessment
   NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
7. How does Fiscal Consolidation Impact on Income Inequality?
   Working papers, Banque de France
8. Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector
   NIPE Working Papers, NIPE - Universidade do Minho
9. Modelling Money Demand: Further Evidence from an International Comparison
   NIPE Working Papers, NIPE - Universidade do Minho
10. Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity
    NIPE Working Papers, NIPE - Universidade do Minho
11. Structural Breaks and Nonlinearity in US and UK Public Debt
    NIPE Working Papers, NIPE - Universidade do Minho
    See also Journal Article in Applied Economics Letters (2013)
12. The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal
    NIPE Working Papers, NIPE - Universidade do Minho

2011

13. Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries
    NIPE Working Papers, NIPE - Universidade do Minho
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011) View citations (2)
    CESifo Working Paper Series, CESifo Group Munich (2011) View citations (3)
14. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
    NIPE Working Papers, NIPE - Universidade do Minho
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2011)
15. Can Fiscal Policy Stimulus Boost Economic Recovery?
    Working papers, Banque de France View citations (4)
    See also Journal Article in Revue économique (2011)
16. Consumption, Wealth, Stock and Government Bond Returns: International Evidence
    NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
    Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2011) View citations (1)
    See also Journal Article in Manchester School (2011)
17. Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011) View citations (2)
    CESifo Working Paper Series, CESifo Group Munich (2011) View citations (4)
18. Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel
    NIPE Working Papers, NIPE - Universidade do Minho
19. Fiscal Consolidation and Income Inequality
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
20. Fiscal Policy Discretion, Private Spending, and Crisis Episodes
    Working papers, Banque de France
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) View citations (1)
21. Fiscal Policy in the BRICs
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
22. How Does Fiscal Policy React to Wealth Composition and Asset Prices?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
    Also in GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra (2011) View citations (3)
    See also Journal Article in Journal of Macroeconomics (2012)
23. How do Banking Crises Impact on Income Inequality?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
    See also Journal Article in Applied Economics Letters (2012)
24. Monetary Policy Rules in the BRICS: How Important is Nonlinearity?
    NIPE Working Papers, NIPE - Universidade do Minho
25. The real effects of financial stress in the Euro zone
    NIPE Working Papers, NIPE - Universidade do Minho
26. Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area
    NIPE Working Papers, NIPE - Universidade do Minho

2010

27. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
28. Fiscal Policy and Asset Prices
    NIPE Working Papers, NIPE - Universidade do Minho View citations (5)
    See also Journal Article in Bulletin of Economic Research (2013)
29. How Do Central Banks React to Wealth Composition and Asset Prices?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (3)
    Also in GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra (2010) View citations (5)
    See also Journal Article in Economic Modelling (2012)
30. How do Consumption and Asset Returns React to Wealth Shocks? Evidence from the U.S. and the U.K
    NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
31. The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US
    NIPE Working Papers, NIPE - Universidade do Minho View citations (3)
32. Time-Varying Expected Returns: Evidence from the U.S. and the U.K
    NIPE Working Papers, NIPE - Universidade do Minho

2009

33. Assessing Long-Term Fiscal Developments: Evidence from Portugal
    NIPE Working Papers, NIPE - Universidade do Minho
    Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2009) View citations (1)
    See also Journal Article in Applied Economics Letters (2011)
34. Assessing Long-Term Fiscal Developments: a New Approach
    NIPE Working Papers, NIPE - Universidade do Minho View citations (4)
    Also in Working Paper Series, European Central Bank (2009) View citations (4)
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2009) View citations (4)
    See also Journal Article in Journal of International Money and Finance (2011)
35. Asset prices, Credit and Investment in Emerging Markets
    NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
36. Fiscal Regime Shifts in Portugal
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (20)
    Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2009) View citations (4)
    NIPE Working Papers, NIPE - Universidade do Minho (2009) View citations (3)
    See also Journal Article in Portuguese Economic Journal (2011)
37. Fiscal policy, housing and stock prices
    Working Paper Series, European Central Bank View citations (3)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2008) View citations (5)
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2008) View citations (3)
38. Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets
    NIPE Working Papers, NIPE - Universidade do Minho
    See also Journal Article in Emerging Markets Finance and Trade (2011)
39. Monetary Policy and Economic Activity in the BRICS
    NIPE Working Papers, NIPE - Universidade do Minho
40. The Determinants of Public Deficit Volatility
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
    Also in Working Paper Series, European Central Bank (2009) View citations (3)
41. The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects"
    NIPE Working Papers, NIPE - Universidade do Minho View citations (7)
42. The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (6)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2009) View citations (10)
    See also Journal Article in Portuguese Economic Journal (2011)
43. The macroeconomic effects of fiscal policy
    Working Paper Series, European Central Bank View citations (23)
    Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2008) View citations (2)
    NIPE Working Papers, NIPE - Universidade do Minho (2008) View citations (10)
    See also Journal Article in Applied Economics (2012)
44. Wealth Effects in Emerging Market Economies
    NIPE Working Papers, NIPE - Universidade do Minho View citations (8)
    Also in Working Paper Series, European Central Bank (2009) View citations (9)
45. Wealth Effects on Consumption - Evidence from the euro area
    Working Paper Series, European Central Bank View citations (2)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2009)
46. What Are The Wealth E¤ects Of Monetary Policy?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (5)

2007

47. Expectations, Shocks, and Asset Returns
    NIPE Working Papers, NIPE - Universidade do Minho
48. Wealth Shocks and Risk Aversion
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)

2006

49. Consumption, (Dis)Aggregate Wealth and Asset Returns
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2005) View citations (5)
    See also Journal Article in Journal of Empirical Finance (2010)

2003

50. Property of stocks and wealth effects on consumption
    NIPE Working Papers, NIPE - Universidade do Minho View citations (8)

2001

51. Indicadores de localização, especialização e diversificação e análise shift-share - uma aplicação às NUT III da Região Norte no período 1986-1998
    NIPE Working Papers, NIPE - Universidade do Minho

Journal Articles

2013

1. Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes
   Open Economies Review, 2013, 24, (1), 79-100
2. FISCAL POLICY AND ASSET PRICES
   Bulletin of Economic Research, 2013, 65, (2), 154-177
   See also Working Paper (2010)
3. Structural breaks and nonlinearity in US and UK public debts
   Applied Economics Letters, 2013, 20, (7), 653-657
   See also Working Paper (2012)

2012

4. Financial reforms and income inequality
   Economics Letters, 2012, 116, (3), 583-587
   See also Working Paper (2012)
5. How do banking crises impact on income inequality?
   Applied Economics Letters, 2012, 19, (15), 1425-1429 View citations (3)
   See also Working Paper (2011)
6. How do central banks react to wealth composition and asset prices?
   Economic Modelling, 2012, 29, (3), 641-653 View citations (2)
   See also Working Paper (2010)
7. How does fiscal policy react to wealth composition and asset prices?
   Journal of Macroeconomics, 2012, 34, (3), 874-890 View citations (5)
   See also Working Paper (2011)
8. Investment in emerging market economies
   Empirical Economics, 2012, 43, (1), 97-119 View citations (1)
9. REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES
   Macroeconomic Dynamics, 2012, 16, (S2), 190-212 View citations (2)
10. The macroeconomic effects of fiscal policy
    Applied Economics, 2012, 44, (34), 4439-4454 View citations (13)
    See also Working Paper (2009)
11. Time-varying expected returns: evidence from the United States and the United Kingdom
    Applied Economics Letters, 2012, 19, (5), 413-416
12. Wealth-to-income ratio and stock returns: evidence from the Euro Area
    Applied Economics Letters, 2012, 19, (7), 619-622 View citations (1)
13. Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
    Applied Economics Letters, 2012, 19, (11), 1085-1088 View citations (1)

2011

14. Assessing long-term fiscal developments: A new approach
    Journal of International Money and Finance, 2011, 30, (1), 130-146 View citations (5)
    See also Working Paper (2009)
15. Assessing long-term fiscal developments: evidence from Portugal
    Applied Economics Letters, 2011, 18, (1), 1-5 View citations (1)
    See also Working Paper (2009)
16. Building proxies that capture time-variation in expected returns using a VAR approach
    Applied Financial Economics, 2011, 21, (3), 147-163
17. CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE
    Manchester School, 2011, 79, (6), 1294-1232 View citations (1)
    See also Working Paper (2011)
18. Can Fiscal Policy Stimulus Boost Economic Recovery?
    Revue économique, 2011, 62, (6), 1045-1066 View citations (2)
    See also Working Paper (2011)
19. Does Government Spending Crowd Out Private Consumption and Investment?
    World Economics, 2011, 12, (4), 153-170
20. Fiscal regime shifts in Portugal
    Portuguese Economic Journal, 2011, 10, (2), 83-108 View citations (9)
    See also Working Paper (2009)
21. Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets
    Emerging Markets Finance and Trade, 2011, 47, 88-105
    See also Working Paper (2009)
22. The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis
    Portuguese Economic Journal, 2011, 10, (1), 61-82 View citations (5)
    See also Working Paper (2009)
23. What are the effects of fiscal policy on asset markets?
    Economic Modelling, 2011, 28, (4), 1871-1890 View citations (10)

2010

24. Consumption, (dis)aggregate wealth, and asset returns
    Journal of Empirical Finance, 2010, 17, (4), 606-622 View citations (20)
    See also Working Paper (2006)
25. Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area
    The North American Journal of Economics and Finance, 2010, 21, (1), 88-105 View citations (21)