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Details about João Valle e Azevedo

Homepage:http://docentes.fe.unl.pt/~azevedoj
Workplace:Banco de Portugal (Central Bank of Portugal), (more information at EDIRC)
School of Business and Economics, Universidade Nova de Lisboa (Nova University of Lisbon), (more information at EDIRC)

Access statistics for papers by João Valle e Azevedo.

Last updated 2017-01-20. Update your information in the RePEc Author Service.

Short-id: pva247


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Working Papers

2015

  1. Macroeconomic Forecasting Starting from Survey Nowcasts
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

2013

  1. Macroeconomic Forecasting Using Low-Frequency Filters
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
  2. The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

2012

  1. The Effects of Public Spending Externalities
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2011

  1. Rational vs. Professional Forecasts
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Economic Bulletin and Financial Stability Report Articles (2011)

2010

  1. Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)

2009

  1. Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

2008

  1. A Multivariate Band-Pass Filter
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2007) Downloads View citations (7)
  2. Approximating and Forecasting Macroeconomic Signals in Real-Time
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2013)

2007

  1. Exact Limit of the Expected Periodogram in the Unit-Root Case
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2007) Downloads
  2. Interpretation of the Effects of Filtering Integrated Time Series
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2007) Downloads

2003

  1. Measuring Synchronisation and Convergence of Business Cycles
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (11)
  2. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2003) Downloads

2002

  1. Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (8)

Journal Articles

2017

  1. MODEL-BASED VS. PROFESSIONAL FORECASTS: IMPLICATIONS FOR MODELS WITH NOMINAL RIGIDITIES
    Macroeconomic Dynamics, 2017, 21, (01), 130-159 Downloads

2016

  1. Is Quantity Theory Still Alive?
    Economic Journal, 2016, 126, (591), 442-464 Downloads View citations (2)

2014

  1. The effects of public spending externalities
    Journal of Economic Dynamics and Control, 2014, 46, (C), 173-199 Downloads View citations (4)
    See also Working Paper (2012)

2013

  1. Approximating and forecasting macroeconomic signals in real-time
    International Journal of Forecasting, 2013, 29, (3), 479-492 Downloads View citations (2)
    See also Working Paper (2008)

2012

  1. An evaluation of government expenditures’ externalities
    Economic Bulletin and Financial Stability Report Articles, 2012 Downloads

2011

  1. A multivariate band‐pass filter for economic time series
    Journal of the Royal Statistical Society Series C, 2011, 60, (1), 1-30 View citations (8)
  2. Rational vs. professional forecasts
    Economic Bulletin and Financial Stability Report Articles, 2011 Downloads
    See also Working Paper (2011)

2010

  1. Forecasting Inflation with Monetary Aggregates
    Economic Bulletin and Financial Stability Report Articles, 2010 Downloads View citations (2)

2008

  1. Approximating Macroeconomic Signals in Real-Time in the Euro Area
    Economic Bulletin and Financial Stability Report Articles, 2008 Downloads
  2. Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US
    Oxford Bulletin of Economics and Statistics, 2008, 70, (1), 23-51 Downloads View citations (26)

2006

  1. Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
    Journal of Business & Economic Statistics, 2006, 24, 278-290 Downloads View citations (36)
 
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