Working Papers

from Banco de Portugal, Economics and Research Department
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2013: Ageing and fiscal sustainability in a small euro area economy

Gabriela Lopes de Castro, José R. Maria, Ricardo Mourinho Félix and Cláudia Braz

2013: Is there a role for domestic demand pressure on export performance?

Paulo Soares Esteves and António Rua

2013: Everything you always wanted to know about sex discrimination

Ana Rute Cardoso, Paulo Guimaraes and Pedro Portugal

2013: Macroeconomic Forecasting Using Low-Frequency Filters

João Valle e Azevedo and Ana Pereira

2012: Bank size and lending specialization

Diana Bonfim and Qinglei Dai

2012: Liquidity risk in banking: is there herding?

Diana Bonfim and Moshe Kim

2012: Competition in the Portuguese Economy: Insights from a profit elasticity approach

João Amador and Ana Cristina Soares

2012: Systemic Risk Analysis using Forward-Looking Distance-to-Default Series

Martin Saldias

2012: Identifying the determinants of downward wage rigidity: some methodological considerations and new empirical evidence

Daniel Dias, Carlos Robalo Marques and Fernando Martins

2012: On International Policy Coordination and the Correction of Global Imbalances

Bruno Albuquerque and Cristina Manteu

2012: How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example

Fernando A. F. Ferreira, Paulo M. M. Rodrigues, Sérgio Pereira Santos and Ronald W. Spahr

2012: Wage rigidity and employment adjustment at the firm level: evidence from survey data

Daniel Dias, Carlos Robalo Marques and Fernando Martins

2012: Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy

Caterina Mendicino

2012: The Effects of Public Spending Externalities

Valerio Ercolani and João Valle e Azevedo

2012: Market perception of fiscal sustainability: An application to the largest euro area economies

Maximiano Pinheiro

2012: Competition in the Portuguese Economy:An overview of classical indicators

Ana Cristina Soares and João Amador

2012: Quantile regression for long memory testing: A case of realized volatility

Uwe Hassler, Paulo M. M. Rodrigues and Antonio Rubia

2012: The dynamics of capital structure decisions

Paula Antão and Diana Bonfim

2012: Excess worker turnover and fixed-term contracts: Causal evidence in a two-tier system

Mário Centeno and Álvaro A. Novo

2012: Cohesion within the euro area and the U. S.: a wavelet-based view

António Rua and Artur C. B. da Silva Lopes

2012: A wavelet-based assessment of market risk: The emerging markets case

António Rua and Luis C. Nunes

2012: Asset pricing with a bank risk factor

João Pedro Pereira and António Rua

2012: Public-private wage gaps in the period prior to the adoption of the euro: an application based on longitudinal data

Maria Manuel Campos and Mário Centeno

2011: Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level

Fernando A. F. Ferreira, Sérgio Pereira Santos, Paulo M. M. Rodrigues and Ronald W. Spahr

2011: A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area

Martin Saldias

2011: Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice

Paulo Soares Esteves

2011: Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns

Paulo M. M. Rodrigues and Nazarii Salish

2011: The price elasticity of external demand: how does Portugal compare with other euro area countries?

Sonia Cabral and Cristina Manteu

2011: A Class of Robust Tests in Augmented Predictive Regressions

Paulo M. M. Rodrigues and Antonio Rubia

2011: The Tip of the Iceberg: A Quantitative Framework for Estimating Trade Costs

Alfonso Irarrazabal, Andreas Moxnes and Luca David Opromolla

2011: The Impact of Persistent Cycles on Zero Frequency Unit Root Tests

Tomás del Barrio Castro, Paulo M. M. Rodrigues and Robert Taylor

2011: Why Ex(Im)porters Pay More: Evidence from Matched Firm-Worker Panels

Pedro S. Martins and Luca David Opromolla

2011: Money growth and inflation in the euro area: a time-frequency view

António Rua

2011: Housing Market Dynamics: Any News?

Sandra Gomes and Caterina Mendicino

2011: International organisations’ vs. private analysts’ forecasts: an evaluation

Ildeberta Abreu

2011: Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S

João Sousa and Ricardo Magalhães Sousa

2011: Money is an experience good: competition and trust in the private provision of money

Ramon Marimon, Juan Pablo Nicolini and Pedro Teles

2011: Banks’ corporate control and relationship lending: evidence from retail loans

Paula Antão, Miguel A. Ferreira and Ana Lacerda

2011: Moment conditions model averaging with an application to a forward-looking monetary policy reaction function

Luis F. Martins

2011: On the amplification role of collateral constraints

Caterina Mendicino

2011: Rational vs. Professional Forecasts

João Valle e Azevedo and Joao Tovar Jalles

2011: Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment

Sandra Gomes, P. Jacquinot, Matthias Mohr and Massimiliano Pisani

2011: Determinants of the EONIA spread and the financial crisis

Carla Soares and Paulo M. M. Rodrigues

2011: Assessing monetary policy in the euro area: a factor-augmented VAR approach

Rita Soares

2011: Energy content in manufacturing exports: a cross-country analysis

João Amador

2011: Price and wage setting in Portugal learning by asking

Fernando Martins

2011: Leaning Against Boom-Bust Cycles in Credit and Housing Prices

Luisa Lambertini, Caterina Mendicino and Maria Teresa Punzi

2011: Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags

Daniel Dias, Carlos Robalo Marques, Fernando Martins and João M.C. Santos Silva

2011: Choosing Between Time and State Dependence: Micro Evidence on Firms' Price-Reviewing Strategies

Daniel Dias, Carlos Robalo Marques and Fernando Martins

2011: Fiscal Consolidation in a Small Euro Area Economy

Vanda Almeida, Gabriela Lopes de Castro, Ricardo Mourinho Félix and José R. Maria

2011: Managers’ Mobility, Trade Status, and Wages

Giordano Mion and Luca David Opromolla

2011: Unconventional Fiscal Policy at the Zero Bound

Isabel Correia, Emmanuel Farhi, Juan Pablo Nicolini and Pedro Teles

2011: Is the World Spinning Faster? Assessing the Dynamics of Export Specialization

João Amador

2011: What Happens After Default? Stylized Facts on Access to Credit

Diana Bonfim, Daniel Dias and Christine Richmond