Details about Pedro H. Albuquerque

Access statistics for papers by Pedro H. Albuquerque.

Last updated 2023-03-17. Update your information in the RePEc Author Service.

Short-id: pal16

Working Papers

2020

1. Optimal Time Interval Selection in Long-Run Correlation Estimation
   Post-Print, HAL
   Also in Econometrics, University Library of Munich, Germany (2005) View citations (4)
   See also Journal Article in Journal of Quantitative Economics (2020)

2019

2. Banking stability, natural disasters, and state fragility: Panel VAR evidence from developing countries
   Post-Print, HAL View citations (3)
   Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2017) View citations (1)
   See also Journal Article in Research in International Business and Finance (2019)

2009

3. Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil
   Post-Print, HAL View citations (3)
   Also in Development and Comp Systems, University Library of Munich, Germany (2005) View citations (2)
   See also Journal Article in Journal of International Money and Finance (2009)
4. The Effect of Oil Price on China's Exports
   Post-Print, HAL View citations (23)
   See also Journal Article in China Economic Review (2009)

2008

5. Can Globalisation Stop the Decline in Commodities' Terms of Trade?
   Post-Print, HAL View citations (6)
   See also Journal Article in Cambridge Journal of Economics (2008)
6. China's Exports and the Oil Price
   Studies in Economics, School of Economics, University of Kent View citations (1)
   See also Journal Article in China Economic Review (2009)

2007

7. Shared Legacies, Disparate Outcomes: Why American South Border Cities Turned the Tables on Crime and Their Mexican Sisters Did Not
   Post-Print, HAL View citations (5)
   Also in Law and Economics, University Library of Munich, Germany (2005) View citations (1)

2006

8. Are European Stock Markets Influencing Latin American Stock Markets?
   Post-Print, HAL
9. BAD Taxation: Disintermediation and Illiquidity in a Bank Account Debits Tax Model
   Post-Print, HAL View citations (2)
   Also in Public Economics, University Library of Munich, Germany (2005)
   See also Journal Article in International Tax and Public Finance (2006)

2005

10. Can Globalisation Stop the Decline in Commodities' Terms of Trade? The Prebisch-Singer Hypothesis Revisited"
    Studies in Economics, School of Economics, University of Kent View citations (1)
    See also Journal Article in Cambridge Journal of Economics (2008)
11. Do European Stock Markets Affect Latin American Stock Markets?
    Finance, University Library of Munich, Germany
12. Inequality-Driven Growth: Unveiling Aggregation Effects in Growth Equations
    Development and Comp Systems, University Library of Munich, Germany View citations (1)
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (1)
    Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (1)
13. Os Impactos Econômicos da CPMF: Teoria e Evidência
    Public Economics, University Library of Munich, Germany
    Also in Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2001)
    Working Papers Series, Central Bank of Brazil, Research Department (2001) View citations (26)

2003

14. A Practical Log-Linear Aggregation Method with Examples: Heterogeneous Income Growth in the USA
    Post-Print, HAL View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2003)

2001

15. Using a Money Demand Model to Evaluate Monetary Policies in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department
    See also Journal Article in Journal of International Money and Finance (2009)

2000

16. An Information Theory Approach to the Aggregation of Log-Linear Models
    Working Papers Series, Central Bank of Brazil, Research Department View citations (39)
    See also Journal Article in Journal of Applied Econometrics (2003)

Journal Articles

2020

1. Optimal Time Interval Selection in Long-Run Correlation Estimation
   Journal of Quantitative Economics, 2020, 18, (1), 53-79
   See also Working Paper (2020)

2019

2. Banking stability, natural disasters, and state fragility: Panel VAR evidence from developing countries
   Research in International Business and Finance, 2019, 50, (C), 430-443 View citations (3)
   See also Working Paper (2019)

2009

3. Canaries and vultures: A quantitative history of monetary mismanagement in Brazil
   Journal of International Money and Finance, 2009, 28, (3), 479-495 View citations (2)
   See also Working Paper (2001)
   Working Paper (2009)
4. The effect of oil price on China's exports
   China Economic Review, 2009, 20, (4), 793-805 View citations (34)
   See also Working Paper (2009)
   Working Paper (2008)

2008

5. Can globalisation stop the decline in commodities' terms of trade?
   Cambridge Journal of Economics, 2008, 32, (5), 683-701 View citations (11)
   See also Working Paper (2008)
   Working Paper (2005)

2006

6. BAD taxation: Disintermediation and illiquidity in a bank account debits tax model
   International Tax and Public Finance, 2006, 13, (5), 601-624 View citations (3)
   See also Working Paper (2006)

2003

7. A practical log-linear aggregation method with examples: heterogeneous income growth in the USA
   Journal of Applied Econometrics, 2003, 18, (6), 665-678 View citations (5)
   See also Working Paper (2003)
   Working Paper (2000)