Details about António Antunes

Access statistics for papers by António Antunes.

Last updated 2020-02-18. Update your information in the RePEc Author Service.

Short-id: pan186

Working Papers

2019

1. Tighter Credit and Consumer Bankruptcy Insurance
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

2016

2. Forecasting banking crises with dynamic panel probit models
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in International Journal of Forecasting (2018)
3. Public debt expansions and the dynamics of the household borrowing constraint
   Working Papers, Banco de Portugal, Economics and Research Department View citations (10)
   See also Journal Article in Review of Economic Dynamics (2020)

2015

4. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
   MPRA Paper, University Library of Munich, Germany View citations (28)

2012

5. The Effects of Credit Subsidies on Development
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (8)
   See also Journal Article in Economic Theory (2015)

2010

6. Borrowing Patterns, Bankruptcy and Voluntary Liquidation
   Working Papers, Banco de Portugal, Economics and Research Department View citations (8)
7. Intermediation Costs and Welfare
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester

2007

8. Do labor market policies affect employment composition? Lessons from European countries
   Working Papers, Banco de Portugal, Economics and Research Department View citations (3)
9. On the Welfare and Distributional Implications of Intermediation Costs
   2007 Meeting Papers, Society for Economic Dynamics

2006

10. Computing General Equilibrium Models with Occupational Choice and Financial Frictions
    Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
    Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2006) View citations (5)
    See also Journal Article in Journal of Mathematical Economics (2008)
11. The Effect of Financial Repression & Enforcement on Entrepreneurship and Economic Development
    Development Economics Working Papers, East Asian Bureau of Economic Research View citations (4)

2005

12. Analysis of delinquent firms using multi-state transitions
    Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
13. Intermediation Costs, Investor Protection, and Economic Development
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2005) View citations (3)

2004

14. Accounting for the Hidden Economy: Barriers to Legality and Legal Failures
    Working Papers, Banco de Portugal, Economics and Research Department View citations (3)

2003

15. Corruption, Credit Market Imperfections, and Economic Development
    Working Papers, Banco de Portugal, Economics and Research Department View citations (5)
    See also Journal Article in The Quarterly Review of Economics and Finance (2003)

Journal Articles

2020

1. Public debt expansions and the dynamics of the household borrowing constraint
   Review of Economic Dynamics, 2020, 37, 1-32 View citations (1)
   See also Working Paper (2016)
   Software Item (2019)

2018

2. Forecasting banking crises with dynamic panel probit models
   International Journal of Forecasting, 2018, 34, (2), 249-275 View citations (14)
   See also Working Paper (2016)

2016

3. Firm default probabilities revisited
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2016 View citations (12)
   See also Chapter (2017)

2015

4. Co-movement of revisions in short- and long-term inflation expectations
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2015 View citations (5)
5. The effects of credit subsidies on development
   Economic Theory, 2015, 58, (1), 1-30 View citations (14)
   See also Working Paper (2012)

2014

6. Early Warning Indicators of Banking Crises: Exploring new Data and Tools
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 View citations (9)

2013

7. COSTLY INTERMEDIATION AND CONSUMPTION SMOOTHING
   Economic Inquiry, 2013, 51, (1), 459-472 View citations (11)
8. THE WELFARE GAINS OF FINANCIAL LIBERALIZATION: CAPITAL ACCUMULATION AND HETEROGENEITY
   Journal of the European Economic Association, 2013, 11, (6), 1348-1381 View citations (12)

2012

9. A Scoring Model For Portuguese Non-Financial Enterprises
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 View citations (1)
10. Access to credit by non-financial firms
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 View citations (6)

2011

11. Debt and extinction of firms
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 View citations (1)
12. Towards a CCA-based Systemic Risk Indicator
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 View citations (3)

2010

13. An Application of Contingent Claim Analysis to the Portuguese Banking System
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2010 View citations (3)

2008

14. Computing general equilibrium models with occupational choice and financial frictions
    Journal of Mathematical Economics, 2008, 44, (7-8), 553-568 View citations (10)
    See also Working Paper (2006)
15. The Effect of Financial Frictions on Economic Development
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2008
16. The effect of financial repression and enforcement on entrepreneurship and economic development
    Journal of Monetary Economics, 2008, 55, (2), 278-297 View citations (73)

2007

17. Start up costs, limited enforcement, and the hidden economy
    European Economic Review, 2007, 51, (1), 203-224 View citations (148)
18. The Distribution of Losses in Credit to Non-Financial Firms
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2007

2006

19. Estimating Probabilities of Default under Macroeconomic Scenarios
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2006
20. Legalisation Costs, Contract Enforcement and the Informal Sector
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2006

2005

21. Estimates of expected losses in credit portfolios – an application of survival analysis to firms with defaulted credit
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2005

2004

22. Liquidity and Order Flow in the Portuguese Stock Market
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2004 View citations (1)

2003

23. Corruption, credit market imperfections, and economic development
    The Quarterly Review of Economics and Finance, 2003, 43, (4), 627-642 View citations (7)
    See also Working Paper (2003)

Chapters

2017

1. Firm default probabilities revisited
   A chapter in Uses of central balance sheet data offices' information, 2017, vol. 45
   See also Journal Article in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies (2016)

Software Items

2019

1. Code and data files for "Public debt expansions and the dynamics of the household borrowing constraint"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2020)