Details about Manuel M. F. Martins

Access statistics for papers by Manuel M. F. Martins.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pma1202

Working Papers

2021

1. Inflation Dynamics and Forecast: Frequency Matters
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (2)

2020

2. Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto

2019

3. Okun’s Law Across Time and Frequencies
   NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
   See also Journal Article Okun’s Law across time and frequencies, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (3) (2020)
4. The Phillips Curve at 60: time for time and frequency
   NIPE Working Papers, NIPE - Universidade do Minho View citations (11)
   Also in Bank of Finland Research Discussion Papers, Bank of Finland (2019) View citations (2)
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2019) View citations (11)

2018

5. Estimating the Taylor Rule in the Time-Frequency Domain
   NIPE Working Papers, NIPE - Universidade do Minho View citations (40)
   Also in CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2016) View citations (1)
   See also Journal Article Estimating the Taylor rule in the time-frequency domain, Journal of Macroeconomics, Elsevier (2018) View citations (38) (2018)

2014

6. Analyzing the Taylor Rule with Wavelet Lenses
   NIPE Working Papers, NIPE - Universidade do Minho
7. Financial Shocks and Optimal Monetary Policy Rules
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (19)
8. Financial shocks, financial stability, and optimal Taylor rules
   Bank of Finland Research Discussion Papers, Bank of Finland
   See also Journal Article Financial shocks, financial stability, and optimal Taylor rules, Journal of Macroeconomics, Elsevier (2017) View citations (20) (2017)

2013

9. (Un)anticipated monetary policy in a DSGE model with a shadow banking system
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (10)
   Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012)
   See also Journal Article (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (62) (2013)

2011

10. Investment and output effects of fiscal consolidations in a new-Keynesian DSGE model for the Euro Area: composition matters?
    EcoMod2011, EcoMod View citations (2)
11. Macroeconomic effects of fiscal consolidations in a DSGE model for the Euro Area: does composition matter?
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (7)
12. Monetary policy shocks in a DSGE model with a shadow banking system
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (3)
13. Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (3)

2010

14. Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (10)
    Also in Working Paper Series, European Central Bank (2010) View citations (6)
    See also Journal Article Level, slope, curvature of the sovereign yield curve, and fiscal behaviour, Journal of Banking & Finance, Elsevier (2012) View citations (45) (2012)
15. The yield curve and the macro-economy across time and frequencies
    NIPE Working Papers, NIPE - Universidade do Minho
    Also in CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2010)
    See also Journal Article The yield curve and the macro-economy across time and frequencies, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (80) (2012)

2009

16. Cape Verde: The Case for Euroization
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (1)
    See also Journal Article CAPE VERDE: THE CASE FOR EUROISATION, South African Journal of Economics, Economic Society of South Africa (2010) View citations (1) (2010)

2007

17. Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)?
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto

2006

18. Dilemas macroeconómicos e política monetária: o caso da Zona Euro
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto

2005

19. Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (10)
    Also in FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2005) View citations (9)
    See also Journal Article Testing for asymmetries in the preferences of the euro-area monetary policymaker, Applied Economics, Taylor & Francis Journals (2008) View citations (21) (2008)

2004

20. Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (2)
21. O Crescimento da Produtividade da Indústria Portuguesa no Século XX
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto

2003

22. Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (5)
23. Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (4)

Journal Articles

2024

1. Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter
   Oxford Bulletin of Economics and Statistics, 2024, 86, (4), 811-832

2023

2. Inflation dynamics in the frequency domain
   Economics Letters, 2023, 231, (C) View citations (5)
3. The Phillips curve at 65: Time for time and frequency
   Journal of Economic Dynamics and Control, 2023, 151, (C) View citations (6)

2021

4. Bond vs. bank finance and the Great Recession
   Finance Research Letters, 2021, 39, (C) View citations (1)

2020

5. Okun’s Law across time and frequencies
   Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (3)
   See also Working Paper Okun’s Law Across Time and Frequencies, NIPE Working Papers (2019) View citations (2) (2019)

2018

6. Estimating the Taylor rule in the time-frequency domain
   Journal of Macroeconomics, 2018, 57, (C), 122-137 View citations (38)
   See also Working Paper Estimating the Taylor Rule in the Time-Frequency Domain, NIPE Working Papers (2018) View citations (40) (2018)

2017

7. Financial shocks, financial stability, and optimal Taylor rules
   Journal of Macroeconomics, 2017, 54, (PB), 187-207 View citations (20)
   See also Working Paper Financial shocks, financial stability, and optimal Taylor rules, Bank of Finland Research Discussion Papers (2014) (2014)

2013

8. (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System
   International Journal of Central Banking, 2013, 9, (3), 78-124 View citations (62)
   See also Working Paper (Un)anticipated monetary policy in a DSGE model with a shadow banking system, Bank of Finland Research Discussion Papers (2013) View citations (10) (2013)
9. Convergence of the Economic Sentiment Cycles in the Eurozone: A Time-Frequency Analysis
   Journal of Common Market Studies, 2013, 51, (3), 377-398 View citations (16)

2012

10. Anchoring to the Euro (and Grouped Together)? The Case of African Countries
    Journal of African Economies, 2012, 21, (1), 28-64 View citations (5)
11. Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
    Journal of Banking & Finance, 2012, 36, (6), 1789-1807 View citations (45)
    See also Working Paper Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour, Working Papers Department of Economics (2010) View citations (10) (2010)
12. The yield curve and the macro-economy across time and frequencies
    Journal of Economic Dynamics and Control, 2012, 36, (12), 1950-1970 View citations (80)
    See also Working Paper The yield curve and the macro-economy across time and frequencies, NIPE Working Papers (2010) (2010)

2010

13. CAPE VERDE: THE CASE FOR EUROISATION
    South African Journal of Economics, 2010, 78, (3), 248-268 View citations (1)
    See also Working Paper Cape Verde: The Case for Euroization, FEP Working Papers (2009) View citations (1) (2009)

2008

14. Testing for asymmetries in the preferences of the euro-area monetary policymaker
    Applied Economics, 2008, 40, (13), 1651-1667 View citations (21)
    See also Working Paper Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker, Money Macro and Finance (MMF) Research Group Conference 2005 (2005) View citations (10) (2005)

2005

15. Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area
    Empirical Economics, 2005, 30, (3), 665-691 View citations (17)
16. The Preferences of the Euro Area Monetary Policy‐maker*
    Journal of Common Market Studies, 2005, 43, (2), 221-250 View citations (9)