Details about João Madeira

Access statistics for papers by João Madeira.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pma1418

Working Papers

2023

1. The Long-Run Effects of Risk: An Equilibrium Approach
   Economics Discussion Paper Series, Economics, The University of Manchester
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2018

2. Measuring Monetary Policy Deviations from the Taylor Rule
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (1)
   See also Journal Article in Economics Letters (2018)

2015

3. Dissent in FOMC Meeting and the Announcement Drift
   Working Papers Central Bank of Chile, Central Bank of Chile
4. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (6)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014)

2014

5. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model
   MPRA Paper, University Library of Munich, Germany View citations (1)

2013

6. Assessing the empirical relevance of Walrasian labor frictions to business cycle fluctuations
   Discussion Papers, University of Exeter, Department of Economics

2012

7. Evaluating the Role of Firm-Specific Capital in New Keynesian models
   Discussion Papers, University of Exeter, Department of Economics

2011

8. The Increased Importance of Asset Price Misalignments for Business Cycle Dynamics
   Working Paper Series, Uppsala University, Department of Economics View citations (1)

2008

9. A New Keynesian Model with Overtime Labor
   Discussion Papers, University of Exeter, Department of Economics View citations (1)

Journal Articles

2022

1. Econometric Analysis of Switching Expectations in UK Inflation
   Oxford Bulletin of Economics and Statistics, 2022, 84, (3), 651-673

2021

2. Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model
   International Journal of Finance & Economics, 2021, 26, (1), 1101-1111

2019

3. The Effect of FOMC Votes on Financial Markets
   The Review of Economics and Statistics, 2019, 101, (5), 921-932 View citations (15)

2018

4. Assessing the Empirical Relevance of Labour Frictions to Business Cycle Fluctuations
   Oxford Bulletin of Economics and Statistics, 2018, 80, (3), 554-574 View citations (2)
5. Measuring monetary policy deviations from the Taylor rule
   Economics Letters, 2018, 168, (C), 25-27 View citations (1)
   See also Working Paper (2018)

2015

6. Firm-specific capital, inflation persistence and the sources of business cycles
   European Economic Review, 2015, 74, (C), 229-243 View citations (1)

2014

7. Overtime Labor, Employment Frictions, and the New Keynesian Phillips Curve
   The Review of Economics and Statistics, 2014, 96, (4), 767-778 View citations (7)

Chapters

2013

1. Simulation and estimation of macroeconomic models in Dynare
   Chapter 25 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 593-608 View citations (1)