Details about João Sousa

Access statistics for papers by João Sousa.

Last updated 2015-01-26. Update your information in the RePEc Author Service.

Short-id: pso182

Working Papers

2013

1. Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K
   Working Paper Series, European Central Bank View citations (2)
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2011) View citations (2)

2011

2. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
   NIPE Working Papers, NIPE - Universidade do Minho View citations (1)

2010

3. Global policy at the Zero Lower Bound in a large-scale DSGE model
   Working Papers, Banco de Portugal, Economics and Research Department View citations (10)
   Also in Working Paper Series, European Central Bank (2010) View citations (10)
   See also Journal Article Global policy at the zero lower bound in a large-scale DSGE model, Journal of International Money and Finance, Elsevier (2015) View citations (16) (2015)
4. Monetary Policy Effects: Evidence from the Portuguese Flow of Funds
   Working Papers, Banco de Portugal, Economics and Research Department View citations (4)

2007

5. An Open Economy Model of the Euro Area and the US
   Working Papers, Banco de Portugal, Economics and Research Department View citations (6)
6. Global Monetary Policy Shocks in the G5: a SVAR Approach
   CEIS Research Paper, Tor Vergata University, CEIS View citations (40)
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (24)
   See also Journal Article Global monetary policy shocks in the G5: A SVAR approach, Journal of International Financial Markets, Institutions and Money, Elsevier (2007) View citations (31) (2007)
7. Is the euro area M3 abandoning us?
   Working Papers, Banco de Portugal, Economics and Research Department View citations (12)
8. Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (12)
   See also Journal Article Monetary policy shocks in the euro area and global liquidity spillovers, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (25) (2008)

2006

9. Identifying asset price booms and busts with quantile regressions
   Working Papers, Banco de Portugal, Economics and Research Department View citations (23)
10. The Effects of a Technology Shock in the Euro Area
    Working Papers, Banco de Portugal, Economics and Research Department
11. The Transmission of Monetary and Technology Shocks in the Euro Area
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

Journal Articles

2015

1. Global policy at the zero lower bound in a large-scale DSGE model
   Journal of International Money and Finance, 2015, 50, (C), 134-153 View citations (16)
   See also Working Paper Global policy at the Zero Lower Bound in a large-scale DSGE model, Working Papers (2010) View citations (10) (2010)

2013

2. THE BALANCE SHEET CHANNEL IN A SMALL OPEN ECONOMY IN A MONETARY UNION
   International Journal of Finance & Economics, 2013, 18, (3), 278-292

2009

3. The transmission of monetary policy and technology shocks in the euro area
   Applied Economics, 2009, 43, (8), 917-927 View citations (1)

2008

4. Monetary policy shocks in the euro area and global liquidity spillovers
   International Journal of Finance & Economics, 2008, 13, (3), 205-218 View citations (25)
   See also Working Paper Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers, Temi di discussione (Economic working papers) (2007) View citations (12) (2007)

2007

5. Global monetary policy shocks in the G5: A SVAR approach
   Journal of International Financial Markets, Institutions and Money, 2007, 17, (5), 403-419 View citations (31)
   See also Working Paper Global Monetary Policy Shocks in the G5: a SVAR Approach, CEIS Research Paper (2007) View citations (40) (2007)

2006

6. Credit in the euro area: An empirical investigation using aggregate data
   The Quarterly Review of Economics and Finance, 2006, 46, (2), 211-226 View citations (29)
7. Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
   Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (2), 21 View citations (50)

2003

8. Modelling the demand for loans to the private sector in the euro area
   Applied Economics, 2003, 35, (1), 107-117 View citations (70)