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 (1)
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2011) View citations (1)

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 (8)
   Also in Working Paper Series, European Central Bank (2010) View citations (5)
   See also Journal Article in Journal of International Money and Finance (2015)
4. Monetary Policy Effects: Evidence from the Portuguese Flow of Funds
   Working Papers, Banco de Portugal, Economics and Research Department View citations (2)

2007

5. An Open Economy Model of the Euro Area and the US
   Working Papers, Banco de Portugal, Economics and Research Department View citations (5)
   See also Journal Article in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies (2007)
6. Global Monetary Policy Shocks in the G5: a SVAR Approach
   CEIS Research Paper, Tor Vergata University, CEIS View citations (33)
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (19)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2007)
7. Is the euro area M3 abandoning us?
   Working Papers, Banco de Portugal, Economics and Research Department View citations (10)
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 (9)
   See also Journal Article in International Journal of Finance & Economics (2008)

2006

9. Identifying asset price booms and busts with quantile regressions
   Working Papers, Banco de Portugal, Economics and Research Department View citations (17)
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 (11)
   See also Working Paper (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

2011

3. Good (and not so good) policy at the zero bound
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011
4. Monetary policy and financial stability: an open debate
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 View citations (4)

2010

5. Monetary Policy Effects on the Flow of Funds of Non-Financial Corporations and Households in Portugal
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2010

2009

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

2008

7. Monetary policy shocks in the euro area and global liquidity spillovers
   International Journal of Finance & Economics, 2008, 13, (3), 205-218 View citations (17)
   See also Working Paper (2007)

2007

8. An Open Economy Model of the Euro Area and the US
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2007 View citations (3)
   See also Working Paper (2007)
9. 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 (24)
   See also Working Paper (2007)
10. The Effects of Monetary and Technology Shocks in Three Different Models of the Euro Area
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2007

2006

11. 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 (25)
12. Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (2), 1-21 View citations (18)
13. Some Issues Concerning the Use of M3 for Monetary Policy Analysis in the Euro Area
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2006 View citations (8)

2005

14. Asset prices and macroeconomic fundamentals in the euro area
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2005 View citations (1)

2003

15. Modelling the demand for loans to the private sector in the euro area
    Applied Economics, 2003, 35, (1), 107-117 View citations (52)

Books

Undated

1. The Portuguese Economy in the Context of Economic, Financial and Monetary Integration
   Books, Banco de Portugal, Economics and Research Department View citations (7)