Details about Ricardo Jorge Magalhães de Abreu Santos Sousa
Access statistics for papers by Ricardo Jorge Magalhães de Abreu Santos Sousa.
Last updated 2025-03-16. Update your information in the RePEc Author Service.
Short-id: pso60
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Working Papers
2024
- International monetary policy and cryptocurrency markets: dynamic and spillover effects
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library  View citations (10)
See also Journal Article International monetary policy and cryptocurrency markets: dynamic and spillover effects, The European Journal of Finance, Taylor & Francis Journals (2024) (2024)
2023
- The Effect of Electrification on Socioeconomic Well-Being and Environmental Outcomes: Evidence for the Lao People’s Democratic Republic
ADB Economics Working Paper Series, Asian Development Bank
2022
- Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (14)
See also Journal Article Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer, Journal of Financial Stability, Elsevier (2022) View citations (15) (2022)
2021
- Cross-border capital flows and capital markets union: Quo vadis Europe?
Discussion Papers, European Stability Mechanism
2020
- Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio, International Review of Economics & Finance, Elsevier (2021) (2021)
- Unconventional monetary policy reaction functions: evidence from the US
Post-Print, HAL View citations (2)
See also Journal Article Unconventional monetary policy reaction functions: evidence from the US, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2020) View citations (2) (2020)
2019
- The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases
Working Papers, European Stability Mechanism
- What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data, The Journal of Real Estate Finance and Economics, Springer (2021) (2021)
2018
- Does exchange rate depreciation have contractionary effects on firm-level investment?
Working Papers, European Stability Mechanism View citations (3)
Also in BIS Working Papers, Bank for International Settlements (2017) View citations (25)
- External debt composition and domestic credit cycles
Working Papers, European Stability Mechanism View citations (5)
Also in BIS Working Papers, Bank for International Settlements (2017) View citations (12)
See also Journal Article External debt composition and domestic credit cycles, Journal of International Money and Finance, Elsevier (2021) View citations (4) (2021)
2017
- Assessing financial and housing wealth effects through the lens of a nonlinear framework
Post-Print, HAL View citations (6)
See also Journal Article Assessing financial and housing wealth effects through the lens of a nonlinear framework, Research in International Business and Finance, Elsevier (2017) View citations (5) (2017)
- Assessing fiscal policy through the lens of the financial and the commodity price cycles
BIS Working Papers, Bank for International Settlements View citations (11)
- Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test, International Review of Finance, International Review of Finance Ltd. (2018) View citations (1) (2018)
2016
- Beyond the austerity dispute: new priorities for fiscal policy
Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area View citations (8)
2015
- Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
Post-Print, HAL View citations (3)
See also Journal Article Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain, Economic Modelling, Elsevier (2015) View citations (6) (2015)
- The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
Working Papers, University of Pretoria, Department of Economics View citations (2)
2014
- Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
NIPE Working Papers, NIPE - Universidade do Minho View citations (34)
Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (32)
- China’s Monetary Policy and Commodity Prices
Working Papers, Department of Research, Ipag Business School View citations (16)
- Energy prices and CO2 emission allowance prices: A quantile regression approach
NIPE Working Papers, NIPE - Universidade do Minho View citations (92)
Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (100)
See also Journal Article Energy prices and CO2 emission allowance prices: A quantile regression approach, Energy Policy, Elsevier (2014) View citations (90) (2014)
- Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries
Post-Print, HAL
- Fiscal Policy and Macroeconomic Imbalances
Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area View citations (3)
- US Monetary Policy and Commodity Sector Prices
Working Papers, Department of Research, Ipag Business School View citations (18)
- What explains the short
Working Papers, Department of Research, Ipag Business School View citations (7)
- What explains the short-term dynamics of the prices of CO2 emissions?
NIPE Working Papers, NIPE - Universidade do Minho View citations (38)
See also Journal Article What explain the short-term dynamics of the prices of CO2 emissions?, Energy Economics, Elsevier (2014) View citations (82) (2014)
2013
- Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (1)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) View citations (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)
See also Journal Article Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK, Computational Economics, Springer (2019) View citations (3) (2019)
- Fiscal Adjustment and Business Cycle Synchronization
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
Also in CESifo Working Paper Series, CESifo (2013) View citations (6)
- Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Post-Print, HAL
See also Journal Article Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices, Economic Modelling, Elsevier (2013) View citations (6) (2013)
- What Determines the Duration of a Fiscal Consolidation Program?
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (39)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) View citations (5)
See also Journal Article What determines the duration of a fiscal consolidation program?, Journal of International Money and Finance, Elsevier (2013) View citations (39) (2013)
2012
- Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework
NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
- Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation
NIPE Working Papers, NIPE - Universidade do Minho
- Financial Reforms and Income Inequality
NIPE Working Papers, NIPE - Universidade do Minho View citations (98)
See also Journal Article Financial reforms and income inequality, Economics Letters, Elsevier (2012) View citations (98) (2012)
- Fiscall Adjustments and Income Inequality:A First Assessment
NIPE Working Papers, NIPE - Universidade do Minho View citations (20)
- How does Fiscal Consolidation Impact on Income Inequality?
Working papers, Banque de France View citations (23)
See also Journal Article How Does Fiscal Consolidation Impact on Income Inequality?, Review of Income and Wealth, International Association for Research in Income and Wealth (2014) View citations (80) (2014)
- Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector
NIPE Working Papers, NIPE - Universidade do Minho
- Modelling Money Demand: Further Evidence from an International Comparison
NIPE Working Papers, NIPE - Universidade do Minho
See also Journal Article Modelling money demand: further evidence from an international comparison, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (3) (2013)
- Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity
NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
See also Journal Article Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity, Economic Modelling, Elsevier (2013) View citations (26) (2013)
- Structural Breaks and Nonlinearity in US and UK Public Debt
NIPE Working Papers, NIPE - Universidade do Minho
See also Journal Article Structural breaks and nonlinearity in US and UK public debts, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (5) (2013)
- The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal
NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
2011
- Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries
NIPE Working Papers, NIPE - Universidade do Minho View citations (5)
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011) View citations (5)
CESifo Working Paper Series, CESifo (2011) View citations (5)
- 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)
- Can Fiscal Policy Stimulus Boost Economic Recovery?
Working papers, Banque de France View citations (20)
See also Journal Article Can Fiscal Policy Stimulus Boost Economic Recovery?, Revue économique, Presses de Sciences-Po (2011) View citations (25) (2011)
- Consumption, Wealth, Stock and Government Bond Returns: International Evidence
Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (24)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) View citations (24)
See also Journal Article CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE, Manchester School, University of Manchester (2011) View citations (24) (2011)
- Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (7)
Also in CESifo Working Paper Series, CESifo (2011) View citations (7)
NIPE Working Papers, NIPE - Universidade do Minho (2011) View citations (10)
See also Journal Article Consumption, wealth, stock and housing returns: Evidence from emerging markets, Research in International Business and Finance, Elsevier (2016) View citations (14) (2016)
- Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel
NIPE Working Papers, NIPE - Universidade do Minho
- Fiscal Consolidation and Income Inequality
NIPE Working Papers, NIPE - Universidade do Minho View citations (9)
- Fiscal Policy Discretion, Private Spending, and Crisis Episodes
NIPE Working Papers, NIPE - Universidade do Minho View citations (5)
Also in Working papers, Banque de France (2011) View citations (5)
- Fiscal Policy in the BRICs
NIPE Working Papers, NIPE - Universidade do Minho View citations (9)
See also Journal Article Fiscal policy in the BRICs, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014) View citations (16) (2014)
- How Does Fiscal Policy React to Wealth Composition and Asset Prices?
NIPE Working Papers, NIPE - Universidade do Minho View citations (5)
Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2011) View citations (6)
See also Journal Article How does fiscal policy react to wealth composition and asset prices?, Journal of Macroeconomics, Elsevier (2012) View citations (52) (2012)
- How do Banking Crises Impact on Income Inequality?
NIPE Working Papers, NIPE - Universidade do Minho View citations (15)
See also Journal Article How do banking crises impact on income inequality?, Applied Economics Letters, Taylor & Francis Journals (2012) View citations (48) (2012)
- Monetary Policy Rules in the BRICS: How Important is Nonlinearity?
NIPE Working Papers, NIPE - Universidade do Minho View citations (4)
- The real effects of financial stress in the Euro zone
NIPE Working Papers, NIPE - Universidade do Minho View citations (6)
See also Journal Article The real effects of financial stress in the Eurozone, International Review of Financial Analysis, Elsevier (2013) View citations (64) (2013)
- Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area
NIPE Working Papers, NIPE - Universidade do Minho
2010
- Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
NIPE Working Papers, NIPE - Universidade do Minho View citations (5)
- Fiscal Policy and Asset Prices
NIPE Working Papers, NIPE - Universidade do Minho View citations (22)
See also Journal Article FISCAL POLICY AND ASSET PRICES, Bulletin of Economic Research, Wiley Blackwell (2013) View citations (48) (2013)
- Fiscal Policy, Housing and Stock Prices
EcoMod2010, EcoMod View citations (1)
Also in Working Paper Series, European Central Bank (2009) View citations (12)
Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2008) View citations (8)
NIPE Working Papers, NIPE - Universidade do Minho (2008) View citations (11)
- How Do Central Banks React to Wealth Composition and Asset Prices?
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (7)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) View citations (5)
See also Journal Article How do central banks react to wealth composition and asset prices?, Economic Modelling, Elsevier (2012) View citations (27) (2012)
- How do Consumption and Asset Returns React to Wealth Shocks? Evidence from the U.S. and the U.K
NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
- The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US
NIPE Working Papers, NIPE - Universidade do Minho View citations (6)
- Time-Varying Expected Returns: Evidence from the U.S. and the U.K
NIPE Working Papers, NIPE - Universidade do Minho
2009
- Assessing Long-Term Fiscal Developments: Evidence from Portugal
NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2009) View citations (2)
See also Journal Article Assessing long-term fiscal developments: evidence from Portugal, Applied Economics Letters, Taylor & Francis Journals (2011) View citations (4) (2011)
- Assessing Long-Term Fiscal Developments: a New Approach
Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (7)
Also in Working Paper Series, European Central Bank (2009) View citations (9)
NIPE Working Papers, NIPE - Universidade do Minho (2009) View citations (13)
See also Journal Article Assessing long-term fiscal developments: A new approach, Journal of International Money and Finance, Elsevier (2011) View citations (16) (2011)
- Asset prices, Credit and Investment in Emerging Markets
NIPE Working Papers, NIPE - Universidade do Minho View citations (5)
- Fiscal Regime Shifts in Portugal
Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (5)
Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2009) View citations (37)
NIPE Working Papers, NIPE - Universidade do Minho (2009) View citations (6)
See also Journal Article Fiscal regime shifts in Portugal, Portuguese Economic Journal, Springer (2011) View citations (24) (2011)
- Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets
NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
See also Journal Article Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets, Emerging Markets Finance and Trade, Taylor & Francis Journals (2011) View citations (5) (2011)
- Monetary Policy and Economic Activity in the BRICS
NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
- The Determinants of Public Deficit Volatility
NIPE Working Papers, NIPE - Universidade do Minho View citations (22)
Also in Working Paper Series, European Central Bank (2009) View citations (25)
- The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects"
NIPE Working Papers, NIPE - Universidade do Minho View citations (24)
- The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
NIPE Working Papers, NIPE - Universidade do Minho View citations (41)
Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2009) View citations (39)
See also Journal Article The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis, Portuguese Economic Journal, Springer (2011) View citations (37) (2011)
- The macroeconomic effects of fiscal policy
Working Paper Series, European Central Bank View citations (106)
Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2008) View citations (29)
NIPE Working Papers, NIPE - Universidade do Minho (2008) View citations (62)
See also Journal Article The macroeconomic effects of fiscal policy, Applied Economics, Taylor & Francis Journals (2012) View citations (99) (2012)
- Wealth Effects in Emerging Market Economies
NIPE Working Papers, NIPE - Universidade do Minho View citations (22)
Also in Working Paper Series, European Central Bank (2009) View citations (24)
See also Journal Article Wealth effects in emerging market economies, International Review of Economics & Finance, Elsevier (2012) View citations (41) (2012)
- Wealth Effetcs on Consumption: Evidence from the euro area
NIPE Working Papers, NIPE - Universidade do Minho View citations (7)
Also in Working Paper Series, European Central Bank (2009) View citations (38)
- What Are The Wealth E¤ects Of Monetary Policy?
NIPE Working Papers, NIPE - Universidade do Minho View citations (6)
2007
- Expectations, Shocks, and Asset Returns
NIPE Working Papers, NIPE - Universidade do Minho
- Wealth Shocks and Risk Aversion
NIPE Working Papers, NIPE - Universidade do Minho View citations (3)
2006
- Consumption, (Dis)Aggregate Wealth and Asset Returns
Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2005) View citations (6)
See also Journal Article Consumption, (dis)aggregate wealth, and asset returns, Journal of Empirical Finance, Elsevier (2010) View citations (71) (2010)
2003
- Property of stocks and wealth effects on consumption
NIPE Working Papers, NIPE - Universidade do Minho View citations (9)
2001
- Indicadores de localização, especialização e diversificação e análise shift-share - uma aplicação às NUT III da Região Norte no período 1986-1998
NIPE Working Papers, NIPE - Universidade do Minho
Journal Articles
2025
- COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens
Annals of Operations Research, 2025, 345, (2), 575-596
2024
- China's monetary policy framework and global commodity prices
Energy Economics, 2024, 138, (C)
- International monetary policy and cryptocurrency markets: dynamic and spillover effects
The European Journal of Finance, 2024, 30, (16), 1855-1875
See also Working Paper International monetary policy and cryptocurrency markets: dynamic and spillover effects, LSE Research Online Documents on Economics (2024) View citations (10) (2024)
- Oil shocks and financial stability in MENA countries
Resources Policy, 2024, 89, (C) View citations (1)
2023
- A quest between fiscal and market discipline
Economic Modelling, 2023, 119, (C) View citations (2)
- Bitcoin market networks and cyberattacks
Physica A: Statistical Mechanics and its Applications, 2023, 630, (C)
- Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?
Empirical Economics, 2023, 64, (2), 539-565
2022
- Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer
Journal of Financial Stability, 2022, 63, (C) View citations (15)
See also Working Paper Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer, LSE Research Online Documents on Economics (2022) View citations (14) (2022)
- Do pandemic, trade policy and world uncertainties affect oil price returns?
Resources Policy, 2022, 77, (C) View citations (6)
- On the international co-movement of natural interest rates
Journal of International Financial Markets, Institutions and Money, 2022, 80, (C) View citations (1)
- The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?
Energy Economics, 2022, 109, (C) View citations (8)
- What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
Journal of International Money and Finance, 2022, 122, (C) View citations (12)
2021
- External debt composition and domestic credit cycles
Journal of International Money and Finance, 2021, 115, (C) View citations (4)
See also Working Paper External debt composition and domestic credit cycles, Working Papers (2018) View citations (5) (2018)
- Inflation synchronization among the G7and China: The important role of oil inflation
Energy Economics, 2021, 100, (C) View citations (31)
- Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio
International Review of Economics & Finance, 2021, 71, (C), 779-810
See also Working Paper Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio, Working Papers (2020) View citations (1) (2020)
- On the duration of sovereign ratings cycle phases
Journal of Economic Behavior & Organization, 2021, 182, (C), 512-526 View citations (4)
- What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data
The Journal of Real Estate Finance and Economics, 2021, 62, (1), 81-107
See also Working Paper What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data, Working Papers (2019) View citations (2) (2019)
2020
- Consumption, asset wealth, equity premium, term spread, and flight to quality
European Financial Management, 2020, 26, (3), 778-807 View citations (5)
- Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases
Energy Economics, 2020, 90, (C) View citations (24)
- How does monetary policy respond to the dynamics of the shadow banking sector?
International Journal of Finance & Economics, 2020, 25, (2), 228-247 View citations (3)
- The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
The Journal of Real Estate Finance and Economics, 2020, 61, (4), 607-670 View citations (3)
- U.S. equity and commodity futures markets: Hedging or financialization?
Energy Economics, 2020, 86, (C) View citations (28)
- Unconventional monetary policy reaction functions: evidence from the US
Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 18 View citations (2)
See also Working Paper Unconventional monetary policy reaction functions: evidence from the US, Post-Print (2020) View citations (2) (2020)
2019
- A competing risks tale on successful and unsuccessful fiscal consolidations
Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) View citations (6)
- Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK
Computational Economics, 2019, 54, (1), 139-176 View citations (3)
See also Working Paper Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K, Working Paper Series (2013) View citations (2) (2013)
- Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
Real Estate Economics, 2019, 47, (4), 935-976 View citations (6)
2018
- Do IMF fiscal forecasts add value?
Journal of Forecasting, 2018, 37, (6), 650-665 View citations (12)
- ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET
Macroeconomic Dynamics, 2018, 22, (7), 1769-1789 View citations (12)
- FINANCIAL MARKETS' SHUTDOWN AND REACCESS
Economic Inquiry, 2018, 56, (1), 562-571 View citations (4)
- Systemic financial crises and the housing market cycle
Applied Economics Letters, 2018, 25, (10), 724-729 View citations (3)
- The Impact of Fiscal Consolidation on Human Development
Journal of International Development, 2018, 30, (3), 399-429 View citations (3)
- The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets
Journal of Money, Credit and Banking, 2018, 50, (8), 1969-1994 View citations (10)
- Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
International Review of Finance, 2018, 18, (3), 495-506 View citations (1)
See also Working Paper Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test, Working Papers (2017) View citations (2) (2017)
2017
- An international forensic perspective of the determinants of bank CDS spreads
Journal of Financial Stability, 2017, 33, (C), 60-70 View citations (20)
- Assessing financial and housing wealth effects through the lens of a nonlinear framework
Research in International Business and Finance, 2017, 39, (PB), 840-850 View citations (5)
See also Working Paper Assessing financial and housing wealth effects through the lens of a nonlinear framework, Post-Print (2017) View citations (6) (2017)
- Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
International Review of Economics & Finance, 2017, 48, (C), 269-279 View citations (4)
- Do country-level financial structures explain bank-level CDS spreads?
Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 135-145 View citations (16)
- HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES?
Bulletin of Economic Research, 2017, 69, (4), 309-329 View citations (3)
- Income inequality, fiscal stimuli and political (in)stability
International Tax and Public Finance, 2017, 24, (3), 484-511 View citations (9)
- ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY
Macroeconomic Dynamics, 2017, 21, (5), 1189-1204 View citations (17)
- Predicting risk premium under changes in the conditional distribution of stock returns
Journal of International Financial Markets, Institutions and Money, 2017, 50, (C), 204-218 View citations (4)
- Spillovers from the oil sector to the housing market cycle
Energy Economics, 2017, 61, (C), 209-220 View citations (14)
- The skill premium effect of technological change: New evidence from United States manufacturing
International Labour Review, 2017, 156, (1), 113-131 View citations (56)
2016
- Consumption, wealth, stock and housing returns: Evidence from emerging markets
Research in International Business and Finance, 2016, 36, (C), 562-578 View citations (14)
See also Working Paper Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets, Discussion Papers of DIW Berlin (2011) View citations (7) (2011)
- Financial stress and sovereign debt composition
Applied Economics Letters, 2016, 23, (9), 678-683 View citations (1)
- Fiscal and monetary policies in the BRICS: A panel VAR approach
Economic Modelling, 2016, 58, (C), 535-542 View citations (64)
- National fiscal consolidations and regional inequality in Europe
Cambridge Journal of Regions, Economy and Society, 2016, 9, (1), 59-80 View citations (23)
- Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
International Review of Economics & Finance, 2016, 41, (C), 122-143 View citations (33)
2015
- An empirical analysis of energy cost pass-through to CO2 emission prices
Energy Economics, 2015, 49, (C), 149-156 View citations (56)
- Booms, Busts, and Normal Times in the Housing Market
Journal of Business & Economic Statistics, 2015, 33, (1), 25-45 View citations (28)
- Can re-regulation of the financial sector strike back public debt?
Economic Modelling, 2015, 51, (C), 159-171 View citations (2)
- Consumption growth, preference for smoothing, changes in expectations and risk premium
The Quarterly Review of Economics and Finance, 2015, 56, (C), 80-97 View citations (8)
- Do debt crises boost financial reforms?
Applied Economics Letters, 2015, 22, (5), 356-360 View citations (5)
- Fiscal consolidation and financial reforms
Applied Economics, 2015, 47, (34-35), 3740-3755 View citations (6)
- Is fiscal fatigue a threat to consolidation programmes?
Environment and Planning C, 2015, 33, (4), 765-779 View citations (8)
- Linking wealth and labour income with stock returns and government bond yields
The European Journal of Finance, 2015, 21, (10-11), 806-825 View citations (20)
- Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
Economic Modelling, 2015, 44, (C), 358-362 View citations (6)
See also Working Paper Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain, Post-Print (2015) View citations (3) (2015)
- Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Finance Research Letters, 2015, 12, (C), 38-47 View citations (29)
- US monetary policy and sectoral commodity prices
Journal of International Money and Finance, 2015, 57, (C), 61-85 View citations (66)
- What determines the likelihood of structural reforms?
European Journal of Political Economy, 2015, 37, (C), 129-145 View citations (41)
- What is the impact of wealth shocks on asset allocation?
Quantitative Finance, 2015, 15, (3), 493-508 View citations (9)
2014
- Energy prices and CO2 emission allowance prices: A quantile regression approach
Energy Policy, 2014, 70, (C), 201-206 View citations (90)
See also Working Paper Energy prices and CO2 emission allowance prices: A quantile regression approach, NIPE Working Papers (2014) View citations (92) (2014)
- Fiscal adjustments, labour market flexibility and unemployment
Economics Letters, 2014, 124, (2), 231-235 View citations (17)
- Fiscal policy in the BRICs
Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (2), 201-215 View citations (16)
See also Working Paper Fiscal Policy in the BRICs, NIPE Working Papers (2011) View citations (9) (2011)
- How Does Fiscal Consolidation Impact on Income Inequality?
Review of Income and Wealth, 2014, 60, (4), 702-726 View citations (80)
See also Working Paper How does Fiscal Consolidation Impact on Income Inequality?, Working papers (2012) View citations (23) (2012)
- Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China
Applied Economics, 2014, 46, (9), 973-984 View citations (34)
- The Determinants of the Volatility of Fiscal Policy Discretion
Fiscal Studies, 2014, 35, 91-115 View citations (24)
- The Relationship between Consumption and Wealth: A Quantile Regression Approach
Revue d'économie politique, 2014, 124, (4), 639-652 View citations (19)
- WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE
Bulletin of Economic Research, 2014, 66, (1), 95-111 View citations (17)
- What explain the short-term dynamics of the prices of CO2 emissions?
Energy Economics, 2014, 46, (C), 122-135 View citations (82)
See also Working Paper What explains the short-term dynamics of the prices of CO2 emissions?, NIPE Working Papers (2014) View citations (38) (2014)
- Windfall gains and labour supply: evidence from the European household panel
IZA Journal of Labor Economics, 2014, 3, (1), 1-27 View citations (6)
2013
- Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies
Open Economies Review, 2013, 24, (4), 677-694 View citations (56)
- Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes
Open Economies Review, 2013, 24, (1), 79-100 View citations (3)
- FISCAL POLICY AND ASSET PRICES
Bulletin of Economic Research, 2013, 65, (2), 154-177 View citations (48)
See also Working Paper Fiscal Policy and Asset Prices, NIPE Working Papers (2010) View citations (22) (2010)
- How best to measure discretionary fiscal policy? Assessing its impact on private spending
Economic Modelling, 2013, 34, (C), 15-24 View citations (31)
- Modelling money demand: further evidence from an international comparison
Applied Economics Letters, 2013, 20, (11), 1052-1055 View citations (3)
See also Working Paper Modelling Money Demand: Further Evidence from an International Comparison, NIPE Working Papers (2012) (2012)
- Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity
Economic Modelling, 2013, 32, (C), 507-515 View citations (26)
See also Working Paper Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity, NIPE Working Papers (2012) View citations (1) (2012)
- Political, Institutional, and Economic Factors Underlying Deficit Volatility
Review of International Economics, 2013, 21, (4), 719-732 View citations (6)
- Structural breaks and nonlinearity in US and UK public debts
Applied Economics Letters, 2013, 20, (7), 653-657 View citations (5)
See also Working Paper Structural Breaks and Nonlinearity in US and UK Public Debt, NIPE Working Papers (2012) (2012)
- The real effects of financial stress in the Eurozone
International Review of Financial Analysis, 2013, 30, (C), 1-17 View citations (64)
See also Working Paper The real effects of financial stress in the Euro zone, NIPE Working Papers (2011) View citations (6) (2011)
- Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Economic Modelling, 2013, 34, (C), 25-36 View citations (6)
See also Working Paper Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices, Post-Print (2013) (2013)
- What determines the duration of a fiscal consolidation program?
Journal of International Money and Finance, 2013, 37, (C), 113-134 View citations (39)
See also Working Paper What Determines the Duration of a Fiscal Consolidation Program?, GEMF Working Papers (2013) View citations (39) (2013)
2012
- Financial reforms and income inequality
Economics Letters, 2012, 116, (3), 583-587 View citations (98)
See also Working Paper Financial Reforms and Income Inequality, NIPE Working Papers (2012) View citations (98) (2012)
- How do banking crises impact on income inequality?
Applied Economics Letters, 2012, 19, (15), 1425-1429 View citations (48)
See also Working Paper How do Banking Crises Impact on Income Inequality?, NIPE Working Papers (2011) View citations (15) (2011)
- How do central banks react to wealth composition and asset prices?
Economic Modelling, 2012, 29, (3), 641-653 View citations (27)
See also Working Paper How Do Central Banks React to Wealth Composition and Asset Prices?, GEMF Working Papers (2010) View citations (7) (2010)
- How does fiscal policy react to wealth composition and asset prices?
Journal of Macroeconomics, 2012, 34, (3), 874-890 View citations (52)
See also Working Paper How Does Fiscal Policy React to Wealth Composition and Asset Prices?, NIPE Working Papers (2011) View citations (5) (2011)
- Investment in emerging market economies
Empirical Economics, 2012, 43, (1), 97-119 View citations (12)
- REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES
Macroeconomic Dynamics, 2012, 16, (S2), 190-212 View citations (76)
- The macroeconomic effects of fiscal policy
Applied Economics, 2012, 44, (34), 4439-4454 View citations (99)
See also Working Paper The macroeconomic effects of fiscal policy, Working Paper Series (2009) View citations (106) (2009)
- Time-varying expected returns: evidence from the United States and the United Kingdom
Applied Economics Letters, 2012, 19, (5), 413-416
- Wealth effects in emerging market economies
International Review of Economics & Finance, 2012, 24, (C), 155-166 View citations (41)
See also Working Paper Wealth Effects in Emerging Market Economies, NIPE Working Papers (2009) View citations (22) (2009)
- Wealth-to-income ratio and stock returns: evidence from the Euro Area
Applied Economics Letters, 2012, 19, (7), 619-622 View citations (6)
- Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
Applied Economics Letters, 2012, 19, (11), 1085-1088 View citations (6)
2011
- Assessing long-term fiscal developments: A new approach
Journal of International Money and Finance, 2011, 30, (1), 130-146 View citations (16)
See also Working Paper Assessing Long-Term Fiscal Developments: a New Approach, Working Papers Department of Economics (2009) View citations (7) (2009)
- Assessing long-term fiscal developments: evidence from Portugal
Applied Economics Letters, 2011, 18, (1), 1-5 View citations (4)
See also Working Paper Assessing Long-Term Fiscal Developments: Evidence from Portugal, NIPE Working Papers (2009) View citations (2) (2009)
- Building proxies that capture time-variation in expected returns using a VAR approach
Applied Financial Economics, 2011, 21, (3), 147-163 View citations (4)
- CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE
Manchester School, 2011, 79, (6), 1294-1232 View citations (24)
See also Working Paper Consumption, Wealth, Stock and Government Bond Returns: International Evidence, Working Papers Department of Economics (2011) View citations (24) (2011)
- Can Fiscal Policy Stimulus Boost Economic Recovery?
Revue économique, 2011, 62, (6), 1045-1066 View citations (25)
See also Working Paper Can Fiscal Policy Stimulus Boost Economic Recovery?, Working papers (2011) View citations (20) (2011)
- Does Government Spending Crowd Out Private Consumption and Investment?
World Economics, 2011, 12, (4), 153-170 View citations (1)
- Fiscal regime shifts in Portugal
Portuguese Economic Journal, 2011, 10, (2), 83-108 View citations (24)
See also Working Paper Fiscal Regime Shifts in Portugal, Working Papers Department of Economics (2009) View citations (5) (2009)
- Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets
Emerging Markets Finance and Trade, 2011, 47, 88-105 View citations (5)
See also Working Paper Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets, NIPE Working Papers (2009) View citations (2) (2009)
- The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis
Portuguese Economic Journal, 2011, 10, (1), 61-82 View citations (37)
See also Working Paper The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis, NIPE Working Papers (2009) View citations (41) (2009)
- What are the effects of fiscal policy on asset markets?
Economic Modelling, 2011, 28, (4), 1871-1890 View citations (83)
2010
- Consumption, (dis)aggregate wealth, and asset returns
Journal of Empirical Finance, 2010, 17, (4), 606-622 View citations (71)
See also Working Paper Consumption, (Dis)Aggregate Wealth and Asset Returns, Computing in Economics and Finance 2006 (2006) View citations (1) (2006)
- Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area
The North American Journal of Economics and Finance, 2010, 21, (1), 88-105 View citations (79)
Chapters
2016
- Inflation expectations and monetary policy
A chapter in Inflation mechanisms, expectations and monetary policy, 2016, vol. 89, pp 41-67 View citations (15)
2012
- Can the Wealth-to-Income Ratio be a Useful Predictor in Alternative Finance? Evidence from the Housing Risk Premium
A chapter in Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications, 2012, pp 67-79
2010
- Chapter 1 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
A chapter in Nonlinear Modeling of Economic and Financial Time-Series, 2010, pp 1-27
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