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Details about Ricardo Jorge Magalhães de Abreu Santos Sousa

Homepage:http://www1.eeg.uminho.pt/economia/rjsousa/
Phone:+351253601935
Postal address:University of Minho, EEG Department of Economics Campus of Gualtar 4710-057 - Braga Portugal
Workplace:Departamento de Economia (Department of Economics), Escola de Economia e Gestão (School of Economics and Management), Universidade do Minho (University of Minho), (more information at EDIRC)
London School of Economics (LSE), (more information at EDIRC)
Núcleo de Investigação em Políticas Económicas e Empresariais (NIPE) (Centre for Research in Economics and Management), Escola de Economia e Gestão (School of Economics and Management), Universidade do Minho (University of Minho), (more information at EDIRC)

Access statistics for papers by Ricardo Jorge Magalhães de Abreu Santos Sousa.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pso60


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Working Papers

2023

  1. 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 Downloads

2022

  1. 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 Downloads View citations (1)
    See also Journal Article Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer, Journal of Financial Stability, Elsevier (2022) Downloads View citations (2) (2022)
  2. 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 Downloads View citations (3)

2021

  1. Cross-border capital flows and capital markets union: Quo vadis Europe?
    Discussion Papers, European Stability Mechanism Downloads

2020

  1. 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) Downloads (2021)
  2. Unconventional monetary policy reaction functions: evidence from the US
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article Unconventional monetary policy reaction functions: evidence from the US, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2020) Downloads View citations (2) (2020)

2019

  1. The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases
    Working Papers, European Stability Mechanism Downloads
  2. 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) Downloads (2021)

2018

  1. Does exchange rate depreciation have contractionary effects on firm-level investment?
    Working Papers, European Stability Mechanism Downloads View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (23)
  2. External debt composition and domestic credit cycles
    Working Papers, European Stability Mechanism Downloads View citations (5)
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (11)

    See also Journal Article External debt composition and domestic credit cycles, Journal of International Money and Finance, Elsevier (2021) Downloads View citations (4) (2021)

2017

  1. 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) Downloads View citations (5) (2017)
  2. Assessing fiscal policy through the lens of the financial and the commodity price cycles
    BIS Working Papers, Bank for International Settlements Downloads View citations (8)
  3. 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) Downloads View citations (1) (2018)

2016

  1. Beyond the austerity dispute: new priorities for fiscal policy
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area Downloads View citations (8)

2015

  1. 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) Downloads View citations (6) (2015)
  2. 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

  1. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (34)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (32)
  2. China’s Monetary Policy and Commodity Prices
    Working Papers, Department of Research, Ipag Business School Downloads View citations (15)
  3. Energy prices and CO2 emission allowance prices: A quantile regression approach
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (84)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (89)

    See also Journal Article Energy prices and CO2 emission allowance prices: A quantile regression approach, Energy Policy, Elsevier (2014) Downloads View citations (87) (2014)
  4. Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries
    Post-Print, HAL
  5. Fiscal Policy and Macroeconomic Imbalances
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
  6. US Monetary Policy and Commodity Sector Prices
    Working Papers, Department of Research, Ipag Business School Downloads View citations (18)
  7. What explains the short
    Working Papers, Department of Research, Ipag Business School Downloads View citations (7)
  8. What explains the short-term dynamics of the prices of CO2 emissions?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (38)
    See also Journal Article What explain the short-term dynamics of the prices of CO2 emissions?, Energy Economics, Elsevier (2014) Downloads View citations (70) (2014)

2013

  1. Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (1)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) Downloads View citations (1)
  2. Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2011) Downloads 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) Downloads View citations (3) (2019)
  3. Fiscal Adjustment and Business Cycle Synchronization
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo (2013) Downloads View citations (6)
  4. 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) Downloads View citations (5) (2013)
  5. What Determines the Duration of a Fiscal Consolidation Program?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (36)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) Downloads View citations (5)

    See also Journal Article What determines the duration of a fiscal consolidation program?, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (36) (2013)

2012

  1. Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (1)
  2. Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  3. Financial Reforms and Income Inequality
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (90)
    See also Journal Article Financial reforms and income inequality, Economics Letters, Elsevier (2012) Downloads View citations (90) (2012)
  4. Fiscall Adjustments and Income Inequality:A First Assessment
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (18)
  5. How does Fiscal Consolidation Impact on Income Inequality?
    Working papers, Banque de France Downloads 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) Downloads View citations (74) (2014)
  6. Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  7. Modelling Money Demand: Further Evidence from an International Comparison
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
    See also Journal Article Modelling money demand: further evidence from an international comparison, Applied Economics Letters, Taylor & Francis Journals (2013) Downloads View citations (3) (2013)
  8. Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity
    NIPE Working Papers, NIPE - Universidade do Minho Downloads 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) Downloads View citations (25) (2013)
  9. Structural Breaks and Nonlinearity in US and UK Public Debt
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
    See also Journal Article Structural breaks and nonlinearity in US and UK public debts, Applied Economics Letters, Taylor & Francis Journals (2013) Downloads View citations (5) (2013)
  10. The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (1)

2011

  1. Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (5)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011) Downloads View citations (5)
  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 Downloads View citations (1)
  3. Can Fiscal Policy Stimulus Boost Economic Recovery?
    Working papers, Banque de France Downloads View citations (20)
    See also Journal Article Can Fiscal Policy Stimulus Boost Economic Recovery?, Revue économique, Presses de Sciences-Po (2011) Downloads View citations (25) (2011)
  4. 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 Downloads View citations (22)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (22)

    See also Journal Article CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE, Manchester School, University of Manchester (2011) Downloads View citations (22) (2011)
  5. Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (10)
    Also in CESifo Working Paper Series, CESifo (2011) Downloads View citations (7)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011) Downloads View citations (7)

    See also Journal Article Consumption, wealth, stock and housing returns: Evidence from emerging markets, Research in International Business and Finance, Elsevier (2016) Downloads View citations (13) (2016)
  6. Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  7. Fiscal Consolidation and Income Inequality
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (8)
  8. Fiscal Policy Discretion, Private Spending, and Crisis Episodes
    Working papers, Banque de France Downloads View citations (5)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (5)
  9. Fiscal Policy in the BRICs
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (9)
    See also Journal Article Fiscal policy in the BRICs, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014) Downloads View citations (15) (2014)
  10. How Does Fiscal Policy React to Wealth Composition and Asset Prices?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (5)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2011) Downloads View citations (6)

    See also Journal Article How does fiscal policy react to wealth composition and asset prices?, Journal of Macroeconomics, Elsevier (2012) Downloads View citations (50) (2012)
  11. How do Banking Crises Impact on Income Inequality?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (15)
    See also Journal Article How do banking crises impact on income inequality?, Applied Economics Letters, Taylor & Francis Journals (2012) Downloads View citations (43) (2012)
  12. Monetary Policy Rules in the BRICS: How Important is Nonlinearity?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (4)
  13. The real effects of financial stress in the Euro zone
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)
    See also Journal Article The real effects of financial stress in the Eurozone, International Review of Financial Analysis, Elsevier (2013) Downloads View citations (57) (2013)
  14. Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2010

  1. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (5)
  2. Fiscal Policy and Asset Prices
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (22)
    See also Journal Article FISCAL POLICY AND ASSET PRICES, Bulletin of Economic Research, Wiley Blackwell (2013) Downloads View citations (44) (2013)
  3. Fiscal Policy, Housing and Stock Prices
    EcoMod2010, EcoMod Downloads View citations (1)
    Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2008) Downloads View citations (8)
    NIPE Working Papers, NIPE - Universidade do Minho (2008) Downloads View citations (11)
    Working Paper Series, European Central Bank (2009) Downloads View citations (12)
  4. How Do Central Banks React to Wealth Composition and Asset Prices?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (7)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) Downloads View citations (5)

    See also Journal Article How do central banks react to wealth composition and asset prices?, Economic Modelling, Elsevier (2012) Downloads View citations (27) (2012)
  5. 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 Downloads View citations (2)
  6. The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)
  7. Time-Varying Expected Returns: Evidence from the U.S. and the U.K
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2009

  1. Assessing Long-Term Fiscal Developments: Evidence from Portugal
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa Downloads View citations (2)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2009) Downloads View citations (2)

    See also Journal Article Assessing long-term fiscal developments: evidence from Portugal, Applied Economics Letters, Taylor & Francis Journals (2011) Downloads View citations (4) (2011)
  2. Assessing Long-Term Fiscal Developments: a New Approach
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (13)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (9)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2009) Downloads View citations (7)

    See also Journal Article Assessing long-term fiscal developments: A new approach, Journal of International Money and Finance, Elsevier (2011) Downloads View citations (16) (2011)
  3. Asset prices, Credit and Investment in Emerging Markets
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (5)
  4. Fiscal Regime Shifts in Portugal
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2009) Downloads View citations (37)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2009) Downloads View citations (5)

    See also Journal Article Fiscal regime shifts in Portugal, Portuguese Economic Journal, Springer (2011) Downloads View citations (23) (2011)
  5. Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets
    NIPE Working Papers, NIPE - Universidade do Minho Downloads 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) Downloads View citations (5) (2011)
  6. Monetary Policy and Economic Activity in the BRICS
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (2)
  7. The Determinants of Public Deficit Volatility
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (22)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (25)
  8. The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects"
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (24)
  9. The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (41)
    Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2009) Downloads View citations (39)

    See also Journal Article The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis, Portuguese Economic Journal, Springer (2011) Downloads View citations (37) (2011)
  10. The macroeconomic effects of fiscal policy
    Working Paper Series, European Central Bank Downloads View citations (106)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2008) Downloads View citations (62)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2008) Downloads View citations (29)

    See also Journal Article The macroeconomic effects of fiscal policy, Applied Economics, Taylor & Francis Journals (2012) Downloads View citations (88) (2012)
  11. Wealth Effects in Emerging Market Economies
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (22)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (24)

    See also Journal Article Wealth effects in emerging market economies, International Review of Economics & Finance, Elsevier (2012) Downloads View citations (40) (2012)
  12. Wealth Effetcs on Consumption: Evidence from the euro area
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (38)
  13. What Are The Wealth E¤ects Of Monetary Policy?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)

2007

  1. Expectations, Shocks, and Asset Returns
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  2. Wealth Shocks and Risk Aversion
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (3)

2006

  1. 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) Downloads View citations (6)

    See also Journal Article Consumption, (dis)aggregate wealth, and asset returns, Journal of Empirical Finance, Elsevier (2010) Downloads View citations (69) (2010)

2003

  1. Property of stocks and wealth effects on consumption
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (9)

2001

  1. 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 Downloads

Journal Articles

2024

  1. Oil shocks and financial stability in MENA countries
    Resources Policy, 2024, 89, (C) Downloads

2023

  1. A quest between fiscal and market discipline
    Economic Modelling, 2023, 119, (C) Downloads
  2. Bitcoin market networks and cyberattacks
    Physica A: Statistical Mechanics and its Applications, 2023, 630, (C) Downloads
  3. Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?
    Empirical Economics, 2023, 64, (2), 539-565 Downloads

2022

  1. Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer
    Journal of Financial Stability, 2022, 63, (C) Downloads View citations (2)
    See also Working Paper Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer, LSE Research Online Documents on Economics (2022) Downloads View citations (1) (2022)
  2. Do pandemic, trade policy and world uncertainties affect oil price returns?
    Resources Policy, 2022, 77, (C) Downloads View citations (2)
  3. On the international co-movement of natural interest rates
    Journal of International Financial Markets, Institutions and Money, 2022, 80, (C) Downloads
  4. 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) Downloads View citations (5)
  5. 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) Downloads View citations (4)

2021

  1. External debt composition and domestic credit cycles
    Journal of International Money and Finance, 2021, 115, (C) Downloads View citations (4)
    See also Working Paper External debt composition and domestic credit cycles, Working Papers (2018) Downloads View citations (5) (2018)
  2. Inflation synchronization among the G7and China: The important role of oil inflation
    Energy Economics, 2021, 100, (C) Downloads View citations (11)
  3. 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 Downloads
    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)
  4. On the duration of sovereign ratings cycle phases
    Journal of Economic Behavior & Organization, 2021, 182, (C), 512-526 Downloads View citations (3)
  5. 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 Downloads
    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

  1. Consumption, asset wealth, equity premium, term spread, and flight to quality
    European Financial Management, 2020, 26, (3), 778-807 Downloads View citations (3)
  2. Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases
    Energy Economics, 2020, 90, (C) Downloads View citations (14)
  3. How does monetary policy respond to the dynamics of the shadow banking sector?
    International Journal of Finance & Economics, 2020, 25, (2), 228-247 Downloads View citations (2)
  4. 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 Downloads View citations (3)
  5. U.S. equity and commodity futures markets: Hedging or financialization?
    Energy Economics, 2020, 86, (C) Downloads View citations (24)
  6. Unconventional monetary policy reaction functions: evidence from the US
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 18 Downloads View citations (2)
    See also Working Paper Unconventional monetary policy reaction functions: evidence from the US, Post-Print (2020) Downloads View citations (2) (2020)

2019

  1. A competing risks tale on successful and unsuccessful fiscal consolidations
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) Downloads View citations (4)
  2. Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK
    Computational Economics, 2019, 54, (1), 139-176 Downloads 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) Downloads View citations (2) (2013)
  3. Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
    Real Estate Economics, 2019, 47, (4), 935-976 Downloads View citations (5)

2018

  1. Do IMF fiscal forecasts add value?
    Journal of Forecasting, 2018, 37, (6), 650-665 Downloads View citations (10)
  2. ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET
    Macroeconomic Dynamics, 2018, 22, (7), 1769-1789 Downloads View citations (12)
  3. FINANCIAL MARKETS' SHUTDOWN AND REACCESS
    Economic Inquiry, 2018, 56, (1), 562-571 Downloads View citations (4)
  4. Systemic financial crises and the housing market cycle
    Applied Economics Letters, 2018, 25, (10), 724-729 Downloads View citations (3)
  5. The Impact of Fiscal Consolidation on Human Development
    Journal of International Development, 2018, 30, (3), 399-429 Downloads View citations (3)
  6. 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 Downloads View citations (9)
  7. Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
    International Review of Finance, 2018, 18, (3), 495-506 Downloads 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

  1. An international forensic perspective of the determinants of bank CDS spreads
    Journal of Financial Stability, 2017, 33, (C), 60-70 Downloads View citations (19)
  2. Assessing financial and housing wealth effects through the lens of a nonlinear framework
    Research in International Business and Finance, 2017, 39, (PB), 840-850 Downloads 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)
  3. 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 Downloads View citations (4)
  4. Do country-level financial structures explain bank-level CDS spreads?
    Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 135-145 Downloads View citations (13)
  5. HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES?
    Bulletin of Economic Research, 2017, 69, (4), 309-329 Downloads View citations (3)
  6. Income inequality, fiscal stimuli and political (in)stability
    International Tax and Public Finance, 2017, 24, (3), 484-511 Downloads View citations (9)
  7. ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY
    Macroeconomic Dynamics, 2017, 21, (5), 1189-1204 Downloads View citations (16)
  8. 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 Downloads View citations (4)
  9. Spillovers from the oil sector to the housing market cycle
    Energy Economics, 2017, 61, (C), 209-220 Downloads View citations (11)
  10. The skill premium effect of technological change: New evidence from United States manufacturing
    International Labour Review, 2017, 156, (1), 113-131 Downloads View citations (53)

2016

  1. Consumption, wealth, stock and housing returns: Evidence from emerging markets
    Research in International Business and Finance, 2016, 36, (C), 562-578 Downloads View citations (13)
    See also Working Paper Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets, NIPE Working Papers (2011) Downloads View citations (10) (2011)
  2. Financial stress and sovereign debt composition
    Applied Economics Letters, 2016, 23, (9), 678-683 Downloads View citations (1)
  3. Fiscal and monetary policies in the BRICS: A panel VAR approach
    Economic Modelling, 2016, 58, (C), 535-542 Downloads View citations (62)
  4. National fiscal consolidations and regional inequality in Europe
    Cambridge Journal of Regions, Economy and Society, 2016, 9, (1), 59-80 Downloads View citations (22)
  5. Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
    International Review of Economics & Finance, 2016, 41, (C), 122-143 Downloads View citations (31)

2015

  1. An empirical analysis of energy cost pass-through to CO2 emission prices
    Energy Economics, 2015, 49, (C), 149-156 Downloads View citations (48)
  2. Booms, Busts, and Normal Times in the Housing Market
    Journal of Business & Economic Statistics, 2015, 33, (1), 25-45 Downloads View citations (27)
  3. Can re-regulation of the financial sector strike back public debt?
    Economic Modelling, 2015, 51, (C), 159-171 Downloads View citations (2)
  4. Consumption growth, preference for smoothing, changes in expectations and risk premium
    The Quarterly Review of Economics and Finance, 2015, 56, (C), 80-97 Downloads View citations (8)
  5. Do debt crises boost financial reforms?
    Applied Economics Letters, 2015, 22, (5), 356-360 Downloads View citations (5)
  6. Fiscal consolidation and financial reforms
    Applied Economics, 2015, 47, (34-35), 3740-3755 Downloads View citations (6)
  7. Is fiscal fatigue a threat to consolidation programmes?
    Environment and Planning C, 2015, 33, (4), 765-779 Downloads View citations (8)
  8. Linking wealth and labour income with stock returns and government bond yields
    The European Journal of Finance, 2015, 21, (10-11), 806-825 Downloads View citations (20)
  9. Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
    Economic Modelling, 2015, 44, (C), 358-362 Downloads 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)
  10. Testing for asymmetric causality between U.S. equity returns and commodity futures returns
    Finance Research Letters, 2015, 12, (C), 38-47 Downloads View citations (26)
  11. US monetary policy and sectoral commodity prices
    Journal of International Money and Finance, 2015, 57, (C), 61-85 Downloads View citations (53)
  12. What determines the likelihood of structural reforms?
    European Journal of Political Economy, 2015, 37, (C), 129-145 Downloads View citations (37)
  13. What is the impact of wealth shocks on asset allocation?
    Quantitative Finance, 2015, 15, (3), 493-508 Downloads View citations (8)

2014

  1. Energy prices and CO2 emission allowance prices: A quantile regression approach
    Energy Policy, 2014, 70, (C), 201-206 Downloads View citations (87)
    See also Working Paper Energy prices and CO2 emission allowance prices: A quantile regression approach, NIPE Working Papers (2014) Downloads View citations (84) (2014)
  2. Fiscal adjustments, labour market flexibility and unemployment
    Economics Letters, 2014, 124, (2), 231-235 Downloads View citations (17)
  3. Fiscal policy in the BRICs
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (2), 15 Downloads View citations (15)
    See also Working Paper Fiscal Policy in the BRICs, NIPE Working Papers (2011) Downloads View citations (9) (2011)
  4. How Does Fiscal Consolidation Impact on Income Inequality?
    Review of Income and Wealth, 2014, 60, (4), 702-726 Downloads View citations (74)
    See also Working Paper How does Fiscal Consolidation Impact on Income Inequality?, Working papers (2012) Downloads View citations (23) (2012)
  5. Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China
    Applied Economics, 2014, 46, (9), 973-984 Downloads View citations (32)
  6. The Determinants of the Volatility of Fiscal Policy Discretion
    Fiscal Studies, 2014, 35, 91-115 Downloads View citations (22)
  7. The Relationship between Consumption and Wealth: A Quantile Regression Approach
    Revue d'économie politique, 2014, 124, (4), 639-652 Downloads View citations (19)
  8. WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE
    Bulletin of Economic Research, 2014, 66, (1), 95-111 Downloads View citations (17)
  9. What explain the short-term dynamics of the prices of CO2 emissions?
    Energy Economics, 2014, 46, (C), 122-135 Downloads View citations (70)
    See also Working Paper What explains the short-term dynamics of the prices of CO2 emissions?, NIPE Working Papers (2014) Downloads View citations (38) (2014)
  10. Windfall gains and labour supply: evidence from the European household panel
    IZA Journal of Labor Economics, 2014, 3, (1), 1-27 Downloads View citations (6)

2013

  1. Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies
    Open Economies Review, 2013, 24, (4), 677-694 Downloads View citations (50)
  2. Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes
    Open Economies Review, 2013, 24, (1), 79-100 Downloads View citations (3)
  3. FISCAL POLICY AND ASSET PRICES
    Bulletin of Economic Research, 2013, 65, (2), 154-177 Downloads View citations (44)
    See also Working Paper Fiscal Policy and Asset Prices, NIPE Working Papers (2010) Downloads View citations (22) (2010)
  4. How best to measure discretionary fiscal policy? Assessing its impact on private spending
    Economic Modelling, 2013, 34, (C), 15-24 Downloads View citations (30)
  5. Modelling money demand: further evidence from an international comparison
    Applied Economics Letters, 2013, 20, (11), 1052-1055 Downloads View citations (3)
    See also Working Paper Modelling Money Demand: Further Evidence from an International Comparison, NIPE Working Papers (2012) Downloads (2012)
  6. Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity
    Economic Modelling, 2013, 32, (C), 507-515 Downloads View citations (25)
    See also Working Paper Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity, NIPE Working Papers (2012) Downloads View citations (1) (2012)
  7. Political, Institutional, and Economic Factors Underlying Deficit Volatility
    Review of International Economics, 2013, 21, (4), 719-732 Downloads View citations (6)
  8. Structural breaks and nonlinearity in US and UK public debts
    Applied Economics Letters, 2013, 20, (7), 653-657 Downloads View citations (5)
    See also Working Paper Structural Breaks and Nonlinearity in US and UK Public Debt, NIPE Working Papers (2012) Downloads (2012)
  9. The real effects of financial stress in the Eurozone
    International Review of Financial Analysis, 2013, 30, (C), 1-17 Downloads View citations (57)
    See also Working Paper The real effects of financial stress in the Euro zone, NIPE Working Papers (2011) Downloads View citations (6) (2011)
  10. Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
    Economic Modelling, 2013, 34, (C), 25-36 Downloads View citations (5)
    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)
  11. What determines the duration of a fiscal consolidation program?
    Journal of International Money and Finance, 2013, 37, (C), 113-134 Downloads View citations (36)
    See also Working Paper What Determines the Duration of a Fiscal Consolidation Program?, GEMF Working Papers (2013) Downloads View citations (36) (2013)

2012

  1. Financial reforms and income inequality
    Economics Letters, 2012, 116, (3), 583-587 Downloads View citations (90)
    See also Working Paper Financial Reforms and Income Inequality, NIPE Working Papers (2012) Downloads View citations (90) (2012)
  2. How do banking crises impact on income inequality?
    Applied Economics Letters, 2012, 19, (15), 1425-1429 Downloads View citations (43)
    See also Working Paper How do Banking Crises Impact on Income Inequality?, NIPE Working Papers (2011) Downloads View citations (15) (2011)
  3. How do central banks react to wealth composition and asset prices?
    Economic Modelling, 2012, 29, (3), 641-653 Downloads View citations (27)
    See also Working Paper How Do Central Banks React to Wealth Composition and Asset Prices?, GEMF Working Papers (2010) Downloads View citations (7) (2010)
  4. How does fiscal policy react to wealth composition and asset prices?
    Journal of Macroeconomics, 2012, 34, (3), 874-890 Downloads View citations (50)
    See also Working Paper How Does Fiscal Policy React to Wealth Composition and Asset Prices?, NIPE Working Papers (2011) Downloads View citations (5) (2011)
  5. Investment in emerging market economies
    Empirical Economics, 2012, 43, (1), 97-119 Downloads View citations (12)
  6. REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES
    Macroeconomic Dynamics, 2012, 16, (S2), 190-212 Downloads View citations (70)
  7. The macroeconomic effects of fiscal policy
    Applied Economics, 2012, 44, (34), 4439-4454 Downloads View citations (88)
    See also Working Paper The macroeconomic effects of fiscal policy, Working Paper Series (2009) Downloads View citations (106) (2009)
  8. Time-varying expected returns: evidence from the United States and the United Kingdom
    Applied Economics Letters, 2012, 19, (5), 413-416 Downloads
  9. Wealth effects in emerging market economies
    International Review of Economics & Finance, 2012, 24, (C), 155-166 Downloads View citations (40)
    See also Working Paper Wealth Effects in Emerging Market Economies, NIPE Working Papers (2009) Downloads View citations (22) (2009)
  10. Wealth-to-income ratio and stock returns: evidence from the Euro Area
    Applied Economics Letters, 2012, 19, (7), 619-622 Downloads View citations (5)
  11. Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
    Applied Economics Letters, 2012, 19, (11), 1085-1088 Downloads View citations (6)

2011

  1. Assessing long-term fiscal developments: A new approach
    Journal of International Money and Finance, 2011, 30, (1), 130-146 Downloads View citations (16)
    See also Working Paper Assessing Long-Term Fiscal Developments: a New Approach, NIPE Working Papers (2009) Downloads View citations (13) (2009)
  2. Assessing long-term fiscal developments: evidence from Portugal
    Applied Economics Letters, 2011, 18, (1), 1-5 Downloads View citations (4)
    See also Working Paper Assessing Long-Term Fiscal Developments: Evidence from Portugal, Working Papers Department of Economics (2009) Downloads View citations (2) (2009)
  3. Building proxies that capture time-variation in expected returns using a VAR approach
    Applied Financial Economics, 2011, 21, (3), 147-163 Downloads View citations (3)
  4. CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE
    Manchester School, 2011, 79, (6), 1294-1232 Downloads View citations (22)
    See also Working Paper Consumption, Wealth, Stock and Government Bond Returns: International Evidence, Working Papers Department of Economics (2011) Downloads View citations (22) (2011)
  5. Can Fiscal Policy Stimulus Boost Economic Recovery?
    Revue économique, 2011, 62, (6), 1045-1066 Downloads View citations (25)
    See also Working Paper Can Fiscal Policy Stimulus Boost Economic Recovery?, Working papers (2011) Downloads View citations (20) (2011)
  6. Does Government Spending Crowd Out Private Consumption and Investment?
    World Economics, 2011, 12, (4), 153-170 Downloads View citations (1)
  7. Fiscal regime shifts in Portugal
    Portuguese Economic Journal, 2011, 10, (2), 83-108 Downloads View citations (23)
    See also Working Paper Fiscal Regime Shifts in Portugal, NIPE Working Papers (2009) Downloads View citations (6) (2009)
  8. Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets
    Emerging Markets Finance and Trade, 2011, 47, 88-105 Downloads View citations (5)
    See also Working Paper Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets, NIPE Working Papers (2009) Downloads View citations (2) (2009)
  9. The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis
    Portuguese Economic Journal, 2011, 10, (1), 61-82 Downloads View citations (37)
    See also Working Paper The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis, NIPE Working Papers (2009) Downloads View citations (41) (2009)
  10. What are the effects of fiscal policy on asset markets?
    Economic Modelling, 2011, 28, (4), 1871-1890 Downloads View citations (75)

2010

  1. Consumption, (dis)aggregate wealth, and asset returns
    Journal of Empirical Finance, 2010, 17, (4), 606-622 Downloads View citations (69)
    See also Working Paper Consumption, (Dis)Aggregate Wealth and Asset Returns, Computing in Economics and Finance 2006 (2006) View citations (1) (2006)
  2. 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 Downloads View citations (77)

Chapters

2016

  1. Inflation expectations and monetary policy
    A chapter in Inflation mechanisms, expectations and monetary policy, 2016, vol. 89, pp 41-67 Downloads View citations (13)

2012

  1. 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 Downloads

2010

  1. 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 Downloads
 
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