Details about João Valle e Azevedo

Access statistics for papers by João Valle e Azevedo.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pva247

Working Papers

2022

1. Climate change and the economy: an introduction
   Working Papers, Banco de Portugal, Economics and Research Department

2021

2. Permanent and temporary monetary policy shocks and the dynamics of exchange rates
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article Permanent and temporary monetary policy shocks and the dynamics of exchange rates, Journal of International Economics, Elsevier (2024) (2024)

2019

3. The Deepening of the Economic and Monetary Union
   Working Papers, Banco de Portugal, Economics and Research Department
4. The Neutrality of Nominal Rates: How Long is the Long Run?
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
   See also Journal Article THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN?, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2022) View citations (7) (2022)

2018

5. How can the government spending multiplier be small at the zero lower bound?
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
   See also Journal Article HOW CAN THE GOVERNMENT SPENDING MULTIPLIER BE SMALL AT THE ZERO LOWER BOUND?, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (4) (2019)

2015

6. Macroeconomic Forecasting Starting from Survey Nowcasts
   Working Papers, Banco de Portugal, Economics and Research Department

2013

7. Macroeconomic Forecasting Using Low-Frequency Filters
   Working Papers, Banco de Portugal, Economics and Research Department View citations (2)
8. The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound
   Working Papers, Banco de Portugal, Economics and Research Department

2012

9. The Effects of Public Spending Externalities
   Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
   See also Journal Article The effects of public spending externalities, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (19) (2014)

2011

10. Rational vs. Professional Forecasts
    Working Papers, Banco de Portugal, Economics and Research Department
    See also Journal Article Rational vs. professional forecasts, Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department (2011) (2011)

2010

11. Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

2009

12. Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration
    Working Papers, Banco de Portugal, Economics and Research Department

2008

13. A Multivariate Band-Pass Filter
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2007) View citations (7)
14. Approximating and Forecasting Macroeconomic Signals in Real-Time
    Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
    See also Journal Article Approximating and forecasting macroeconomic signals in real-time, International Journal of Forecasting, Elsevier (2013) View citations (2) (2013)

2007

15. Exact Limit of the Expected Periodogram in the Unit-Root Case
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2007) View citations (1)
16. Interpretation of the Effects of Filtering Integrated Time Series
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2007)

2003

17. Measuring Synchronisation and Convergence of Business Cycles
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (15)
18. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2003) View citations (4)

2002

19. Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach
    Working Papers, Banco de Portugal, Economics and Research Department View citations (12)

Journal Articles

2024

1. Permanent and temporary monetary policy shocks and the dynamics of exchange rates
   Journal of International Economics, 2024, 147, (C)
   See also Working Paper Permanent and temporary monetary policy shocks and the dynamics of exchange rates, Working Papers (2021) (2021)

2022

2. THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN?
   International Economic Review, 2022, 63, (4), 1745-1777 View citations (7)
   See also Working Paper The Neutrality of Nominal Rates: How Long is the Long Run?, Working Papers (2019) View citations (1) (2019)

2019

3. Deposit Insurance and Cross-Border Banks
   ifo DICE Report, 2019, 17, (01), 14-20 View citations (3)
4. HOW CAN THE GOVERNMENT SPENDING MULTIPLIER BE SMALL AT THE ZERO LOWER BOUND?
   Macroeconomic Dynamics, 2019, 23, (8), 3457-3482 View citations (4)
   See also Working Paper How can the government spending multiplier be small at the zero lower bound?, Temi di discussione (Economic working papers) (2018) View citations (5) (2018)

2018

5. Macroeconomic Forecasting using Low†frequency Filters
   Oxford Bulletin of Economics and Statistics, 2018, 80, (1), 39-64

2017

6. MODEL-BASED VS. PROFESSIONAL FORECASTS: IMPLICATIONS FOR MODELS WITH NOMINAL RIGIDITIES
   Macroeconomic Dynamics, 2017, 21, (1), 130-159 View citations (1)

2016

7. Is Quantity Theory Still Alive?
   Economic Journal, 2016, 126, (591), 442-464 View citations (24)

2014

8. The effects of public spending externalities
   Journal of Economic Dynamics and Control, 2014, 46, (C), 173-199 View citations (19)
   See also Working Paper The Effects of Public Spending Externalities, Working Papers (2012) View citations (4) (2012)

2013

9. Approximating and forecasting macroeconomic signals in real-time
   International Journal of Forecasting, 2013, 29, (3), 479-492 View citations (2)
   See also Working Paper Approximating and Forecasting Macroeconomic Signals in Real-Time, Working Papers (2008) View citations (4) (2008)

2012

10. An evaluation of government expenditures’ externalities
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012

2011

11. A multivariate band‐pass filter for economic time series
    Journal of the Royal Statistical Society Series C, 2011, 60, (1), 1-30 View citations (8)
12. Rational vs. professional forecasts
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011
    See also Working Paper Rational vs. Professional Forecasts, Working Papers (2011) (2011)

2010

13. Forecasting Inflation with Monetary Aggregates
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2010

2008

14. Approximating Macroeconomic Signals in Real-Time in the Euro Area
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2008
15. Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US*
    Oxford Bulletin of Economics and Statistics, 2008, 70, (1), 23-51 View citations (45)

2006

16. Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
    Journal of Business & Economic Statistics, 2006, 24, 278-290 View citations (63)