Working Papers

From Banco de Portugal, Economics and Research Department
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2023: Price elasticity of demand and risk-bearing capacity in sovereign bond auctions

José Miguel Cardoso da Costa, Rui Albuquerque and José Afonso Faias

2023: A single monetary policy for heterogeneous labour markets: the case of the euro area

Sandra Gomes, Pascal Jacquinot and Matija Lozej

2022: Retrieving the Returns to Experience, Tenure, and Job Mobility from Work Histories

Pedro Portugal, John T. Addison and Pedro Raposo

2022: Learning Through Repetition? A Dynamic Evaluation of Grade Retention in Portugal

Hugo Reis, Emilio Borghesan and Petra E. Todd

2022: Human Capital Spillovers and Returns to Education

Hugo Reis, Paulo Guimarães, Pedro Portugal and Ana Rute Cardoso

2022: The labor share and the monetary transmission

Bernardino Adão, Andre Silva and João Gama

2022: What’s Driving the Decline in Entrepreneurship?

Nicholas Kozeniauskas

2022: Coworker Networks and the Role of Occupations in Job Finding

Attila Gyetvai and Maria Zhu

2022: Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks

Attila Gyetvai, Peter Arcidiacono, Arnaud Maurel and Ekaterina Jardim

2022: Multinationals and services imports from havens: when policies stand in the way of tax planning

Joana Garcia

2022: Cross-Sectional Error Dependence in Panel Quantile Regressions

Paulo Rodrigues, Matei Demetrescu and Mehdi Hosseinkouchack

2022: Stayin’ alive? Government support measures in Portugal during the Covid-19 pandemic

Márcio Mateus and Katja Neugebauer

2022: The solvency and funding cost nexus - the role of market stigma for buffer usability

Helena Carvalho, Lucas Avezum and Fátima Silva

2022: Real effects of imperfect bank-firm matching

Luísa Farinha, Sotirios Kokas, Enrico Sette and Serafeim Tsoukas

2022: Determinants of cost of equity for listed euro area banks

Gabriel Zsurkis

2022: Forgetting Approaches to Improve Forecasting

Paulo Rodrigues and Robert Hill

2022: Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal

Ivan De Lorenzo Buratta, Marina Feliciano and Duarte Maia

2022: Survival of the fittest: Tourism Exposure and Firm Survival

Hugo Reis, Paulo Rodrigues and Filipe B. Caires

2022: Comparing estimated structural models of different complexities: What do we learn?

José Maria and Paulo Júlio

2022: How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal

Ivan De Lorenzo Buratta, Marina Feliciano and Duarte Maia

2022: Optimal cooperative taxation in the global economy

Pedro Teles, V. V. Chari and Juan Pablo Nicolini

2022: The Augmented Bank Balance-Sheet Channel of Monetary Policy

Carla Soares, Diana Bonfim, Christian Bittner, Florian Heider, Glenn Schepens and Farzad Saidi

2022: Business cycle clocks: Time to get circular

António Rua and Nuno Lourenço

2022: The Banco de Portugal balance sheet expansion during the last two decades: a monetary policy perspective

Joana Sousa-Leite, Diana Correia, Cristina Coutinho and Carmen Camacho

2022: An economic estimate of capital stock at the firm level for Portugal

Manuel Coutinho Pereira and Ana Fontoura Gouveia

2022: Modelling the financial situation of Portuguese firms using micro-data: a simulation for the COVID-19 pandemic

Carla Marques, Francisco Augusto and Ricardo Martinho

2022: Climate change and the economy: an introduction

António R. Antunes, Bernardino Adão, João Valle e Azevedo, Nuno Lourenço and Miguel Gouveia

2021: Markups and Financial Shocks

Ana Cristina Soares and Philipp Meinen

2021: Coworker Networks and the Labor Market Outcomes of Displaced Workers: Evidence from Portugal

Marta Silva and Jose Garcia-Louzao

2021: Not All Shocks Are Created Equal: Assessing Heterogeneity in the Bank Lending Channel

Gil Nogueira, Luísa Farinha and Laura Blattner

2021: Trade, Misallocation, and Capital Market Integration

Laszlo Tetenyi

2021: On the Cleansing Effect of Recessions and Government Policy: Evidence from Covid-19

Pedro Dias Moreira, Nicholas Kozeniauskas and Cezar Santos

2021: Permanent and temporary monetary policy shocks and the dynamics of exchange rates

Alexandre Carvalho, João Valle e Azevedo and Pedro Pires Ribeiro

2021: The impact of a macroprudential borrower based measure on households’ leverage and housing choices

Sónia Félix, Daniel Abreu, Vítor Oliveira and Fátima Silva

2021: The sensitivity of SME’s investment and employment to the cost of debt financing

Diana Bonfim, Cláudia Custódio and Clara Raposo

2021: COVID-19, Lockdowns and International Trade: Evidence from Firm-Level Data

Ana Catarina Pimenta, Carlos Melo Gouveia and João Amador

2021: Serial Entrepreneurs, the Macroeconomy and Top Income Inequality

Sónia Félix, Sudipto Karmakar and Petr Sedlacek

2021: The persistence of wages

Paulo Rodrigues, Pedro Portugal, Anabela Carneiro and Pedro Raposo

2021: Scrapping, Renewable Technology Adoption, and Growth

Bernardino Adão, Borghan Narajabad and Ted Loch Temzelides

2021: Assessing the effectiveness of the Portuguese borrower-based measure in the Covid-19 context

Katja Neugebauer, Vítor Oliveira and Ângelo Ramos

2021: Sovereign-Bank Diabolic Loop: The Government Procurement Channel

Diana Bonfim, Sujiao Zhao, Miguel A. Ferreira and Francisco Queiró

2021: Risk shocks, due loans, and policy options: When less is more!

José Maria, Paulo Júlio and Sílvia Santos

2021: Assessment of the effectiveness of the macroprudential measures implemented in the context of the Covid-19 pandemic

Lucas Avezum, Vítor Oliveira and Diogo Serra

2021: Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach

Vasco Gabriel, Ioannis Lazopoulos and Diana Lima

2021: Spectral decomposition of the information about latent variables in dynamic macroeconomic models

Nikolay Iskrev

2021: Extensions to IVX methods of inference for return predictability

Paulo Rodrigues, Matei Demetrescu, Iliyan Georgiev and Robert Taylor

2021: The Role of Macroprudential Policy in Times of Trouble

Jagjit Chadha, Germana Corrado, Luisa Corrado and Ivan De Lorenzo Buratta

2021: Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume

Paulo Rodrigues, Marina Balboa, Antonio Rubia and Robert Taylor

2021: Optimal Social Insurance: Insights from a Continuous-Time Stochastic Setup

João Amador and Pedro G. Rodrigues

2021: Assessment of the exposure of the Portuguese banking system to non-financial corporations sensitive to climate transition risks

Ricardo Marques and Ana Margarida Carvalho