Working Papers

From Banco de Portugal, Economics and Research Department
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2015: House prices: bubbles, exuberance or something else? Evidence from euro area countries

Paulo Rodrigues and Rita Fradique Lourenço

2015: Networks of value added trade

João Amador and Sonia Cabral

2015: The Effect of Bank Shocks on Firm-Level and Aggregate Investment

João Amador and Arne Nagengast

2015: A New Regression-Based Tail Index Estimator: An Application to Exchange Rates

Paulo Rodrigues and João Nicolau

2015: Assessing European Firms’ Exports and Productivity Distributions: The CompNet Trade Module

Ana Cristina Soares and Antoine Berthou

2015: Sources of the Union Wage Gap: Results from High-Dimensional Fixed Effects Regression Models

Pedro Portugal and John Addison

2015: Decomposing the wage losses of displaced workers: the role of the reallocation of workers into firms and job titles

Pedro Portugal and Pedro Raposo

2015: Income smoothing mechanisms after labor market transitions

Carlos Martins and Nuno Alves

2015: Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs

Luís Fonseca

2015: Financial Fragmentation Shocks

Gabriela Castro, José Maria and Paulo Júlio

2015: Covariate-augmented unit root tests with mixed-frequency data

Cláudia Duarte

2015: Unions and Collective Bargaining in the Wake of the Great Recession

Pedro Portugal and John Addison

2015: Seriously Strengthening the Tax-Benefit Link

Pedro Portugal and Pedro Raposo

2015: Expectation-Driven Cycles: Time-varying Effects

Antonello D’Agostino

2015: Capital Regulation in a Macroeconomic Model with Three Layers of Default

Laurent Clerc

2015: Macroeconomic Forecasting Starting from Survey Nowcasts

João Valle e Azevedo and Inês Maria Gonçalves

2015: Unpleasant debt dynamics: Can fiscal consolidations raise debt ratios?

Gabriela Castro, José Maria, Paulo Júlio and Ricardo Félix

2015: Quarterly Series for the Portuguese Economy: 1977-2014

Ana Sequeira and Fátima Cardoso

2014: Real-time nowcasting the US output gap: Singular spectrum analysis at work

António Rua and Miguel de Carvalho

2014: Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries

António Rua, Paulo Esteves and Elena Bobeica

2014: Fiscal devaluation in the euro area: a model-based analysis

Sandra Gomes and Pascal Jacquinot

2014: A Dynamic Quantitative Macroeconomic Model of Bank Runs

Ettore Panetti and Elena Mattana

2014: Global Value Chains: A View From the Euro Area

João Amador and Rita Cappariello

2014: Misallocation and productivity in the lead up to the Eurozone crisis

Daniel Dias

2014: Capital Inflows and euro area long-term interest rates

Daniel Carvalho

2014: Labour Demand Research: Towards a Better Match between Better Theory and Better Data

Pedro Portugal and John Addison

2014: Euro area structural reforms in times of a global crisis

Sandra Gomes

2014: Financial Integration and the Great Leveraging

Daniel Carvalho

2014: Persistence in the Banking Industry: Fractional integration and breaks in memory

Paulo Rodrigues and Uwe Hassler

2014: The Weather Effect: estimating the effect of voter turnout on electoral outcomes in Italy

Alessandro Sforza

2014: Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt

Ursel Baumann

2014: Global Value Chains: Surveying Drivers, Measures and Impacts

João Amador and Sonia Cabral

2014: The risk-taking channel of monetary policy – exploring all avenues

Carla Soares and Diana Bonfim

2014: Autoregressive augmentation of MIDAS regressions

Cláudia Duarte

2013: Bank Capital and Lending: An Analysis of Commercial Banks in the United States

Junghwan Mok

2013: Inside PESSOA -A Detailed Description of the Model

Gabriela Castro, José Maria and Paulo Júlio

2013: Output effects of a measure of tax shocks based on changes in legislation for Portugal

Lara Wemans and Manuel Pereira

2013: Catastrophic Job Destruction

Pedro Portugal and Anabela Carneiro

2013: Characterizing economic growth paths based on new structural change tests

Paulo Rodrigues and Nuno Sobreira

2013: Survey evidence on price and wage rigidities in Portugal

Fernando Martins

2013: Fiscal multipliers in a small euro area economy: How big can they get in crisis times?

Gabriela Castro, José Maria and Paulo Júlio

2013: The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound

João Valle e Azevedo

2013: The sources of wage variation: a three-way high-dimensional fixed effects regression model

Paulo Guimaraes, Pedro Portugal and Sónia Torres

2013: Competition in the portuguese economy: Estimated price-cost margins under imperfect labour markets

Ana Cristina Soares and João Amador

2013: Monetary policy shocks: We got news!

Nikolay Iskrev, Sandra Gomes and Caterina Mendicino

2013: Foreign direct investment and institutional reform: evidence and an application to Portugal

Paulo Júlio and Ricardo Pinheiro-Alves

2013: Mind the gap! The relative wages of immigrants in the Portuguese labour market

Cláudia Duarte and Sonia Cabral

2013: Ageing and fiscal sustainability in a small euro area economy

Cláudia Braz, Gabriela Castro, José Maria, Paulo Júlio and Ricardo Félix

2013: Is there a role for domestic demand pressure on export performance?

António Rua and Paulo Esteves

2013: Everything you always wanted to know about sex discrimination

Paulo Guimaraes, Pedro Portugal and Ana Rute Cardoso

2013: Macroeconomic Forecasting Using Low-Frequency Filters

João Valle e Azevedo