Working Papers

From Banco de Portugal, Economics and Research Department
Contact information at EDIRC.
Bibliographic data for series maintained by DEE-NTD ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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: Macroprudential Regulation and Macroeconomic Activity

Sudipto Karmakar

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

2012: Bank size and lending specialization

Diana Bonfim and Qinglei Dai

2012: Liquidity risk in banking: is there herding?

Diana Bonfim and Moshe Kim

2012: Competition in the Portuguese Economy: Insights from a profit elasticity approach

Ana Cristina Soares and João Amador

2012: Systemic Risk Analysis using Forward-Looking Distance-to-Default Series

Martin Saldias

2012: Identifying the determinants of downward wage rigidity: some methodological considerations and new empirical evidence

Fernando Martins and Daniel Dias

2012: On International Policy Coordination and the Correction of Global Imbalances

Cristina Manteu

2012: How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example

Paulo Rodrigues and Fernando A. F. Ferreira

2012: Wage rigidity and employment adjustment at the firm level: evidence from survey data

Fernando Martins and Daniel Dias

2012: Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy

Caterina Mendicino

2012: The Effects of Public Spending Externalities

João Valle e Azevedo and Valerio Ercolani

2012: Market perception of fiscal sustainability: An application to the largest euro area economies

Maximiano Pinheiro

2012: Competition in the Portuguese Economy:An overview of classical indicators

Ana Cristina Soares and João Amador

2012: Quantile regression for long memory testing: A case of realized volatility

Paulo Rodrigues and Uwe Hassler

2012: The dynamics of capital structure decisions

Diana Bonfim and Paula Antão

2012: Excess worker turnover and fixed-term contracts: Causal evidence in a two-tier system

Mário Centeno and Álvaro A. Novo

2012: Cohesion within the euro area and the U. S.: a wavelet-based view

António Rua and Artur Silva Lopes

2012: A wavelet-based assessment of market risk: The emerging markets case

António Rua and Luis Nunes

2012: Asset pricing with a bank risk factor

António Rua and João Pedro Pereira

2012: Public-private wage gaps in the period prior to the adoption of the euro: an application based on longitudinal data

Maria Campos