Macroeconomics and Monetary Economics

The impact of the ECB’s asset purchase programme on euro area equities

Farinha,. J. and J. Vidrago; "The impact of the ECB’s asset purchase programme on euro area equities", The Quarterly Review of Economics and Finance, forthcoming.
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Covid-19: What if Immunity Wanes?

Çenesiz, Alper and Luís Guimarães; “Covid-19: What if Immunity Wanes?”, Canadian Journal of Economics, forthcoming.
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Hysteresis and sources of aggregate employment inertia

Mota, Paulo R. and Paulo B. Vasconcelos; "Hysteresis and sources of aggregate employment inertia", Studies in Nonlinear Dynamics & Econometrics, forthcoming.
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The Oscar goes to … robots or humans? Competition in a directed technical change model with monetary policy

Afonso, Óscar; "The Oscar goes to … robots or humans? Competition in a directed technical change model with monetary policy", Economics of Innovation and New Technology, forthcoming.
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Inflation, Complexity and Endogenous Growth

Sequeira, Tiago, Pedro Mazeda Gil and Óscar Afonso (2021); “Inflation, Complexity and Endogenous Growth”, Applied Economics, 53 (23), pp. 2631-2646.  
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Antibody Tests: They Are More Important Than We Thought

Luís Guimarães (2021); "Antibody Tests: They Are More Important Than We Thought", Journal of Mathematical Economics, 93, 102485.  
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The effects of offshoring on wages: a meta-analysis

Cardoso, M., P. C. Neves, Óscar Afonso and E. Sochirca (2021); “The effects of offshoring on wages: a meta-analysis”, Review of World Economics, 157, pp. 149–179.  
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The impact of the ECB’s asset purchase programme on core and peripheral sovereign yields and its transmission channels

Farinha, Jorge Bento and José Vidrago (2021); "The impact of the ECB’s asset purchase programme on core and peripheral sovereign yields and its transmission channels", The Journal of Economic Asymmetries,  24, e00213.
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The Sources of the Wage Losses of Displaced Workers: The Role of the Reallocation of Workers into Firms, Matches, and Job Titles

Raposo, P., Portugal, P. and Anabela Carneiro (2021); "The Sources of the Wage Losses of Displaced Workers: The Role of the Reallocation of Workers into Firms, Matches, and Job Titles", Journal of Human Resources, 56(3), pp. 786-820.
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Bond vs Bank Finance and the Great Recession

Martins, Manuel M. F. and Fábio Verona (2021); “Bond vs Bank Finance and the Great Recession”, Finance Research Letters, 39, 101583.
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Growth and wage effects of the monetary policy

Óscar Afonso; “Growth and wage effects of the monetary policy”, International Journal of Finance & Economics, forthcoming.  
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Okun’s Law Across Time and Frequencies

Aguiar-Conraria, Luís , Manuel M. F. Martins and Maria Joana Soares (2020); "Okun’s Law Across Time and Frequencies", Journal of Economic Dynamics and Control, 116, 103897.        
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Illiquidity as a signal

Jorge, José and Charles M. Kahn (2020); "Illiquidity as a signal", Journal of Financial Stability, 50, 100773.
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Endogenous Growth and Real Effects of Monetary Policy: R&D and Physical Capital Complementarities

Gil, Pedro Mazeda and Gustavo Iglésias (2020); "Endogenous Growth and Real Effects of Monetary Policy: R&D and Physical Capital Complementarities", Journal of Money, Credit and Banking, 52(5), pp. 1147-1197.  
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Entrepreneurship and Happiness: Does National Culture Matter?

Teixeira, A.A.C. and  R. Vasque (2020); "Entrepreneurship and Happiness: Does National Culture Matter?", Journal of Developmental Entrepreneurship, 25(1), 2050007.
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Determinants shaping the international currency system: Where do currencies stand relative to their equilibria?

Siranova, M. and Manuel Duarte Rocha (2020); "Determinants shaping the international currency system: Where do currencies stand relative to their equilibria?",  The World Economy, 43(2), pp.458-483.  
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Sticky Price Models, Durable Goods and Real Wage Rigidities

Çenesiz, Alper and Luís Guimarães (2019); "Sticky Price Models, Durable Goods and Real Wage Rigidities", Journal of Money Credit and Banking, 51(2-3), pp. 721-737.    
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Low Skill Wages and Mismeasured Inflation

Guimarães, Luís (2019); "Low Skill Wages and Mismeasured Inflation", Applied Economics Letters, 26, pp. 909-913.
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How powerful are trade unions? A skill-biased technological change approach

Neto, António, Óscar Afonso and Sandra Silva (2019); "How powerful are trade unions? A skill-biased technological change approach", Macroeconomic Dynamics, 23(2), pp. 730-774.
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Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe

Martins, A. M., A. P. Serra, F. V. Martins and S. Stevenson (2019); "Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe", Annals of Economics and Finance, 20(1), pp. 247-295.
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Measuring the stock of human capital in Cape Verde, 1950-2012

Moreira, S., Pedro Cosme Vieira and Aurora Teixeira (2019); "Measuring the stock of human capital in Cape Verde, 1950-2012 ", Portuguese Journal of Social Science, 18(2), pp. 229-251.
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Does the deposits channel work under a low interest rate environment?

Sá, Ana Isabel and José Jorge (2019); “Does the deposits channel work under a low interest rate environment?”, Economics Letters, 185, 108736.        
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Investment, Tobin's Q, and Cash Flow Across Time and Frequencies

Verona, Fabio (2019); "Investment, Tobin's Q, and Cash Flow Across Time and Frequencies",  Oxford Bulletin of Economics and Statistics, 82, 2, pp. 331-346.
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Estimating the Taylor Rule in the Time-Frequency Domain

Aguiar-Conraria, Luís, Manuel M. F. Martins, and Maria Joana Soares (2018); "Estimating the Taylor Rule in the Time-Frequency Domain", Journal of Macroeconomics, 57, pp. 122-137.
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Who cares about the day after tomorrow? Pension issues when households are myopic or time inconsistent

Börsch-Supan A., K. Härtl and D. N. Leite (2018); "Who cares about the day after tomorrow? Pension issues when households are myopic or time inconsistent", Review of Development Economics, 22(3), pp. 953-989.
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Earnings test, non-actuarial adjustments and flexible retirement

Börsch-Supan A., K. Härtl and D.N. Leite (2018); "Earnings test, non-actuarial adjustments and flexible retirement",  Economics Letters, 173, pp. 78-83.
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Bridging the Gap between Economic Modelling and Simulation: A Simple Dynamic Aggregate Demand-Aggregate Supply Model with Matlab

Gaspar, José M. (2018); "Bridging the Gap between Economic Modelling and Simulation: A Simple Dynamic Aggregate Demand-Aggregate Supply Model with Matlab", Journal of Applied Mathematics, 3193068.
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Should the ECB coordinate EMU fiscal policies?

Kirsanova, T., C. Machado and A.P. Ribeiro (2018); "Should the ECB coordinate EMU fiscal policies?", International Journal of Central Banking.
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Endogenous growth and entropy

Sequeira, T.N., Pedro Mazeda Gil and Óscar Afonso (2018); "Endogenous growth and entropy", Journal of Economic Behavior & Organization, 154, pp. 100-120.
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Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union

Vieira, Paulo, C. Machado and A.P. Ribeiro (2018); "Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union", Journal of Economic Dynamics and Control, 93, pp. 154-174.
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Business cycle synchronization across U.S. states

Aguiar-Conraria, Luís, Pedro Brinca, Haukur Viðar Guðjónsson and Maria Joana Soares (2017); "Business cycle synchronization across U.S. states", B.E. Journal of Macroeconomics, 17(1), pp. 1-15.
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An empirical analysis of the demographic trends in Least Developed Countries

Nagarajan, R., A.A.C. Teixeira and S. T. Silva (2017); An empirical analysis of the demographic trends in Least Developed Countries, Ageing International, 42(3), pp. 251-273.
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Accounting for Business Cycles

Brinca, Pedro, V.V. Chari, Patrick J., Kehoe and Ellen McGrattan (2016); "Accounting for Business Cycles", Handbook of Macroeconomics, 2, pp. 1013-1063.
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Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?

Faria, Gonçalo and João Correia-da-Silva (2016); Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?, European Journal of Finance, 22(7), pp. 601-626.
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A Note on Skill-Structure Shocks, the Share of the High-Tech Sector and Economic Growth Dynamics

Gil, Pedro Mazeda, Óscar Afonso and Paulo B. Vasconcelos (2016); "A Note on Skill-Structure Shocks, the Share of the High-Tech Sector and Economic Growth Dynamics", Macroeconomic Dynamics, 20(7), pp. 1906-–1923.
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Effects of Political Rivalry On Public Investments in Education and Income Inequality

Sochirca, Elena, Óscar Afonso, Sandra T. Silva and Pedro C. Neves (2016); "Effects of Political Rivalry On Public Investments in Education and Income Inequality", Journal of Policy Modeling, 38(2), pp. 372–-396.
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Labour market regulation and collective bargaining in Portugal during the crisis: Continuity and change

Távora, Isabel and Pilar González (2016); "Labour market regulation and collective bargaining in Portugal during the crisis: Continuity and change", European Journal of Industrial Relations, 22(3), pp. 251-265.
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Time-frequency characterization of the U.S. financial cycle

Verona, Fabio (2016); "Time-frequency characterization of the U.S. financial cycle", Economics Letters, 144, pp. 75-79.
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Assessing Welfare Impacts of Some Debt-Consolidation Episodes in the European Union

Viegas, Miguel and Ana Paula Ribeiro (2016); "Assessing Welfare Impacts of Some Debt-Consolidation Episodes in the European Union", Macroeconomic Dynamics, 20(5), pp. 1146-1173.
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Sports and (Real) Business Cycles

Çenesiz, M. Alper and Christian Pierdzioch (2015); "Sports and (Real) Business Cycles", Applied Economics Letters, 22(3), pp. 233-238.
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Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets

Alves, Carlos, Victor Mendes and Paulo Pereira Silva (2015); "Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets", Applied Economics, 47(12), pp. 1213-1229.
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A hysteresis model-based indicator for employment adjustment rigidity

Mota, Paulo Ricardo, José Varejão and Paulo B. Vasconcelos (2015); "A hysteresis model-based indicator for employment adjustment rigidity", Empirica, 42(3), pp. 547-569.
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A Relação entre o Produto e o Desemprego: Evidência Nacional e Regional em Portugal

Pinho, Maria Manuel and Manuel Correia de Pinho (2015); "A Relação entre o Produto e o Desemprego: Evidência Nacional e Regional em Portugal", Revista Portuguesa de Estudos Regionais, 38, pp. 19-36.
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Welfare and inequality effects of debt consolidation processes: the case of Spain, 1996–2007

Viegas, Miguel and Ana Paula Ribeiro (2015); "Welfare and inequality effects of debt consolidation processes: the case of Spain, 1996–2007", SERIEs, 6(4), pp. 479–496.
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The Economic Adjustment Program for Portugal: Assessing Welfare Impact in a Heterogeneous-agent Framework

Viegas, Miguel and Ana Paula Ribeiro (2014); "The Economic Adjustment Program for Portugal: Assessing Welfare Impact in a Heterogeneous-agent Framework", Portuguese Economic Journal, 13(1), pp. 53-70.
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Investment dynamics with information costs

Verona, Fabio (2014); "Investment dynamics with information costs",  Journal of Money Credit and Banking, 46(8), pp. 1627-1656.
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Pervasive inattentiveness

Verona, Fabio (2014); "Pervasive inattentiveness", Economics Letters, 125(2), pp. 287-290.
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Catastrophic Job Destruction During the Portuguese Economic Crisis

Carneiro, Anabela, Pedro Portugal and José Varejão (2014); "Catastrophic Job Destruction During the Portuguese Economic Crisis", Journal of Macroeconomics, 39, pp. 444-457.
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Welfare-improving Government Behavior and Inequality in a Heterogeneous Agents Model

Viegas, Miguel and Ana Paula Ribeiro (2013); "Welfare-improving Government Behavior and Inequality in a Heterogeneous Agents Model", Journal of Macroeconomics, 37, pp. 146-160.  
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(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System

Verona, Fabio, Manuel M. F. Martins and Inês Drumond (2013); "(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System", International Journal of Central Banking, 9(3), pp. 73-117.
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Animal Spirits and the Composition of Innovation in a Lab-Equipment R&D Model with Transition

Gil, Pedro (2013); "Animal Spirits and the Composition of Innovation in a Lab-Equipment R&D Model with Transition", Journal of Economics, 108(1), pp.  1-33.
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The Dutch Experience: Assessing the Welfare Impacts of Two Consolidation Strategies Using a Heterogeneous-agent Framework

Viegas, Miguel and Ana Paula Ribeiro (2013); "The Dutch Experience: Assessing the Welfare Impacts of Two Consolidation Strategies Using a Heterogeneous-agent Framework", Economic Modelling, 32, pp. 351-360.
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Anchoring to the Euro (and grouped together)? The Case of African Countries

Loureiro, João, Manuel M. F. Martins and Ana Paula Ribeiro (2012); "Anchoring to the Euro (and grouped together)? The Case of African Countries", Journal of African Economies, 21(1), pp. 28-64.
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Interest Rate Pass-through in Portugal: Interactions, Asymmetries and Heterogeneities

Rocha, Manuel Duarte (2012); "Interest Rate Pass-through in Portugal: Interactions, Asymmetries and Heterogeneities", Journal of Policy Modeling, 34(1), pp. 64-80.
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The Yield Curve and the Macro-economy across Time and Frequencies

Aguiar-Conraria, Luís, Manuel M. F. Martins and Maria Joana Soares (2012); "The Yield Curve and the Macro-economy across Time and Frequencies", Journal of Economic Dynamics and Control, 36(12), pp. 1950-1970.
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Real Wages and the Business Cycle: Accounting for Worker, Firm, and Job Title Heterogeneity

Carneiro, Anabela, Paulo Guimarães and Pedro Portugal (2012); "Real Wages and the Business Cycle: Accounting for Worker, Firm, and Job Title Heterogeneity", American Economic Journal: Macroeconomics, 4(2), pp. 133-152.
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Level, Slope, Curvature of the Sovereign Yield Curve, and Fiscal Behaviour

Afonso, António and Manuel M. F. Martins (2012); "Level, Slope, Curvature of the Sovereign Yield Curve, and Fiscal Behaviour", Journal of Banking and Finance, 36(6), pp. 1789-1807.
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The Euro Area Ten Years After Its Creation: (Divergent) Competitiveness and the Optimum Currency Area Theory

Barbosa, João Rebelo and Rui Henrique Alves (2011); "The Euro Area Ten Years After Its Creation: (Divergent) Competitiveness and the Optimum Currency Area Theory", Panoeconomicus, 58(5), pp. 605-629.
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Capital Mobility and Labor Market Volatility

Çenesiz, M. Alper and Christian Pierdzioch (2010); "Capital Mobility and Labor Market Volatility", International Economics and Economic Policy, 7(4), pp. 391-409.
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Foreign Ownership and Firm Hazard During Crises: The Moderating Role of Industry's Technological Intensity

Varum, Celeste, Vera Rocha and Hélder Valente da Silva (2010); "Foreign Ownership and Firm Hazard During Crises: The Moderating Role of Industry's Technological Intensity", The Empirical Economics Letters, 9(12), pp. 1132 -1137.
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Cape Verde: The Case for Euroization

Loureiro, João, Manuel António Martins and Ana Paula Ribeiro (2010); "Cape Verde: The Case for Euroization", South African Journal of Economics, 78 (3), pp. 248-268.
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Financial Market Integration, Costs of Adjusting Hours Worked, and Monetary Policy

Çenesiz, M. Alper and Christian Pierdzioch (2010); "Financial Market Integration, Costs of Adjusting Hours Worked, and Monetary Policy", Economic Notes: Review of Banking Finance & Economic Policy, 39(1-2), pp. 1-25.
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Efficiency Wages, Financial Market Integration, and the Fiscal Multiplier

Çenesiz, M. Alper and Christian Pierdzioch (2009); "Efficiency Wages, Financial Market Integration, and the Fiscal Multiplier",  Journal of International Money and Finance, 28 (5), pp. 853-867.
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Monetary Policy and the Transition Costs of a Labor Market Reform

Aguiar, Álvaro and Ana Paula Ribeiro (2009); "Monetary Policy and the Transition Costs of a Labor Market Reform", Journal of Macroeconomics, 31(4), pp. 547-560.
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Public Deficits and Economic Growth

Afonso, Óscar, Rui Henrique Alves and Paulo B. Vasconcelos (2009);"Public Deficits and Economic Growth", Economic Modelling, 26(5), pp. 1101-1109.
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Why Do Bank Loans React with a Delay to Shifts in Interest Rates? A Bank Capital Explanation

Jorge, José (2009); "Why Do Bank Loans React with a Delay to Shifts in Interest Rates? A Bank Capital Explanation", Economic Modelling, 26(5), pp. 799-806.
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The Role of Interbank Markets in Monetary Policy: A Model with Rationing

Freixas, Xavier and José Jorge (2008); "The Role of Interbank Markets in Monetary Policy: A Model with Rationing", Journal of Money, Credit and Banking, 40(6), pp. 1151-1176.
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Testing the Significance and the Non-linearity of the Phillips Trade-off in the Euro Area

Aguiar, Álvaro and Manuel M. F. Martins (2005); "Testing the Significance and the Non-linearity of the Phillips Trade-off in the Euro Area", Empirical Economics, 30(3), pp. 665-691.
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