Predicting macroeconomic indicators from online activity data: A review
Costa, E. A., & Silva, M. E. Predicting macroeconomic indicators from online activity data: A review. Statistical Journal of the IAOS, (Preprint), 1-17.
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter
Martins, Manuel M. F. & Verona, Fabio (2024): “Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter“, Oxford Bulletin of Economics and Statistics.
The Effect of Economic Policy Uncertainty on the Credit Risk of US Commercial Banks
De La Orden De La Cruz, M. C., Paule-Vianez, J., & Lobão, J. (2023). The Effect of Economic Policy Uncertainty on the Credit Risk of US Commercial Banks. International Journal of Finance and Economics, 28, 3420-3436.
Reassessing bank monitoring models: An empirical analysis of the value of market signals in the period 2008-2020
Costa, T., Lobão, J., & Pacheco, L. (2023). Reassessing bank monitoring models: An empirical analysis of the value of market signals in the period 2008-2020. Journal of Banking Regulation, 24, 206-227.
Endogenous growth and monetary policy: How do interest-rate feedback rules shape nominal and real transitional dynamics?
Gil, P. M., Gustavo Iglésias and Luís Guimarães (2023); “Endogenous growth and monetary policy: How do interest-rate feedback rules shape nominal and real transitional dynamics?”, Journal of International Money and Finance, 138, 102939.
The persistence of wages
Carneiro, Anabela, Pedro Portugal, Pedro Raposo and Paulo Rodrigues (2023); “The persistence of wages“, Journal of Econometrics, 233(2), pp. 596-611.
Explaining the Labor Share: Automation vs Labor Market Institutions
Guimarães, Luís and Pedro Mazeda Gil (2022); “Explaining the Labor Share: Automation vs Labor Market Institutions”, Labour Economics, 75, 102146.
O Programa de Ajustamento Económico para Portugal, 2011-2014: um cenário contrafactual plausível
Pinho, Manuel Correia de and Maria Manuel Pinho (2022); “O Programa de Ajustamento Económico para Portugal, 2011-2014: um cenário contrafactual plausível“, Notas Económicas, 55, pp. 67-96.
Covid-19: What if Immunity Wanes?
Çenesiz, Alper and Luís Guimarães (2022); “Covid-19: What if Immunity Wanes?”, Canadian Journal of Economics, 55(S1), pp. 626-664.
Price effects of unconventional monetary policy announcements on European securities markets
Ferreira, E. and A. P. Serra (2022); “Price effects of unconventional monetary policy announcements on European securities markets“, Journal of International Money and Finance, 122, 102558.