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“Estimating the Taylor Rule in the Time-Frequency Domain”, 3 May 2015, revised and extended version of “Analyzing the Taylor Rule with Wavelet Lenses” (with Luís Aguiar-Conraria and Maria Joana Soares), Cef.up Working Paper nº 2014-04, October 2014, available at http://cefup.fep.up.pt/uploads/WorkingPapers/wp1404.pdf. "Financial Shocks and Optimal Monetary Policy Rules” (with Fabio Verona and Inês Drumond), Cef.up Working Paper nº 2014-02, July 2014, available at http://cefup.fep.up.pt/uploads/WorkingPapers/wp1402.pdf and Bank of Finland Research Discussion Paper 21/2014, available at http://www.suomenpankki.fi/en/julkaisut/tutkimukset/keskustelualoitteet/Pages/dp2014_21.aspx Revised version: "Financial Shocks, Financial Stability, and Optimal Taylor Rules", April 25, 2017, forthcoming in Journal of Macroeconomics, 2017
"Synchronization of the Economic Sentiment Cycles in the Euro Area: a time-frequency analysis” (with Luís Aguiar-Conraria and Maria Joana Soares), Cef.up Working Paper nº. 2011-05, October 2011, available at http://www.fep.up.pt/investigacao/cef.up/WP/2011/2011_05_wp.pdf
"Macroeconomic effects of fiscal consolidations in a DSGE model for the Euro Area: does composition matter?" (with Vitor M. Carvalho), FEP Working Paper Nº 421, Faculdade de Economia da Universidade do Porto, July 2011, available at http://www.fep.up.pt/investigacao/workingpapers/11.07.28_wp421.pdf
"Monetary policy shocks in a DSGE model with a shadow banking system" (with Fabio Verona and Inês Drumond) Cef.up Working Paper nº. 2011-01, February 2011, available at http://www.fep.up.pt/investigacao/cef.up/WP/2011/2011_01_wp.pdf Revised version June 2012 "(Un)anticipated Monetary policy in a DSGE model with a shadow banking system" available at: http://cefup.fep.up.pt/uploads/WorkingPapers/2011-01-wp-rev-June2012.pdf also available as IMFS Working Paper No. 56 (2012) at http://www.imfs-frankfurt.de/images/stories/WP_56.pdf Revised version August 2012 available as Bank of Finland Research Discussion Paper 4/2013 at http://bof-en.mailpv.net/a/s/11840751-f7747efd95c4a96e2a4dc7ce55a69b9f/326989
"Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour" (with António Afonso) ECB Working Paper nº. 1276, 8 December 2010, available at http://www.ecb.europa.eu/pub/scientific/wps/author/html/author1464.en.html and ISEG Working Paper nº. WP 23/2010/DE/UECE, November 2010, available at https://aquila.iseg.utl.pt/aquila/departamentos/ec/lateral/menu-working-papers/nova-serie/2010
"The Yield Curve and the Macro-economy across Time and Frequencies" (with Luís Aguiar-Conraria and Maria Joana Soares)Cef.up Working Paper nº. 2010-04, July 2010, available at http://www.fep.up.pt/investigacao/cef.up/WP/2010/2010_04_wp.pdf revised version: January 2011 second revised version: February 2012
"Anchoring to the Euro (and grouped together)? The case of African countries" (with João Loureiro and Ana Paula Ribeiro), October 2010, available here
“Cape Verde: the Case for Euroization” (with
João Loureiro and Ana Paula Ribeiro), Working Papers da
FEP nº 317, Faculdade de Economia da Universidade do
Porto, Março 2009, available at
“Terá a política monetária do Banco
Central Europeu sido adequada para Portugal
(1999-2007)?”, Working Papers da FEP nº 252, Faculdade
de Economia da Universidade do Porto, Novembro 2007,
available at
"Dilemas macroeconómicos e política
monetária: o caso da Zona Euro", Working Papers da FEP
nº 221, Faculdade de Economia da Universidade do Porto,
Julho 2006, available at
"Testing for Asymmetries in the
Preferences of the Euro-Area Monetary Policymaker", (with
Alvaro Aguiar) Working Papers da FEP nº 182, Faculdade
de Economia da Universidade do Porto, Julho 2005,
available at
"Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model", (with Alvaro Aguiar) Working Papers da FEP nº 144, Faculdade de Economia da Universidade do Porto, Maio 2004, available at http://www.fep.up.pt/investigacao/workingpapers/workingpapers.htm
"O crescimento da produtividade da
indústria portuguesa no século XX", (with Alvaro Aguiar)
Working Papers da FEP nº 145, Faculdade de Economia da
Universidade do Porto, Maio 2004, available at
"Macroeconomic Volatility Trade-off and Monetary Policy
Regime in the Euro Area" (with Alvaro Aguiar), Economics
Research Network Monetary Economics Working Paper
Series, 8 (7), February 2003, available at
"Trend, Cycle, and Non-linear Trade-off in the Euro Area
1970-2001", (with Alvaro Aguiar) Economics Research
Network Macro Working Paper Series 7 (23, April 2002,
available at
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This site was last updated 04/28/17
