João Valle e Azevedo - Central Bank Research Hub

Papers by year: All | 2009 | 2008 | 2007 | 2004

	Title	Other author(s)
Full text	Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration Bank of Portugal Working papers [View] (Paper: 200902, 22.01.2009) JEL: C20, C22	Paulo M.M. Rodrigues Antonio Rubia
Full text	Approximating and Forecasting Macroeconomic Signals in Real-Time Bank of Portugal Working papers [View] (Paper: 200819, 25.11.2008) JEL: C14, C32, E32	Ana Pereira
Full text	A Multivariate Band-Pass Filter Bank of Portugal Working papers [View] (Paper: 200717, 25.10.2007)
Full text	Interpretation of the Effects of Filtering Integrated Time Series Bank of Portugal Working papers [View] (Paper: 200712, 28.09.2007) JEL: C22, E32
Full text	Exact Limit of the Expected Periodogram in the Unit-Root case Bank of Portugal Working papers [View] (Paper: 200713, 28.09.2007) JEL: C22
Full text	Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach Bank of Portugal Working papers [View] (Paper: 200205, 05.05.2004)
Full text	Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area Bank of Portugal Working papers [View] (Paper: 200316, 05.05.2004) JEL: C13, C32, E32	António Rua Siem Jan Koopman

Papers by year: All | 2009 | 2008 | 2007 | 2004