Portugal - Central Bank Research Hub

Title Author(s)

Determinants of sovereign bond yield spreads in the euro area in

Bank of Portugal Working papers [View] (Paper: 201022, 06.11.2010)

Labor Immobility and the Transmission Mechanism of Monetary Policy in a Monetary Union

Bank of Portugal Working papers [View] (Paper: 201019, 22.10.2010)

Global policy at the Zero Lower Bound in a large-scale DSGE model

Bank of Portugal Working papers [View] (Paper: 201018, 21.10.2010)

Monetary Policy Effects: Evidence from the Portuguese Flow of Funds

Bank of Portugal Working papers [View] (Paper: 201014, 18.10.2010)

Short and Long Interest Rate Targets

Bank of Portugal Working papers [View] (Paper: 201015, 04.10.2010)

JEL: E3, E4, E5

Fiscal Institutions and Public Spending Volatility in Europe

Bank of Portugal Working papers [View] (Paper: 201017, 27.09.2010)

Fiscal Stimulus in a Small Euro Area Economy

Bank of Portugal Working papers [View] (Paper: 201016, 03.08.2010)

JEL: E62, F41, H62

Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables

Bank of Portugal Working papers [View] (Paper: 201013, 23.06.2010)

JEL: C46

The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

Bank of Portugal Working papers [View] (Paper: 201011, 23.06.2010)

JEL: C12, C15, C52

Extremal Dependence in International Output Growth: Tales from the Tails

Bank of Portugal Working papers [View] (Paper: 201008, 16.06.2010)

JEL: C40, C50, E32

Calendar Effects in Daily ATM Withdrawals

Bank of Portugal Working papers [View] (Paper: 201012, 15.06.2010)

JEL: C32, C51

A Wavelet Approach for Factor-Augmented Forecasting

Bank of Portugal Working papers [View] (Paper: 201007, 15.06.2010)

JEL: C22, C40, C53

Tracking the US Business Cycle With a Singular Spectrum Analysis

Bank of Portugal Working papers [View] (Paper: 201009, 15.06.2010)

JEL: C50, E32

A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness

Bank of Portugal Working papers [View] (Paper: 201010, 15.06.2010)

JEL: C44, G21, L25, M10

The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area

Bank of Portugal Working papers [View] (Paper: 201006, 10.06.2010)

JEL: C53, E32, E52, F47

Counterfactual Analysis of Bank Mergers

Bank of Portugal Working papers [View] (Paper: 201005, 27.05.2010)

JEL: G21, G34, L10

Expectations-Driven Cycles in the Housing Market

Bank of Portugal Working papers [View] (Paper: 201004, 19.05.2010)

JEL: E32, E44, E52

Nonstationary Extremes and the US Business Cycle

Bank of Portugal Working papers [View] (Paper: 201003, 23.03.2010)

Exports, Imports and Wages:Evidence from Matched Firm-Worker-Product Panels

Bank of Portugal Working papers [View] (Paper: 201002, 19.02.2010)

Measuring comovement in the time-frequency space

Bank of Portugal Working papers [View] (Paper: 201001, 19.02.2010)

Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study

Bank of Portugal Working papers [View] (Paper: 200923, 14.10.2009)

JEL: C44, G21, L25, M10

An Assessment of Portuguese Banks’ Costs and Efficiency

Bank of Portugal Working papers [View] (Paper: 200922, 14.10.2009)

A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications

Bank of Portugal Working papers [View] (Paper: 200921, 22.09.2009)

JEL: E32, E43, E62

On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend

Bank of Portugal Working papers [View] (Paper: 200920, 11.09.2009)

How are Firms’ Wages and Prices Linked: Survey Evidence in Europe

Bank of Portugal Working papers [View] (Paper: 200918, 11.09.2009)

The Flexible Fourier Form and Local GLS De-trended Unit Root Tests

Bank of Portugal Working papers [View] (Paper: 200919, 11.09.2009)

Monetary Policy and the Financing of Firms

Bank of Portugal Working papers [View] (Paper: 200917, 19.08.2009)

Money is an Experience Good: Competition and Trust in the Private Provision of Money

Bank of Portugal Working papers [View] (Paper: 200916, 19.08.2009)

Real Wages and the Business Cycle: Accounting for Worker and Firm Heterogeneity

Bank of Portugal Working papers [View] (Paper: 200910, 30.07.2009)

JEL: E24, E32, J31

The dynamic effects of shocks to wages and prices in the United States and the Euro Area

Bank of Portugal Working papers [View] (Paper: 200915, 30.07.2009)

JEL: C32, C51, E31, J30

A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects

Bank of Portugal Working papers [View] (Paper: 200909, 30.07.2009)

JEL: C01, C81

Bayesian estimation of a DSGE model for the Portuguese economy

Bank of Portugal Working papers [View] (Paper: 200914, 13.07.2009)

JEL: C10, C11, C13, E10, E12, E17, E27, E30, E37

Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components

Bank of Portugal Working papers [View] (Paper: 200913, 13.07.2009)

JEL: C32, C33, C53

The Number of Bank Relationships, Borrowing Costs and Bank Competition

Bank of Portugal Working papers [View] (Paper: 200912, 13.07.2009)

JEL: G21, G32

Credit Risk and Capital Requirements for the Portuguese Banking System

Bank of Portugal Working papers [View] (Paper: 200908, 18.05.2009)

Local Identification in DSGE Models

Bank of Portugal Working papers [View] (Paper: 200907, 27.04.2009)

JEL: C32, C51, C52, E32

Elusive Counter-Cyclicality and Deliberate Opportunism? Fiscal Policy from Plans to Final Outcomes

Bank of Portugal Working papers [View] (Paper: 200906, 22.04.2009)

The interest rate pass-through of the Portuguese banking system: characterization and determinants

Bank of Portugal Working papers [View] (Paper: 200905, 03.04.2009)

JEL: E43, G21

International comovement of stock market returns: a wavelet analysis

Bank of Portugal Working papers [View] (Paper: 200904, 21.03.2009)

JEL: C40, E32, F30, G15

The Monetary Transmission Mechanism for a Small Open Economy in a Monetary Union

Bank of Portugal Working papers [View] (Paper: 200903, 27.02.2009)

JEL: E21, E22, E32, E42, E61, F41, F42

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

An Assessment of Competition in the Portuguese Banking System in the 1991-2004 Period

Bank of Portugal Working papers [View] (Paper: 200901, 08.01.2009)

JEL: C23, G21, L13

Inflation expectations in the euro area: Are consumers rational?

Bank of Portugal Working papers [View] (Paper: 200823, 05.01.2009)

Analysis of the Predictors of Default for Portuguese Firms

Bank of Portugal Working papers [View] (Paper: 200822, 29.12.2008)

JEL: C14, C45, G33

On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information

Bank of Portugal Working papers [View] (Paper: 200821, 17.12.2008)

JEL: C53, E37

A Theory of Entry and Exit into Exports Markets

Bank of Portugal Working papers [View] (Paper: 200820, 08.12.2008)

Approximating and Forecasting Macroeconomic Signals in Real-Time

Bank of Portugal Working papers [View] (Paper: 200819, 25.11.2008)

JEL: C14, C32, E32

Forecasting investment: A fishing contest using survey data

Bank of Portugal Working papers [View] (Paper: 200818, 27.10.2008)

JEL: C22, C52, C53, E22

Product and Destination Mix in Export Markets

Bank of Portugal Working papers [View] (Paper: 200817, 23.10.2008)

JEL: D21, F1, L25

Improving Competition in the Non-Tradable Goods and Labour Markets: The Portuguese Case

Bank of Portugal Working papers [View] (Paper: 200816, 20.10.2008)

JEL: J14, J26, J38