Central Bank Research Hub - Series: Bank of Portugal Working papers

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	Title	Author(s)
Abstract Full text	Determinants of sovereign bond yield spreads in the euro area in Paper: 201022, 06.11.2010	Sónia Costa
Abstract Full text	Labor Immobility and the Transmission Mechanism of Monetary Policy in a Monetary Union Paper: 201019, 22.10.2010	Isabel Horta Correia
Abstract Full text	Global policy at the Zero Lower Bound in a large-scale DSGE model Paper: 201018, 21.10.2010	João Sousa
Abstract Full text	Monetary Policy Effects: Evidence from the Portuguese Flow of Funds Paper: 201014, 18.10.2010	João Sousa
Abstract Full text	Short and Long Interest Rate Targets Paper: 201015, 04.10.2010 JEL: E3, E4, E5	Pedro Teles
Abstract Full text	Fiscal Institutions and Public Spending Volatility in Europe Paper: 201017, 27.09.2010	Bruno Albuquerque
Abstract Full text	Fiscal Stimulus in a Small Euro Area Economy Paper: 201016, 03.08.2010 JEL: E62, F41, H62	Ricardo Mourinho Félix Vanda Almeida Gabriela Lopes de Castro José Ramos Maria
Abstract Full text	Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables Paper: 201013, 23.06.2010 JEL: C46	Maximiano Pinheiro
Abstract Full text	The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance Paper: 201011, 23.06.2010 JEL: C12, C15, C52	Paulo M.M. Rodrigues Antonio Rubia
Abstract Full text	Extremal Dependence in International Output Growth: Tales from the Tails Paper: 201008, 16.06.2010 JEL: C40, C50, E32	Miguel de Carvalho António Rua
Abstract Full text	Calendar Effects in Daily ATM Withdrawals Paper: 201012, 15.06.2010 JEL: C32, C51	Paulo M.M. Rodrigues Paulo Soares Esteves
Abstract Full text	A Wavelet Approach for Factor-Augmented Forecasting Paper: 201007, 15.06.2010 JEL: C22, C40, C53	António Rua
Abstract Full text	Tracking the US Business Cycle With a Singular Spectrum Analysis Paper: 201009, 15.06.2010 JEL: C50, E32	Miguel de Carvalho António Rua Paulo C. Rodrigues
Abstract Full text	A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness Paper: 201010, 15.06.2010 JEL: C44, G21, L25, M10	Fernando A. F. Ferreira Paulo M.M. Rodrigues Sérgio P. Santos Ronald W. Spahr
Abstract Full text	The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area Paper: 201006, 10.06.2010 JEL: C53, E32, E52, F47	P. Jacquinot M. Pisani
Abstract Full text	Counterfactual Analysis of Bank Mergers Paper: 201005, 27.05.2010 JEL: G21, G34, L10	Nuno C. Martins Pedro Pita Barros Diana Bonfim Moshe Kim
Abstract Full text	Expectations-Driven Cycles in the Housing Market Paper: 201004, 19.05.2010 JEL: E32, E44, E52	Maria Tereza Punzi Caterina Mendicino Luisa Lambertini
Abstract Full text	Nonstationary Extremes and the US Business Cycle Paper: 201003, 23.03.2010	Miguel de Carvalho K. Feridum Turkman
Abstract Full text	Exports, Imports and Wages:Evidence from Matched Firm-Worker-Product Panels Paper: 201002, 19.02.2010	Luca David Opromolla Pedro Martins
Abstract Full text	Measuring comovement in the time-frequency space Paper: 201001, 19.02.2010	António Rua
Full text	Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study Paper: 200923, 14.10.2009 JEL: C44, G21, L25, M10	Fernando A. F. Ferreira Paulo M.M. Rodrigues Sérgio P. Santos
Full text	An Assessment of Portuguese Banks’ Costs and Efficiency Paper: 200922, 14.10.2009	Nuno Ribeiro Miguel Boucinha Thomas Weyman-Jones
Full text	A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications Paper: 200921, 22.09.2009 JEL: E32, E43, E62	Manuel Coutinho Pereira
Full text	On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend Paper: 200920, 11.09.2009	Paulo M.M. Rodrigues Luís Catela Nunes
Full text	How are Firms’ Wages and Prices Linked: Survey Evidence in Europe Paper: 200918, 11.09.2009	Roberto Sabbatini Fernando Martins M. Druant Ana Lamo Gabor Kezdi Silvia Fabiani
Full text	The Flexible Fourier Form and Local GLS De-trended Unit Root Tests Paper: 200919, 11.09.2009	Paulo M.M. Rodrigues A. M. Robert Taylor
Full text	Monetary Policy and the Financing of Firms Paper: 200917, 19.08.2009	Oreste Tristani Pedro Teles Fiorella De Fiore
Full text	Money is an Experience Good: Competition and Trust in the Private Provision of Money Paper: 200916, 19.08.2009	Juan Pablo Nicolini Pedro Teles Ramon Marimon
Full text	Real Wages and the Business Cycle: Accounting for Worker and Firm Heterogeneity Paper: 200910, 30.07.2009 JEL: E24, E32, J31	Pedro Portugal Paulo Guimarães Anabela Carneiro
Full text	The dynamic effects of shocks to wages and prices in the United States and the Euro Area Paper: 200915, 30.07.2009 JEL: C32, C51, E31, J30	Rita Duarte Carlos Robalo Marques
Full text	A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects Paper: 200909, 30.07.2009 JEL: C01, C81	Pedro Portugal Paulo Guimarães
Full text	Bayesian estimation of a DSGE model for the Portuguese economy Paper: 200914, 13.07.2009 JEL: C10, C11, C13, E10, E12, E17, E27, E30, E37	Vanda Almeida
Full text	Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components Paper: 200913, 13.07.2009 JEL: C32, C33, C53	António Rua Francisco Craveiro Dias Maximiano Pinheiro
Full text	The Number of Bank Relationships, Borrowing Costs and Bank Competition Paper: 200912, 13.07.2009 JEL: G21, G32	Francesco Franco Diana Bonfim Qinglei Dai
Full text	Credit Risk and Capital Requirements for the Portuguese Banking System Paper: 200908, 18.05.2009	Ana Lacerda Paula Antão
Full text	Local Identification in DSGE Models Paper: 200907, 27.04.2009 JEL: C32, C51, C52, E32	Nikolay Iskrev
Full text	Elusive Counter-Cyclicality and Deliberate Opportunism? Fiscal Policy from Plans to Final Outcomes Paper: 200906, 22.04.2009	Álvaro M. Pina
Full text	The interest rate pass-through of the Portuguese banking system: characterization and determinants Paper: 200905, 03.04.2009 JEL: E43, G21	Paula Antão
Full text	International comovement of stock market returns: a wavelet analysis Paper: 200904, 21.03.2009 JEL: C40, E32, F30, G15	António Rua Luís Catela Nunes
Full text	The Monetary Transmission Mechanism for a Small Open Economy in a Monetary Union Paper: 200903, 27.02.2009 JEL: E21, E22, E32, E42, E61, F41, F42	Bernardino Adão
Full text	Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration Paper: 200902, 22.01.2009 JEL: C20, C22	Paulo M.M. Rodrigues João Valle e Azevedo Antonio Rubia
Full text	An Assessment of Competition in the Portuguese Banking System in the 1991-2004 Period Paper: 200901, 08.01.2009 JEL: C23, G21, L13	Nuno Ribeiro Miguel Boucinha
Full text	Inflation expectations in the euro area: Are consumers rational? Paper: 200823, 05.01.2009	Cláudia Duarte António Rua Francisco Craveiro Dias
Full text	Analysis of the Predictors of Default for Portuguese Firms Paper: 200822, 29.12.2008 JEL: C14, C45, G33	Ana Lacerda Russ A.Moro
Full text	On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information Paper: 200821, 17.12.2008 JEL: C53, E37	Paulo Soares Esteves Maximiano Pinheiro
Full text	A Theory of Entry and Exit into Exports Markets Paper: 200820, 08.12.2008	Luca David Opromolla Alfonso A. Irarrazabal
Full text	Approximating and Forecasting Macroeconomic Signals in Real-Time Paper: 200819, 25.11.2008 JEL: C14, C32, E32	João Valle e Azevedo Ana Pereira
Full text	Forecasting investment: A fishing contest using survey data Paper: 200818, 27.10.2008 JEL: C22, C52, C53, E22	Sara Serra José Ramos Maria
Full text	Product and Destination Mix in Export Markets Paper: 200817, 23.10.2008 JEL: D21, F1, L25	Luca David Opromolla João Amador
Full text	Improving Competition in the Non-Tradable Goods and Labour Markets: The Portuguese Case Paper: 200816, 20.10.2008 JEL: J14, J26, J38	Ricardo Mourinho Félix Vanda Almeida Gabriela Lopes de Castro

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004