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

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

Measuring comovement in the time-frequency space

Paper: 201001, 19.02.2010

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

Paper: 201002, 19.02.2010

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

An Assessment of Portuguese Banks¿ Costs and Efficiency

Paper: 200922, 14.10.2009

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

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

Paper: 200920, 11.09.2009

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

Paper: 200919, 11.09.2009

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

Paper: 200918, 11.09.2009

Monetary Policy and the Financing of Firms

Paper: 200917, 19.08.2009

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

Paper: 200916, 19.08.2009

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

Paper: 200910, 30.07.2009

JEL: E24, E32, J31

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

Paper: 200909, 30.07.2009

JEL: C01, C81

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

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

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

The Number of Bank Relationships, Borrowing Costs and Bank Competition

Paper: 200912, 13.07.2009

JEL: G21, G32

Credit Risk and Capital Requirements for the Portuguese Banking System

Paper: 200908, 18.05.2009

Local Identification in DSGE Models

Paper: 200907, 27.04.2009

JEL: C32, C51, C52, E32

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

Paper: 200906, 22.04.2009

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

Paper: 200905, 03.04.2009

JEL: E43, G21

International comovement of stock market returns: a wavelet analysis

Paper: 200904, 21.03.2009

JEL: C40, E32, F30, G15

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

Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration

Paper: 200902, 22.01.2009

JEL: C20, C22

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

Paper: 200901, 08.01.2009

JEL: C23, G21, L13

Inflation expectations in the euro area: Are consumers rational?

Paper: 200823, 05.01.2009

Analysis of the Predictors of Default for Portuguese Firms

Paper: 200822, 29.12.2008

JEL: C14, C45, G33

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

Paper: 200821, 17.12.2008

JEL: C53, E37

A Theory of Entry and Exit into Exports Markets

Paper: 200820, 08.12.2008

Approximating and Forecasting Macroeconomic Signals in Real-Time

Paper: 200819, 25.11.2008

JEL: C14, C32, E32

Forecasting investment: A fishing contest using survey data

Paper: 200818, 27.10.2008

JEL: C22, C52, C53, E22

Product and Destination Mix in Export Markets

Paper: 200817, 23.10.2008

JEL: D21, F1, L25

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

Paper: 200816, 20.10.2008

JEL: J14, J26, J38

Wage and Price Dynamics in Portugal

Paper: 200815, 02.10.2008

Impact on Welfare of Country Heterogeneity in a Currency Union

Paper: 200814, 22.09.2008

JEL: E52, E58

Empirical Evidence on the Behavior and Stabilizing Role of Fiscal and Monetary Policies in the US

Paper: 200813, 22.09.2008

JEL: C32, E63

Impact of the Recent Reform of the Portuguese Public Employees¿ Pension System

Paper: 200812, 12.09.2008

JEL: H55, J26

International Fragmentation of Production in the Portuguese Economy: What do Different Measures Tell Us?

Paper: 200811, 25.07.2008

Vertical Specialization Across the World: A Relative Measure

Paper: 200810, 18.07.2008

Determining the number of factors in approximate factor models with global and group-specific factors

Paper: 200809, 29.06.2008

Statistical Arbitrage with Default and Collateral

Paper: 200808, 02.06.2008

JEL: D52, G11, G12

Forecasting Using Targeted Diffusion Indexes

Paper: 200807, 15.05.2008

JEL: C22, C53

Evaluating Job Search Programs for Old and Young Individuals: Heterogeneous Impact on Unemployment Duration

Paper: 200806, 10.04.2008

JEL: J18, J23, J38

What is behind the recent evolution of Portuguese terms of trade?

Paper: 200805, 07.03.2008

JEL: F10, F14

The effects of low-cost countries on Portuguese manufacturing import prices

Paper: 200804, 07.03.2008

JEL: E31, F15

Unemployment Benefits and Reservation Wages: Key Elasticities from a Stripped-Down Job Search Approach

Paper: 200803, 29.02.2008

JEL: J64, J65

Do Reservation Wages Really Decline? Some International Evidence on the Determinants of Reservation Wages

Paper: 200802, 08.02.2008

JEL: J64, J65

The Determinants of Portuguese Banks¿ Capital Buffers

Paper: 200801, 10.01.2008

Do labor market policies affect employment composition? Lessons from European countries

Paper: 200721, 28.12.2007

JEL: J23

Is the euro area M3 abandoning us?

Paper: 200720, 19.12.2007

JEL: E3, E4, E5, M3

Is Time Ripe for Price Level Path Stability?

Paper: 200719, 31.10.2007

JEL: D83, E52

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